Results 141 to 150 of about 1,835 (300)

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

General large deviations and functional iterated logarithm law for multivalued McKean-Vlasov stochastic differential equations [PDF]

Lingyan Cheng, Wei Liu, Huijie Qiao, Fengwu Zhu   +3 more
openalex   +1 more source

Laws of the Iterated Logarithm for random walks on Random Conductance Models [PDF]

, 2016
Takashi Kumagai, Chikara Nakamura
openalex   +1 more source

On the Law of the Iterated Logarithm [PDF]

Indiana University Mathematics Journal, 1959
openaire   +2 more sources

Hydrogen Halide Gas Sensors: Active Materials, Operation Principles, and Emerging Technologies

Interdisciplinary Materials, EarlyView.
This review considers hydrogen halide (HX) gas sensors across functional materials and principles: acoustic, chemical, optical and nanophotonic. The strong acidity and reactivity of HX gases are discussed as constraints for stability and selectivity of these devices.
Xiuzhen Liu, Nikita Tukachev, Kehang Wang, Dmirty Zhirihin, Yaopeng Cheng, Pavel Krasnov, Mingzhao Song, Soslan Khubezhov, Wenping Yin, Emmanuel Stratakis, Sailing He, Andrey L. Rogach, Sergey Makarov   +12 more
wiley   +1 more source

A New Proof of the Hartman-Wintner Law of the Iterated Logarithm [PDF]

, 1983
A. de Acosta
openalex   +1 more source

Computational design of two‐dimensional MA2Z4 family field‐effect transistor for future Ångström‐scale CMOS technology nodes

InfoMat, EarlyView.
Two‐dimensional MA2Z4 such as MoSi2N4 offer a new path to extend transistor scaling beyond the limits of silicon. Due to their exceptional properties, these 2D semiconductors are promising candidates for future Ångström‐scale CMOS technology. This review outlines the computational design and roadmap bridging materials discovery, device design and ...
Che Chen Tho, Zongmeng Yang, Shibo Fang, Shiying Guo, Liemao Cao, Chit Siong Lau, Fei Liu, Shengli Zhang, Jing Lu, L. K. Ang, Lain‐Jong Li, Yee Sin Ang   +11 more
wiley   +1 more source

Law of the iterated logarithm for set-indexed partial sum processes with finite variance [PDF]

, 1985
Richard F. Bass
openalex   +1 more source

Forecasting Natural Gas Prices in Real Time

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper provides a comprehensive analysis of the forecastability of the real price of natural gas in the United States at the monthly frequency considering a universe of models that differ in complexity and economic content. We find that considerable reductions in mean‐squared prediction error relative to a no‐change benchmark can be ...
Christiane Baumeister, Florian Huber, Thomas K. Lee, Francesco Ravazzolo   +3 more
wiley   +1 more source

Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines. [PDF]

Extremes (Boston), 2023
Bücher A, Genest C, Lockhart RA, Nešlehová JG.   +3 more
europepmc   +1 more source