Results 51 to 60 of about 1,892,237 (356)
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach
, 2014 This paper develops a non-Bayesian methodology to analyze the time-varying structure of international linkages and market efficiency in G7 countries. We consider a non-Bayesian time-varying vector autoregressive (TV-VAR) model, and apply it to estimate ...
Akihiko Noda +6 more
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Advanced Engineering Materials, EarlyView.This article presents a solver‐agnostic domain‐specific language (DSL) for computational structural mechanics that strengthens interoperability in virtual product development. Using a hierarchical data model, the DSL enables seamless exchange between diverse simulation tools and numerical methods.
Martin Rädel +3 more
wiley +1 more source
Forecasting stock market volatility and the informational efficiency of the DAX-index options market [PDF]
, 2002 Alternative strategies for predicting stock market volatility are examined. In out-of-sample forecasting experiments implied-volatility information, derived from contemporaneously observed option prices or history-based volatility predictors, such as ...
Claessen, Holger, Mittnik, Stefan
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Advanced Engineering Materials, EarlyView.A novel, temperature‐controlled post‐consolidation unit is developed to test its potential to improve the melt impregnation process used to manufacture continuous fiber‐reinforced filaments for additive manufacturing of high‐performance thermoplastics.
Daniel Beermann +2 more
wiley +1 more source
Calendar Effects in the Stock Markets of Central European Countries
Acta Universitatis Lodziensis. Folia Oeconomica, 2020 The efficient market hypothesis suggests that there are no opportunities to gain above‑normal profits using available information, because it is all reflected in the prices.
Marek Szymański, Grzegorz Wojtalik
doaj +1 more source
Screen‐Printed Flexible Piezoelectric Force Sensor Array with Electromagnetic Interference Shielding
Advanced Engineering Materials, EarlyView.This article introduces a flexible screen‐printed piezoelectric sensor array designed for low‐frequency healthcare applications such as tactile sensing and cardiovascular monitoring. The device integrates interface electronics enabling the simultaneous acquisition of up to 128 signals, along with flexible EMI shielding that significantly reduces noise ...
Joseph Faudou +6 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Intelligent radiative cooling devices, adaptable to various weather conditions, have the potential for year‐round energy savings. This study introduces a sustainable dual‐mode film made from polycaprolactone nanofibers and upcycled chip bags for effective thermal management.
Qimeng Song +4 more
wiley +1 more source
Time-Varying Market Efficiency: A Focus on Crude Oil and Commodity Dynamics
Fractal and FractionalThis study investigated market efficiency across 20 major commodity assets, including crude oil, utilizing fractal analysis. Additionally, a rolling window approach was employed to capture the time-varying nature of efficiency in these markets. A Granger
Young-Sung Kim +3 more
doaj +1 more source
Random walks and market efficiency: evidence from real estate investment trusts (REIT) subsectors
International Journal of Strategic Property Management, 2018 This paper investigates the random walk behavior of real estate investment trust (REIT) subsectors using monthly return data from January 1994 to July 2015.
Fahad Almudhaf, Andrew J. Hansz
doaj +1 more source
Estimating optimal hedging ratio and hedging efficiency in China's stock market [PDF]
, 2023 Song Yansong +3 more
openalex +1 more source