Results 121 to 130 of about 4,922,677 (379)
Regime Jumps in Electricity Prices [PDF]
Electricity prices are known to be very volatile and subject to frequent jumps due to system breakdown, demand shocks, and inelastic supply. As many international electricity markets are in some state of deregulation, more and more participants in these ...
Huisman, R., Mahieu, R.J.
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, 2016 We are concerned with a parameter estimation for mean-reversion type stochastic differential equations (SDEs) driven by Brownian motion. The equations, involving a small dispersion parameter, are observed at discrete (regularly spaced) time instants. The
Jingjie Li, Jiang-Lun Wu
semanticscholar +1 more source
Advanced Functional Materials, EarlyView.Cephalopod‐inspired photonic microparticles with dynamic structural coloration are fabricated via confined self‐assembly of linear block copolymers into ellipsoids containing stacked lamellae. Embedded superparamagnetic nanoparticles enable rapid magnetic alignment, restoring vivid, angle‐dependent color.
Gianluca Mazzotta +8 more
wiley +1 more source
Change point testing for the drift parameters of a periodic mean reversion process [PDF]
, 2012 Herold Dehling +3 more
openalex +2 more sources
Advanced Functional Materials, EarlyView.Tailored thermo‐mechanical properties of shape memory polymer composites enable large reversible deformation as well as high actuation speed. Moreover, a structural design with curvature in the transverse direction achieves sub‐second actuation on heating and a larger recovery ratio on cooling. Finally, these newly developed smart two‐way actuators can
Dajeong Kang +6 more
wiley +1 more source
Does survivorship bias really matter? An empirical investigation into its effects on the mean reversion of share returns on the JSE Securities Exchange (1984-2006) [PDF]
This paper tests for the impact of survivorship bias by building on the work of Cubbin, Eidne, Firer and Gilbert (2006), and Bailey and Gilbert (2007).
Dave Strugnell, Evan Gilbert
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On openness and real exchange rate volatility [PDF]
, 2008 We address the puzzle concerning the inverse relationship between openness and real exchange rate volatility. We argue that the relationship can be explained by increased openness facilitating purchasing power parity. Using New Zealand data, we show that
Bano, Sayeeda, Holmes, Mark J.
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Novel Functional Materials via 3D Printing by Vat Photopolymerization
Advanced Functional Materials, EarlyView.This Perspective systematically analyzes strategies for incorporating functionalities into 3D‐printed materials via Vat Photopolymerization (VP). It explores the spectrum of achievable functionalities in recently reported novel materials—such as conductive, energy‐storing, biodegradable, stimuli‐responsive, self‐healing, shape‐memory, biomaterials, and
Sergey S. Nechausov +3 more
wiley +1 more source
Momentum Effects and Mean Reversion in Real Estate Securities [PDF]
This article is the winner of the International Real Estate Investment/ Portfolio Management manuscript prize (sponsored by LaSalle Investment Management) presented at the American Real Estate Society Annual Meeting.
Simon Stevenson
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Mean Reversion in the Nikkei, Standard & Poor and Dow Jones indices [PDF]
, 2007 Three stock market indices (the Nikkei 225, the Standard and Poor’s 500 and the Dow Jones EURO STOXX 50) are analysed in this paper using a parametric procedure for fractional integration.
Caporale, GM, Gil-Alana, LA
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