Results 111 to 120 of about 585,082 (294)
Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde [PDF]
We find ourselves very much in agreement with the thrust of HL’s message concerning the complexity induced by microstructure noise. In particular, we agree that noise is time dependent and correlated with the efficient price - features that in our view ...
Jun Yu, Peter C. B. Phillips
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Microstructure of absorber layers in CdTe/Cds solar cells [PDF]
, 2001 This work concerns the microstructure of CSS-grown CdTe layers used for CdTe/CdS solar cells. Particular attention is given to how the development of microstructure on annealing with CdCl(_2) may correlate with increases in efficiency.
Cousins, M.A., Cousins, Michael Andrew
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Advanced Engineering Materials, EarlyView.Schematic representation of modes of microcrack nucleation, growth and temporary arrestment at different boundaries, with the criteria for crack propagation in three scenarios: (1) large notch, (2) defect/small sharp notch, and (3) long crack. This work revisits and integrates results on the fatigue behavior of advanced bainitic steels (in particular ...
Lucia Morales‐Rivas
wiley +1 more source
Spontaneous emergence of skyrmions beyond room temperature in boron-doped CrTe
Communications MaterialsMagnetic skyrmions are vortex-like spin textures that exhibit remarkable emergent phenomena and hold great promise for applications in spintronics, magnonic devices, and neuromorphic computing.
Jagannath Jena +11 more
doaj +1 more source
Advanced Engineering Materials, EarlyView.Controlling the Field Assisted Sintering Technology (FAST) parameters, dwell temperature and cooling rate, significantly influences the microstructural evolution in titanium aluminide GE4822. Significant γ‐lamellar colonies develop only upon cooling through the α‐transus.
Jack Krohn, James Pepper, Martin Jackson
wiley +1 more source
Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise [PDF]
We analyze the effects of market microstructure noise on the Fourier estimator of multivariate volatilities. We prove that the estimator is consistent in the case of asynchronous data and robust in the presence of microstructure noise.
S. Sanfelici, M. E. Mancino
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Advanced Engineering Materials, EarlyView.Postbuild annealing systematically modifies the phase fractions and morphology of EB‐PBF processed Mo–9Si–8B. Quantitative microstructure–property correlations reveal how controlled phase evolution enhances high‐temperature compressive strength and creep resistance.
Christopher Schmidt +5 more
wiley +1 more source
Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises [PDF]
In this paper a Markov chain Monte Carlo (MCMC) technique is developed for the Bayesian analysis of structural credit risk models with microstructure noises. The technique is based on the general Bayesian approach with posterior computations performed by
Jun Yu, Shirley J. Huang
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Advanced Engineering Materials, EarlyView.Solvate ionic liquids lubrication reduced the coefficient of friction by ∼60% compared to dry sliding, reaching steady‐state values as low as 0.04–0.05. Corrosion weight‐loss measurements in 1 M HCl further demonstrated significant inhibition behavior, with only 100 ppm of [Li(G3)][TFSI] (∼68.5 μL/L) reducing corrosion‐product weight loss by 63 ...
Sameh Dabees +6 more
wiley +1 more source
Money: A Market Microstructure Approach [PDF]
The current discussion about the future of the financial system draws heavily on a set of theories known as the ‘New Monetary Economics’. The New Monetary Economics predicts that deregulation and financial innovation will lead to a moneyless world.
Krueger, Malte
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