Results 11 to 20 of about 239,377 (84)

Theory and Inference for a Markov-Switching GARCH Model [PDF]

We develop a Markov-switching GARCH model (MS-GARCH) wherein the conditional mean and variance switch in time from one GARCH process to another. The switching is governed by a hidden Markov chain. We provide sufficient conditions for geometric ergodicity
Jeroen V.K. Rombouts, Arie Preminger, Luc Bauwens   +2 more
core   +6 more sources

Selenium‐Integrated Cyanine Dye With Enhanced Photophysical Properties for Optoacoustic‐Guided Cancer Imaging and Therapy

Advanced Functional Materials, EarlyView.
This study introduces selenium‐integrated cyanine dye (Se‐Cyn), with superior photostability, absorption, and photothermal efficiency, outperforming ICG in NIR window. Its nanoparticle form remains stable in water, accumulates in tumors, and enables strong optoacoustic imaging and effective phototherapy outcomes.
Divyesh Shelar, Snehal Salunkhe, Tony Fröhlich, Uwe Klemm, Pia Anzenhofer, Birgit Rathkolb, Martin Hrabě de Angelis, Oliver Plettenburg, Michael Sattler, Sudesh T. Manjare, Vipul Gujrati, Vasilis Ntziachristos   +11 more
wiley   +1 more source

Charge Storage and Dark Photocatalysis in Multivariate Ti‐Based Metal‐Organic Frameworks

Advanced Materials, EarlyView.
The mixed‐linker series of the titanium‐based metal–organic framework COK‐47 enables systematic tuning of photoresponsiveness and (dark) photocatalytic activity, deepening our understanding of structure‐property‐function relationships. Tailored metal‐to‐ligand charge transfer between the secondary building units (metal‐oxo layers and organic linkers ...
Julia E. Knapp, Bibhuti Bhusan Rath, Borja Ortín‐Rubio, Lukas Bauder, Kristina Gjorgjevikj, Saunak Das, Mariia Ferree, Frédéric Laquai, Lorenzo Tesi, Bettina Baumgartner, Simon Krause, Bettina V. Lotsch   +11 more
wiley   +1 more source

From Dark Photocatalysis to Photobattery‐Type Operation: A Re‐Functionalized Ti‐MOF for Solar Energy Storage

Advanced Materials, EarlyView.
ReCl47‐bpy is developed as a solar‐rechargeable, Re‐functionalized two‐dimensional metal–organic framework (MOF) for light‐driven charge storage and dark utilization. Re–bipyridine sites stabilize photoinduced electrons, enabling two complementary configurations: a MOF suspension for long‐lived charge retention and dark H2 evolution, and a spin‐coated ...
Shufan Wu, Chuyi Liu, Vasilis Petropoulos, Evgenia Dmitrieva, Giulio Cerullo, Erling Thyrhaug, Jürgen Hauer, Julien Warnan, Roland A. Fischer   +8 more
wiley   +1 more source

Volatility forecasting using Double-Markov switching GARCH models under skewed Student-t distribution [PDF]

, 2012
Includes bibliographical references.This thesis focuses on forecasting the volatility of daily returns using a double Markov switching GARCH model with a skewed Student-t error distribution.
Mazviona, Batsirai Winmore
core   +1 more source

Elastomeric Core‐Conductive Shell Slurry Additive Stabilizes High‐Voltage NCM811 Cathodes via Mechanical‐Electrical Dual Regulation

Advanced Science, EarlyView.
A core‐shell ASA slurry additive constructs a mosaic‐like interface on high‐voltage NCM811 cathodes. This architecture decouples interfacial functions: the elastomeric core buffers mechanical stress to prevent microcracking, while the conductive shell facilitates rapid ion/electron transport, enabling mechanical‐electrical dual regulation and enhanced ...
Jiamin Duan, Xingchen Liu, Jiapei Li, Zhuijun Xu, Said Amzil, Baohu Wu, Yiyao Xiao, Wenjun Zhang, Tong Yu, Xiaohong Li, Wenwen Xue, Xiangyu Chen, Changwei Liu, Jie Gao, Peter Müller‐Buschbaum, Ya‐Jun Cheng, Yonggao Xia   +16 more
wiley   +1 more source

Balancing Crystallization Kinetics and Lattice Strain Enables Thermally Stable Slot‐Die‐Coated Narrow‐Bandgap Perovskite Solar Cells

Advanced Science, EarlyView.
Unbalanced crystallization in mixed Sn‐Pb perovskites causes film defects and instability. CsPbI3 nanocrystals serve as nucleation seeds to regulate growth during slot‐die coating. Resulting solar cells retain 80% efficiency after nine thermal cycles. Operando GIWAXS confirms suppressed microstrain and lattice distortion, demonstrating that synergistic
Xiaojing Ci, Altantulga Buyan‐Arivjikh, Xiongzhuo Jiang, Simon A. Wegener, Christoph G. Lindenmeir, Lixing Li, Thomas Baier, Matthias Schwartzkopf, Sarathlal Koyiloth Vayalil, Kun Sun, Peter Müller‐Buschbaum   +10 more
wiley   +1 more source

Long memory with Markov-Switching GARCH [PDF]

The paper considers the Markov-Switching GARCH(1,1)-model with time-varying transition probabilities. It derives su?cient conditions for the square of the process to display long memory and provides some additional intuition for the empirical observation
Krämer, Walter
core   +2 more sources

Microstructure Evolution in Dry‑Coated Sulfidic All‐Solid‐State Battery Cathodes: Investigating Core–Shell Particle Morphology

Advanced Science, EarlyView.
Mixing method directly governs interface engineering and electrode morphology during the dry coating of all‐solid‐state battery cathodes. While high‐shear batch mixing yields poor electrode quality and lacks core–shell‐like features, continuous extruder mixing enables strong binder fibrillation and a core–shell‐like coating between the active material ...
Michael Wolf, Aaron Stoeckle, Rebecca Wilhelm, Maximilian A. Plass, Milad Hosseini, Johannes Kriegler, Korbinian Huber, Simon Lux   +7 more
wiley   +1 more source

An exponential continuous time GARCH process [PDF]

, 2006
In this paper we introduce an exponential continuous time GARCH(p,q) process. It is defined in such a way that it is a continuous time extension of the discrete time EGARCH(p,q) process. We investigate stationarity and moment properties of the new model.
Haug, Stephan, Stephan Haug, Claudia Czado, Czado, Claudia   +3 more
core   +1 more source