Results 31 to 40 of about 1,916 (133)
Sulfide‐based solid‐state batteries can achieve high capacity using carbon additives like vapor grown carbon fibers (VGCF), but interfacial degradation with sulfide electrolytes reduces performance. A new polyelectrolyte complex coating on VGCF mitigates electrolyte oxidation and enhances cell cycling stability by increasing VGCF‐solid electrolyte ...
Sudeshna Sen +6 more
wiley +1 more source
Forecasting international stock market correlations: does anything beat a CCC? [PDF]
It is well known that the correlation between financial series varies over time. Here, the forecasting performance of different time-varying correlation models is compared for cross-country correlations of weekly G5 and daily European stock market ...
Manner, Hans, Reznikova, Olga
core
THE EFFECT OF THE EMU ON SHORT AND LONG-RUN STOCK MARKET DYNAMICS: NEW EVIDENCE ON FINANCIAL INTEGRATION [PDF]
This paper deals with the time evolution of stock market integration around the introductionof the euro. In particular we test whether the degree of integration between the main eurozonecountries increased after European monetary union.
Javier Ordoñez, Juan A. Lafuente
core
The effect of the EMU on short and long-run stock market dynamics: New evidence on financial integration [PDF]
This paper deals with the time evolution of stock market integra- tion around the introduction of the euro. In particular we test whether the degree of integration between the main eurozone countries increased after European monetary union.
Lafuente-Luengo, Juan Angel +1 more
core +2 more sources
The precise regulation of GVL's solvation structure by two weak solvents with distinct functions promotes the formation of an anion‐dominated loose solvation structure, enabling the stable generation of EEI to protect the structural integrity of cathode materials and promote the uniform deposition of lithium.
Lei Zhang +14 more
wiley +1 more source
Correlation Dynamics in European Equity Markets [PDF]
We examine correlation dynamics using daily data from 1993 to 2002 on the 5 largest eurozone stock market indices. We also study, for comparison, the correlations of a sample of individual stocks.
Colm Kearney, Valerio Poti
core
Stock Market Integration: DCC MV-GARCH Model [PDF]
Eduard Baumöhl +2 more
openaire +1 more source
Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH [PDF]
In this paper, we develop the theoretical and empirical properties of a new class of multi-variate GARCH models capable of estimating large time-varying covariance matrices, Dynamic Conditional Correlation Multivariate GARCH.
Kevin Sheppard, Robert F. Engle
core
Extremal behavior of stochastic volatility models [PDF]
Empirical volatility changes in time and exhibits tails, which are heavier than normal. Moreover, empirical volatility has - sometimes quite substantial - upwards jumps and clusters on high levels.
Fasen, V. +2 more
core +2 more sources
Hedging cryptocurrency options. [PDF]
Matic JL, Packham N, Härdle WK.
europepmc +1 more source

