Results 161 to 170 of about 12,856,242 (214)

Digital Demodulation Method and Application of a PWM-Excited Differential Self-Inductive Displacement Transducer. [PDF]

Sensors (Basel)
Guo H, Shi B, Chen H, Liu B.
europepmc   +1 more source

Green Bond Paper Topics, Journal Metrics and Post‐publication Diffusion

Journal of Economic Surveys, EarlyView.
ABSTRACT Green bonds are important financial instruments in sustainable finance, generating a rapidly expanding academic literature. This paper identifies the topics analyzed in green bond academic research and examines how these topics are associated with journal and post‐publication diffusion metrics. Using 1048 paper abstracts published between 2015
Paraic McGee, Tom Egan, Sheila O'Donohoe
wiley   +1 more source

Lattice-Based Certificateless Proxy Re-Signature for IoT: A Computation-and-Storage Optimized Post-Quantum Scheme. [PDF]

Sensors (Basel)
Wei Z, Lan G, Zhao H, Li Z, Ju Z.
europepmc   +1 more source

Robust Estimation and Inference for Time‐Varying Unconditional Volatility

Journal of Time Series Analysis, EarlyView.
ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee, Rickard Sandberg, Genaro Sucarrat   +2 more
wiley   +1 more source

Adsorption-Based Methane Removal from Dilute Non-fossil Sources: Process Concept and Sorbent Screening. [PDF]

Ind Eng Chem Res
Karimi K, Gazzani M.
europepmc   +1 more source

Gesturing While Writing: An Alternate Perspective on Mimetic Prosody

Critical Quarterly, EarlyView.
Paul Magee
wiley   +1 more source

Detecting Periodicity of a General Stationary Time Series via AR(2)‐Model Fitting

Journal of Time Series Analysis, EarlyView.
ABSTRACT Estimating the periodicity of a stationary time series via fitting a second‐order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule (1927). We investigate properties of this procedure when applied to general stationary processes possessing a spectral density with a dominant peak at some unknown frequency ...
Jens‐Peter Kreiss, Panagiotis Maouris, Efstathios Paparoditis   +2 more
wiley   +1 more source

Exploring Limit Cycles of Differential Equations through Information Geometry Unveils the Solution to Hilbert's 16th Problem. [PDF]

Entropy (Basel)
da Silva VB, Vieira JP, Leonel ED.
europepmc   +1 more source

The fundamental theorem of asset pricing with and without transaction costs

Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley   +1 more source

Enabling molecular signaling with temperature and ionic-strength independence or programmable dependence. [PDF]

Nat Commun
Korenkov ES, Nikitin MP.
europepmc   +1 more source