Results 91 to 100 of about 719,605 (249)
Is it worth tracking dollar/real implied volatility?
Economia Aplicada, 2001 In this paper we examine the relation between dollar-real exchange rate volatility implied in option prices and subsequent realized volatility, in the period of February 1999 to February 2001.
Sandro Canesso de Andrade +1 more
doaj
Advanced Functional Materials, EarlyView.Forming‐free epitaxial Pt/La0.5Sr0.5CoOx (LSCO)/La0.5Sr0.5MnO3 (LSMO) memristors exhibit heterogeneous and partially reversible topotactic switching involving brownmillerite (BM)‐, Grenier (GN)‐like‐, and perovskite (PV)‐like configurations. Atomic‐resolution scanning transmission electron microscopy and in situ transmission electron microscopy resolve
Zi‐Qin Hong +5 more
wiley +1 more source
Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models [PDF]
A very promising literature has been recently devoted to the modeling of ultra-high-frequency (UHF) data. Our first aim is to develop an empirical application of Autoregressive Conditional Duration GARCH models and the realized volatility to forecast ...
Francois-Éric Racicot +2 more
core
Realized volatility and minimum capital requirements [PDF]
, 2003 Paper presented at Money Macro and Finance Research Group 35th Annual Conference (MMF 2003), September 10-12 2003, University of CambridgeKey to the imposition of appropriate minimum capital requirements on a daily basis requires accurate volatility ...
Cotter, John
core +1 more source
Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices
MathematicsMotivated by the comovement of realized volatilities (RVs) of agricultural commodity prices, we study whether multi-task forecasting algorithms improve the accuracy of out-of-sample forecasts of 15 agricultural commodities during the sample period from ...
Rangan Gupta, Christian Pierdzioch
doaj +1 more source
The predictive power of oil price shocks on realized volatility of oil: A note. [PDF]
Resour Policy, 2020 Demirer R +3 more
europepmc +1 more source
Magneto‐Ionic Devices With Polymer‐Based Electrolytes
Advanced Functional Materials, EarlyView.Polymer electrolytes are introduced for magneto‐ionic devices based on hydroxide and hydrogen ions. The magneto‐ionic effect results in a pronounced voltage‐controlled variation of coercivity in both devices. The switching speed is in the range of 100 ms.
Markus Gößler +3 more
wiley +1 more source
Advanced Functional Materials, EarlyView.All‐epitaxial and scalable ferromagnetic/non‐magnetic Fe5−xGeTe2/WSe2 van der Waals (vdW) heterostructures exhibiting room‐temperature magnetism and perpendicular magnetic anisotropy (PMA) are realized. The system displays proximity‐tuned magnetic anisotropy, thickness‐dependent unconventional Hall effects, and temperature‐dependent sign reversal of ...
Hua Lv +15 more
wiley +1 more source
Testing of Dependencies between Stock Returns and Trading Volume by High Frequency Data [PDF]
Managing Global Transitions, 2013 This paper is concerned with a dependence analysis of returns, return volatility and trading volume for five companies listed on the Vienna Stock Exchange and five from theWarsaw Stock Exchange. Taking into account high frequency data for these companies,
Piotr Gurgul, Robert Syrek
doaj
A dynamic analysis of the relationship between investor sentiment and stock market realized volatility: Evidence from China. [PDF]
PLoS One, 2020 Chen Y, Zhao H, Li Z, Lu J.
europepmc +1 more source