Results 111 to 120 of about 2,349,483 (333)

Realized Volatility Risk [PDF]

, 2013
In this paper we document that realized variation measures constructed from highfrequency returns reveal a large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting errors in ...
David E. Allena, David E. Allena, Marcel Scharthc E, Marcel Scharthe, Michael Mcaleerb C D, Michael Mcaleerb C D   +5 more
core   +4 more sources

Chemoselective Sequential Polymerization: An Approach Toward Mixed Plastic Waste Recycling

Advanced Functional Materials, EarlyView.
Inspired by biological protein metabolism, this study demonstrates the closed‐loop recycling of mixed synthetic polymers via ring‐closing depolymerization followed by a chemoselective sequential polymerizations process. The approach recovers pure polymers from mixed feedstocks, even in multilayer formats, highlighting a promising strategy to overcome a
Gadi Slor, Youwei Ma, Hyunwoo Park, Tae‐Lim Choi, Damien Guironnet, Francesco Stellacci   +5 more
wiley   +1 more source

Tuning the Electronic Structure and Spin State of Fe─N─C Catalysts Using an Axial Oxygen Ligand and Fe Clusters for High‐Efficiency Rechargeable Zinc–Air Batteries

Advanced Functional Materials, EarlyView.
A FeN4─O/Clu@NC‐0.1Ac catalyst containing atomically‐dispersed FeN4─O sites (medium‐spin Fe2+) and Fe clusters delivered a half‐wave potential of 0.89 V for ORR and an overpotential of 330 mV at 10 mA cm−2 for OER in 0.1 m KOH. When the catalyst was used in a rechargeable Zn–air battery, a power density of 284.5 mW cm−2 was achieved with excellent ...
Yongfang Zhou, Yu Mao, Mengyao Chang, Ziyun Wang, Wenke Xie, Cuizhu Ye, Shanghai Wei, Lars Thomsen, Geoffrey I. N. Waterhouse   +8 more
wiley   +1 more source

Large Deviations of Realized Volatility [PDF]

This paper studies large and moderate deviation properties of a realized volatility statistic of high frequency financial data. We establish a large deviation principle for the realized volatility when the number of high frequency observations in a fixed
Shin Kanaya, Taisuke Otsu
core  

Melt Grafting of Geometry‐Tailored Voltage Stabilizers for High‐Performance Polypropylene Insulation

Advanced Functional Materials, EarlyView.
A scalable one‐step melt grafting strategy is developed to enhance the dielectric properties of isotactic polypropylene by covalently incorporating thermally stable aromatic voltage stabilizers. This solvent‐free approach improves volume resistivity and DC breakdown strength through deep trap formation and charge localization, offering a sustainable ...
Nazirul Mubin bin Normansah, Taehoon Kwon, Hana Kim, Shin‐Ki Hong, Seung Won Lee, Se Hee Lee, Ik‐Su Kwon, Masahiro Kozako, Minhee Kim, Seunggun Yu   +9 more
wiley   +1 more source

Multivariate Realized Stock Market Volatility [PDF]

We present a new matrix-logarithm model of the realized covariance matrix of stock returns. The model uses latent factors which are functions of both lagged volatility and returns. The model has several advantages: it is parsimonious; it does not require
Gregory H. Bauer, Keith Vorkink
core  

Multilayer Soft Photonic Arrays Inspired by Cephalopod Skin for High‐Density, Independent, and Multimodal Actuation

Advanced Functional Materials, EarlyView.
A vertically stacked, DEA‐driven photonic array inspired by cephalopod skin, featuring highly crystalline colloidal crystal gels with vivid color, low FWHM and scalability is presented. The multilayer design removes lateral pixel interference, achieving near‐100% fill factor with fully independent RGB actuation.
Maga Kim, Imbo Kong, Do Yoon Kim, Jaeyoung Choi, Seong‐Yu Choi, Yun Hyeok Lee, Sihwan Lee, Byung Ik Park, Gimin Sung, In‐Suk Choi, Wook Sung Kim, Jeong‐Yun Sun   +11 more
wiley   +1 more source

Measuring and Forecasting Volatility in Chinese Stock Market Using HAR-CJ-M Model

Abstract and Applied Analysis, 2013
Basing on the Heterogeneous Autoregressive with Continuous volatility and Jumps model (HAR-CJ), converting the realized Volatility (RV) into the adjusted realized volatility (ARV), and making use of the influence of momentum effect on the volatility, a ...
Chuangxia Huang, Xu Gong, Xiaohong Chen, Fenghua Wen   +3 more
doaj   +1 more source

The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps [PDF]

We study the relation between realized and implied volatility in the bond market. Realized volatility is constructed from high-frequency (5-minute) returns on 30 year Treasury bond futures.
Bent Jesper Christensen, Morten Ørregaard Nielsen, Thomas Busch   +2 more
core  

Rational Device Design and Doping‐Controlled Performance in Fast‐Response π‐Ion Gel Transistors

Advanced Functional Materials, EarlyView.
π‐Ion gel transistors (PIGTs) achieve extraordinary transconductance and stability through device configuration optimization, high‐mobility conjugated polymer selection, and hole scavenger doping. The optimized PIGTs maintain performance on flexible substrates, enabling printed, fast‐response, and wearable electronics.
Masato Kato, Soh Kushida, Nafees Umar Draz, Dan Kyotani, Emanuel Smarsly, Kyota Yoshinaga, Wenhao He, Uwe H. F. Bunz, Kazuhiro Marumoto, Tatsuya Mori, Yohei Yamamoto   +10 more
wiley   +1 more source