Results 111 to 120 of about 111,281 (343)

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

Complex Cryptographic and User‐Centric Physically Unclonable Functions Enabled by Strain‐Sensitive Nanocrystals via Selective Ligand Exchange

Advanced Functional Materials, EarlyView.
This study investigates electromechanical PUFs that improve on traditional electric PUFs. The electron transport materials are coated randomly through selective ligand exchange. It produces multiple keys and a key with motion dependent on percolation and strain, and approaches almost ideal inter‐ and intra‐hamming distances.
Seungshin Lim, Hanseok Seo, Taesung Park, Byung Ku Jung, Junhyeok Park, Young Kyun Choi, Dae Yang Oh, Soong Ju Oh   +7 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  

Realized Volatility and Asymmetries in the A.S.E. Returns [PDF]

Using a newly developed dataset of daily, value-weighted market returns we construct and analyze the monthly realized volatility of the Athens Stock Exchange (A.S.E.) from 1985 to 2003.
Dimitrios D. Thomakos, Michail S. Koubouros   +1 more
core  

Thermal Phase‐Modulation of Thickness‐Dependent CVD‐Grown 2D In2Se3

Advanced Functional Materials, EarlyView.
A comprehensive study of CVD‐grown 2D In2Se3 reveals a distinct thickness‐dependent phase landscape and a reversible, thermally driven transformation between β″ and β* variants. In situ TEM electron diffraction and Raman spectroscopy reveal structural dynamics, while the structural invariance of the α‐phase in ultrathin regimes highlights its stability—
Dasun P. W. Guruge, Zhenhuan Chen, Joseph F. S. Fernando, Chao Zhang, Liangzhi Kou, Konstantin L. Firestein, Dmitri V. Golberg   +6 more
wiley   +1 more source

Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices

Mathematics
Motivated 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

Phase Change Material‐Driven Tunable Metasurface for Adaptive Terahertz Sensing and Communication in 6G Perceptive Networks

Advanced Functional Materials, EarlyView.
This study explores the benefits of metasurfaces made from functional materials, highlighting their ability to be adapted and improved for various high‐frequency applications, including communications and sensing. It first demonstrates the potential of these functional material‐based metasurfaces to advance the field of sub‐THz perceptive networks ...
Yat‐Sing To, Jiachen Du, Cyril Decroze, Laure Huitema, Aurelian Crunteanu, Hang Wong   +5 more
wiley   +1 more source

The predictive power of oil price shocks on realized volatility of oil: A note. [PDF]

Resour Policy, 2020
Demirer R, Gupta R, Pierdzioch C, Shahzad SJH.   +3 more
europepmc   +1 more source

Ice Lithography: Recent Progress Opens a New Frontier of Opportunities

Advanced Functional Materials, EarlyView.
This review focuses on recent advancements in ice lithography, including breakthroughs in compatible precursors and substrates, processes and applications, hardware, and digital methods. Moreover, it offers a roadmap to uncover innovation opportunities for ice lithography in fields such as biological, nanoengineering and microsystems, biophysics and ...
Bingdong Chang, Gwendoline A. E. Anand, Rubaiyet Haque, Dylan A. Chiaro, Mona Sharma, Andrew R. Williams, Frank Niklaus, Daryl W. Yee, Gavin M. King, Anpan Han   +9 more
wiley   +1 more source

Uniform one-sided conformal bands for forward realized volatility curves

AIMS Mathematics
We introduce uniform, one-sided conformal prediction bands for forward realized volatility (FRV) paths that control the entire trajectory up to a fixed horizon $ H $ with finite-sample, distribution-free marginal validity.
Çağlar Sözen
doaj   +1 more source