Results 111 to 120 of about 719,605 (249)
What Explains Bitcoin Volatility? Evidence from an Extended HAR Framework
International Journal of Financial StudiesThis study investigates the dynamics of Bitcoin’s realized volatility by extending the Heterogeneous Autoregressive (HAR) framework to incorporate external shocks from major financial and commodity markets, namely the NASDAQ-100, Brent crude oil, and ...
Zhaoying Lu, Yuanju Fang
doaj +1 more source
Bioinspired Adaptive Sensors: A Review on Current Developments in Theory and Application
Advanced Materials, EarlyView.This review comprehensively summarizes the recent progress in the design and fabrication of sensory‐adaptation‐inspired devices and highlights their valuable applications in electronic skin, wearable electronics, and machine vision. The existing challenges and future directions are addressed in aspects such as device performance optimization ...
Guodong Gong +12 more
wiley +1 more source
Modelling daily value-at-risk using realized volatility and arch type models [PDF]
In this paper we show how to compute a daily VaR measure for two stock indexes (CAC40 and SP500) using the one-day-ahead forecast of the daily realized volatility.
Giot,Pierre, Laurent,Sebastien
core
Advanced Materials, EarlyView.Metal‐free carbon catalysts enable the sustainable synthesis of hydrogen peroxide via two‐electron oxygen reduction; however, active site complexity continues to hinder reliable interpretation. This review critiques correlation‐based approaches and highlights the importance of orthogonal experimental designs, standardized catalyst passports ...
Dayu Zhu +3 more
wiley +1 more source
Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects [PDF]
Fluctuations in commodity prices are a major concern to many market participants. This paper uses realized volatility methods to calculate daily volatility and correlation estimates for three grain futures prices (corn, soybean and wheat).
Hristos Doucouliagos, Jae H. Kim
core
Realized Beta: Persistence and Predictability [PDF]
A large literature over several decades reveals both extensive concern with the question of time-varying betas and an emerging consensus that betas are in fact time-varying, leading to the prominence of the conditional CAPM.
Tim Bollerslev +3 more
core +2 more sources
FORECASTING THE END-OF-THE-DAY REALIZED VARIANCE
Quantitative Methods in Economics, 2009 A large package of information is being reflected in stock pricesduring a short period after opening. Moreover, the start-of-the-day (morning)volatility has a strong impact on the price variability during all the day.
Małgorzata Doman, Ryszard Doman
doaj
Advanced Materials, EarlyView.The perspective presents an integrated view of neuromorphic technologies, from device physics to real‐time applicability, while highlighting the necessity of full‐stack co‐optimization. By outlining practical hardware‐level strategies to exploit device behavior and mitigate non‐idealities, it shows pathways for building efficient, scalable, and ...
Kapil Bhardwaj +8 more
wiley +1 more source
Forecasting Exchange Rate Volatility in the Presence of Jumps [PDF]
We study measures of foreign exchange rate volatility based on high-frequency (5-minute) $/DM exchange rate returns using recent nonparametric statistical techniques to compute realized return volatility and its separate continuous sample path and jump ...
Bent Jesper Christensen +2 more
core
“Smelltronics”—From Gas to Smell Sensing
Advanced Materials, EarlyView.The emerging field of smelltronics, encompassing sensing technologies for complex volatile organic compounds, holds significant potential for extracting valuable chemical information. It facilitates the noninvasive, real‐time monitoring of humans, food, and the environment.
Takeshi Ono +7 more
wiley +1 more source