Results 121 to 130 of about 111,281 (343)
Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility [PDF]
This paper examines the asymmetric response of equity volatility to return shocks. We generalize the news impact function (NIF), originally introduced by Engle and Ng (1993) to study asymmetric volatility under the ARCH-type models, to be applicable to ...
Jun Yu
core
Macro factors and the realized volatility of commodities: A dynamic network analysis. [PDF]
Resour Policy, 2020 Hu M, Zhang D, Ji Q, Wei L.
europepmc +1 more source
Bio‐Friendly Artificial Muscles Based on Carbon Nanotube Yarns and Eutectogel Derivatives
Advanced Functional Materials, EarlyView.Solid‐state artificial muscles based on coiled commercial carbon nanotube yarns coated with eutectogel derivatives exhibit unipolar actuation through selective ion intercalation. Combining polyanionic and polycationic gels enables enhanced contractile stroke and high energy density.
Gabriela Ananieva +6 more
wiley +1 more source
Nonlinear Features of Realized FX Volatility [PDF]
This paper investigates nonlinear features of FX volatility dynamics using estimates of daily volatility based on the sum of intraday squared returns. Measurement errors associated with using realized volatility to measure ex post latent volatility imply
John M. Maheu, Thomas H. McCurdy
core
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
Advanced Functional Materials, EarlyView.3D porous carbons with tunable density are crucial for energy storage, separations, and load‐bearing applications; however, their fabrication is often constrained by shrinkage during pyrolysis. This study optimizes and demonstrates the versatility of a template–coating pair strategy, producing materials that largely retain their shape and hierarchical ...
Adarsh Suresh +7 more
wiley +1 more source
Financial InnovationIn the markets of crude oil and stocks, the returns largely deviate from the Gaussian distribution and experience jumps, making the variance of returns a suboptimal measure of risk.
Jinxin Cui, Elie Bouri
doaj +1 more source
Strain‐Activated Photo‐Dehalogenation Unlocks Low‐Energy One and Two‐Photon 3D Microfabrication
Advanced Functional Materials, EarlyView.5,14‐NMI‐Cz acts, conversely to its 7,10‐NMI‐Cz(7,10‐'dibromo‐2‐(2,6‐diisopropylphenyl)‐1H‐benzo[lmn]carbazolo[9,1‐bc][2,8]phenanthroline‐1,3(2H)‐dione) counterpart, as modular photoinitiator with panchromatic photoactivity, featuring a weak C–Br bond from geometric strain for efficient Type I & II initiation. These studies demonstrate applicability of
Kacper Piskorz +10 more
wiley +1 more source
On the relevance of realized quarticity for exchange rate volatility forecasts
Data Science in Finance and EconomicsHigh-frequency tick data have proved helpful for forecasting volatility across asset classes. In the finite samples typically faced by practitioners, however, noise inherent in tick-level prices creates inaccuracies in model parameter estimates and ...
Morten Risstad, Mathias Holand
doaj +1 more source
Advanced Functional Materials, EarlyView.Two‐photon lithography (TPL) enables 3D magnetic nanostructures with unmatched freedom in geometry and material choice. Advances in voxel control, deposition, and functionalization open pathways to artificial spin ices, racetracks, microrobots, and a number of additional technological applications.
Joseph Askey +5 more
wiley +1 more source