Results 121 to 130 of about 2,349,483 (333)
Study on the Validity of Volatility Trading
FinTechThis study examines the role of volatility mean reversion in option pricing and evaluates the performance of commonly used volatility estimators within a broad market context.
Alberto Castillo +1 more
doaj +1 more source
Evaluating Combined Forecasts for Realized Volatility Using Asymmetric Loss Functions
Econometric Research in Finance, 2018 In this work we provide the findings of a forecast combination analysis carried out on the realized volatility series of three market indexes (DAX, CAC, and AEX). Two volatility types (5 minutes, kernel) have been considered.
Giovanni De Luca +2 more
doaj +1 more source
A Threshold Stochastic Volatility Model with Realized Volatility [PDF]
Rapid development in the computer technology has made the financial transaction data visible at an ultimate limit level. The realized volatility, as a proxy for the "true" volatility, can be constructed using the high frequency data. This paper extends a
Dinghai Xu
core
Control of Polarization and Polar Helicity in BiFeO3 by Epitaxial Strain and Interfacial Chemistry
Advanced Functional Materials, EarlyView.In BiFeO3 thin films, the interplay of interfacial chemistry, electrostatics, and epitaxial strain is engineered to stabilize homohelicity in polarization textures at the domain scale. The synergistic use of a Bi2O2‐terminated Aurivillius buffer layer and a highly anisotropic compressive epitaxial strain offers new routes to control the polar‐texture ...
Elzbieta Gradauskaite +5 more
wiley +1 more source
From Single Atoms to Nanoparticles: Pathways Toward Efficient and Durable Pt/TiO2 Photocatalysts
Advanced Functional Materials, EarlyView.Platinum single atoms on TiO2 nanosheets evolve into clusters and nanoparticles under ethanol photoreforming and thermal treatments. By controlling deposition and post‐treatments, particle size and location on specific facets are modulated. The study reveals how stability pathways determine efficiency, guiding the design of more durable photocatalysts.
Juan José Delgado +6 more
wiley +1 more source
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
Predict stock price fluctuations using Realized Volatility, CEEMDAN, LSTM models [PDF]
SHS Web of ConferencesIn today’s rapidly evolving financial markets, the fluctuation of stock prices has a significant impact on the decision-making of investors. To better understand and predict these price movements, this paper proposes an integrated approach aimed at ...
Zhou Mingrui
doaj +1 more source
On the volatility-volume relationship in energy futures markets using intraday data [PDF]
This paper investigates the relationship between trading volume and price volatility in the crude oil and natural gas futures markets when using high-frequency data.
Benoît Sévi, Julien Chevallier
core
Lithium Intercalation in the Anisotropic Van Der Waals Semiconductor CrSBr
Advanced Functional Materials, EarlyView.We report the lithium intercalation in the layered van der Waals crystal CrSBr, revealing strongly anisotropic ion‐migration dynamics. Optical and electrical characterization of exfoliated CrSBr shows lithium diffusion coefficients that differ by more than an order of magnitude along a‐ and b‐directions, consistent with molecular dynamics simulations ...
Kseniia Mosina +13 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