Results 121 to 130 of about 10,453 (290)
The realized copula of volatility
We study a new measure of codependency in the second moment of a continuous-time multivariate asset price process, which we name the realized copula of volatility. The statistic is based on local volatility estimates constructed from high-frequency asset returns and affords a nonparametric estimator of the empirical copula of the latent stochastic ...
Christensen, Kim +3 more
openaire +2 more sources
Atomistic Mechanisms Triggered by Joule Heating Effects in Metallic Cu‐Bi Nanowires for Spintronics
Advanced Materials, EarlyView.Bi doped metallic Cu nanowires are promising for spintronics thanks to the stabilization of a giant spin Hall effect. However, heat resulting from current injection forces Bi to leave solution, forcing segregation into monoatomic decorations which evolve into coherent crystalline aggregates.
Alejandra Guedeja‐Marrón +6 more
wiley +1 more source
Eutectozymes as Soft Hybrid Materials for Advanced Biocatalysis
Advanced Materials, EarlyView.Eutectozymes are sustainable hybrid materials that embed a GOx–HRP cascade within hydrophobic eutectogels featuring a dual supramolecular–covalent network. This architecture preserves native enzyme structure and stability, enables efficient heterogeneous biocatalysis in aqueous media, and positions eutectogels as robust platforms for next‐generation ...
Manuel Eduardo Martinez Cartagena +10 more
wiley +1 more source
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
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
2D MOF with Intrinsic Porosity for Colorimetric Volatile Organic Compounds (VOCs) Detection
Advanced Materials, EarlyView.An uncommon 2D MOF with intrinsic in‐plane porosity that can be mechanically exfoliated undergoes a distinct and reversible colour change upon exposure to various volatile organic compounds. ABSTRACT In this work, we report an uncommon 2D metal–organic framework (MOF) with intrinsic in‐plane porosity that undergoes a distinct and reversible colour ...
Sergio R. Gamarra +4 more
wiley +1 more source
Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models [PDF]
A very promising literature has been recently devoted to the modeling of ultra-high-frequency (UHF) data. Our first aim is to develop an empirical application of Autoregressive Conditional Duration GARCH models and the realized volatility to forecast ...
Francois-Éric Racicot +2 more
core
Realized Volatility Forecasting in the Spanish Electricity Market During the 2021–2025 Energy Crisis
MathematicsThis paper analyzes volatility forecasting in the Spanish electricity spot market over the period 2021–2025, characterized by uncertainty, frequent price jumps, and the increasing occurrence of zero and negative prices.
David Veloso-Castello +1 more
doaj +1 more source
Introducing NBEATSx to realized volatility forecasting
Expert Systems with Applications, 2023 Hugo Gobato Souto, Amir Moradi 0002
openaire +1 more source
Advanced Materials, EarlyView.We demonstrate a neuromorphic synapse in 2D Fe3GaTe2 flakes. The device operates via a current‐driven transformation from a skyrmion‐lattice to a stripe‐domain state, yielding a linear anomalous Hall resistance response with a tunable slope to enable multiply‐accumulate operations. Simulations confirm its viability in artificial neural networks.
Jixiang Huang +20 more
wiley +1 more source