Results 121 to 130 of about 719,605 (249)
"Realized Volatility, Covariance and Hedging Coefficient of the Nikkei-225 Futures with Micro-Market Noise" [PDF]
For the estimation problem of the realized volatility, covariance and hedging coefficient by using high frequency data with possibly micro-market noises, we use the Separating Information Maximum Likelihood (SIML) method, which was recently developed by ...
Naoto Kunitomo, Seisho Sato
core
Advanced Materials, EarlyView.Co1/3TaS2${\rm Co}_{1/3}{\rm TaS}_{2}$ hosts a triple‐Q noncoplanar antiferromagnetic state with coexisting Z3${\rm Z}_3$ electronic nematicity. We report rotational hysteresis observed in both magnetoresistance and magnetic torque, revealing strongly pinned in‐plane weak ferromagnetic moments in the triple‐Q phase and the magnetism‐driven nature of ...
Joonyoung Choi +5 more
wiley +1 more source
Proxies for daily volatility [PDF]
High frequency data are often used to construct proxies for the daily volatility in discrete time volatility models. This paper introduces a calculus for such proxies, making it possible to compare and optimize them.
Robin De Vilder, Marcel P. Visser
core
Phase Engineering of Nanomaterials (PEN): Evolution, Current Challenges, and Future Opportunities
Advanced Materials, EarlyView.This review summarizes the synthesis, phase transition, advanced characterization spanning ex situ to in situ and operando techniques, and diverse applications of phase engineering of nanomaterials (PEN). It further outlines key challenges and future opportunities, such as phase stability, architecture control, and artificial intelligence (AI)‐driven ...
Ye Chen +7 more
wiley +1 more source
Are realized volatility models good candidates for alternative Value at Risk prediction strategies? [PDF]
In this paper, we assess the Value at Risk (VaR) prediction accuracy and efficiency of six ARCH-type models, six realized volatility models and two GARCH models augmented with realized volatility regressors.
Refenes, Apostolos P. +2 more
core
Advanced Materials, EarlyView.Our work introduces a new framework that fundamentally changes how orientation in bismuth oxyhalide systems is approached. Comprehensive experiments, backed by theoretical models, reveal the pivotal role of halide anions to modify the van der Waals stacking energies required to direct orientation. Our method enables the fabrication of near perfect (001)
Gabriel Aygur +10 more
wiley +1 more source
Advanced Materials for Biologics Delivery to Brain Tumors
Advanced Materials, EarlyView.Material innovation is central to unlocking the therapeutic potential of biologics against many central nervous system diseases, including brain cancer. By engineering carriers with controlled transport, targeting, and release properties, advanced materials can overcome the blood–brain barrier and tumor microenvironment, improving the delivery of ...
Yuran Feng +4 more
wiley +1 more source
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility [PDF]
We study the simultaneous occurrence of long memory and nonlinear effects, such as structural breaks and thresholds, in autoregressive moving average (ARMA) time series models and apply our modeling framework to series of daily realized volatility ...
MArcelo Cunha Medeiros, ERIC HILLEBRAND
core
A framework for exploring the macroeconomic determinants of systematic risk [PDF]
, 2005 We selectively survey, unify and extend the literature on realized volatility of financial asset returns. Rather than focusing exclusively on characterizing the properties of realized volatility, we progress by examining economically interesting ...
Wu, Ginger +8 more
core
Advanced Materials, EarlyView.Water harvesting, radiative cooling, and interfacial solar evaporation are fundamentally governed by coupled heat, mass, and light transport processes. These processes are mediated by pore architecture, including pore size, connectivity, and hierarchical organization.
Dejan J. Trajkovski +5 more
wiley +1 more source