Results 131 to 140 of about 692,757 (295)
Advanced Healthcare Materials, EarlyView.A porous parylene‐coated electrode loaded with dexamethasone was developed to reduce inflammation after cochlear implantation. In guinea pigs, the device provided sustained drug release, maintained biocompatibility, improved auditory brainstem response thresholds, and reduced inflammatory cell infiltration and TNF‐α expression.
Chi‐Chieh Chang +11 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
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
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
Advanced Healthcare Materials, EarlyView.Mitochondria‐targeted nanotherapies emerge as a promising strategy for combating aging‐associated neurodegenerative disorders (NDs) by restoring mitochondrial function, reducing oxidative stress, and improving neuronal survival. Recent advances in nanotechnology, therapeutic delivery, and translational research are highlighted, providing insights into ...
Dnyandev G. Gadhave +8 more
wiley +1 more source
"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 Healthcare Materials, EarlyView.A hyaluronic acid/tannic acid‐engineered Prussian blue oxygen nanogenerator loaded with IR780 is developed to enhance melanoma phototherapy. By integrating tumor targeting, oxygen self‐supply, and dual‐mode glutathione depletion, the nanoplatform effectively overcomes hypoxia and antioxidant defenses, potentiating synergistic photothermal/photodynamic ...
Chai‐How Hsu +7 more
wiley +1 more source
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
Advanced Healthcare Materials, EarlyView.Using pixel‐aware digital light processing, the authors created high‐resolution, dissolvable microneedles from a PEGDA/VP matrix. These microneedles encapsulate curcumin and 5‐fluorouracil and dissolve in the skin, co‐delivering drugs directly to tumours.
Rutuja N. Meshram, Dimitrios A. Lamprou
wiley +1 more source
Currency option pricing and realized volatility
, 2010 Volatility is a key parameter in currency option pricing. This paper examines alternative specifications of the volatility input to the Black-Scholes option pricing procedure.
Hoque, Ariful +2 more
core +1 more source