Results 151 to 160 of about 2,349,483 (333)
Frontier Advances of Emerging High‐Entropy Anodes in Alkali Metal‐Ion Batteries
Advanced Functional Materials, EarlyView.Recent advances in microscopic morphology control of high‐entropy anode materials for alkali metal‐ion batteries. Abstract With the growing demand for sustainable energy, portable energy storage systems have become increasingly critical. Among them, the development of rechargeable batteries is primarily driven by breakthroughs in electrode materials ...
Liang Du +14 more
wiley +1 more source
Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility [PDF]
We use realized volatility to study the influence of central bank interventions on the yen/dollar exchange rate. Realized volatility is a technical innovation that allows specifying a system of equations for returns, realized volatility, and ...
Eric Hillebrand +2 more
core
Novel Functional Materials via 3D Printing by Vat Photopolymerization
Advanced Functional Materials, EarlyView.This Perspective systematically analyzes strategies for incorporating functionalities into 3D‐printed materials via Vat Photopolymerization (VP). It explores the spectrum of achievable functionalities in recently reported novel materials—such as conductive, energy‐storing, biodegradable, stimuli‐responsive, self‐healing, shape‐memory, biomaterials, and
Sergey S. Nechausov +3 more
wiley +1 more source
Realized Local Volatility Surface
For quantitative trading risk management purposes, we present a novel idea: the realized local volatility surface. Concisely, it stands for the conditional expected volatility when sudden market behaviors of the underlying occur. One is able to explore risk management usages by following the orthotical Delta-Gamma dynamic hedging framework.
Ma, Yuming +2 more
openaire +2 more sources
Forecasting realized volatility: New evidence from time‐varying jumps in VIX
Journal of futures markets, 2022 Anupam Dutta, Debojyoti Das
semanticscholar +1 more source
Advanced Functional Materials, EarlyView.Molecularly engineered memristors integrating Ag nanoparticle–embedded synthetic DNA with quasi‐2D halide perovskites enable ultra‐low‐operational voltage, forming‐free resistive switching, and record‐low power density. This synergistic integration of customized DNA and 2D OHP in bio‐hybrid architecture enhances charge transport, reduces variability ...
Kavya S. Keremane +9 more
wiley +1 more source
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model [PDF]
In this paper, we apply the ARFIMA-GARCH model to the realized volatility and the continuous sample path variations constructed from high-frequency Nikkei 225 data.
Isao Ishida, Toshiaki Watanabe
core +3 more sources
Bayesian modeling and forecasting of 24-hour high-frequency volatility: A case study of the financial crisis [PDF]
, 2014 This paper estimates models of high frequency index futures returns using `around the clock' 5-minute returns that incorporate the following key features: multiple persistent stochastic volatility factors, jumps in prices and volatilities, seasonal ...
Johannes, Michael S. +1 more
core
Advanced Functional Materials, EarlyView.This work introduces UV‐curable poly(thio)urethane (PSU) thermosets as 4D printable scaffolds responsive to oxidative stress. PSU networks with 100 wt.% polypropylene glycol (PPG) effectively suppress inflammatory markers in microglial cells to basal values.
Xabier Lopez de Pariza +10 more
wiley +1 more source
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies [PDF]
We consider various MIDAS (Mixed Data Sampling) regression models to predict volatility. The models differ in the specification of regressors (squared returns, absolute returns, realized volatility, realized power, and return ranges), in the use of daily
Eric Ghysels +2 more
core