Results 151 to 160 of about 111,281 (343)
Finite Sample Accuracy of Integrated Volatility Estimators [PDF]
We consider the properties of three estimation methods for integrated volatility, i.e. realized volatility, the Fourier estimator, and the wavelet estimator, when a typical sample of high-frequency data is observed. We employ several different generating
Morten Ørregaard Nielsen +1 more
core
Advanced Functional Materials, EarlyView.Two novel donor–π–acceptor photoinitiators enable ultrafast long‐wavelength photopolymerization under blue/green LEDs and sunlight. Effective at low intensities and concentrations, they overcome slow kinetics and permit rapid 3D printing via DLW, DLP, and LCD methods.
Ji Feng +9 more
wiley +1 more source
Implied and Realized Volatility: A Study of the Ratio Distribution
, 2018 M. Dashti Moghaddam, R. A. Serota
openalex +1 more source
Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?
, 2020 Tomáš Plíhal, Štefan Lyócsa
openalex +1 more source
Introducing NBEATSx to realized volatility forecasting
Expert Systems with Applications, 2023 Hugo Gobato Souto, Amir Moradi
openaire +1 more source
Advanced Functional Materials, EarlyView.It is reported that the ferroelectric switching behavior of rhombohedral (3R) phase transition metal dichalcogenide (TMD) bilayers strongly depends on their domain structures. Single‐domain TMDs (SD‐TMDs) with domain‐wall‐free structures exhibit robust and stable polarization switching, whereas poly‐domain TMDs (PD‐TMDs) with randomly distributed ...
Ji‐Hwan Baek +8 more
wiley +1 more source
Implied and Realized Volatility in the Cross-Section of Equity Options
, 2008 Manuel Ammann +2 more
openalex +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.
Marcel P. Visser, Robin De Vilder
core
Advanced Functional Materials, EarlyView.A FeN4─O/Clu@NC‐0.1Ac catalyst containing atomically‐dispersed FeN4─O sites (medium‐spin Fe2+) and Fe clusters delivered a half‐wave potential of 0.89 V for ORR and an overpotential of 330 mV at 10 mA cm−2 for OER in 0.1 m KOH. When the catalyst was used in a rechargeable Zn–air battery, a power density of 284.5 mW cm−2 was achieved with excellent ...
Yongfang Zhou +8 more
wiley +1 more source