Results 171 to 180 of about 692,757 (295)

Predicting Stock Volatility Using After-Hours Information [PDF]

We use realized volatilities based on after hours high frequency returns to predict next day volatility. We extend GARCH and long-memory forecasting models to include additional information: the whole night, the preopen, the postclose realized variance ...
Chun-Hung Chen, Eric Zivot, Wei-Choun Yu
core  

Quasi-Maximum Exponential Likelihood Estimation of Conditional Quantiles for GARCH Models Based on High-Frequency Augmented Data. [PDF]

Entropy (Basel)
Zhang Z, Zhao S, Cheng J, Wang A.
europepmc   +1 more source

Electrochromic Adaptive Solar Heater and Sub‐Ambient Passive Daytime Radiative Cooler

Advanced Materials, EarlyView.
An electrochromic Cu–Bi nanocluster device dynamically switches between solar heating and daytime sub‐ambient radiative cooling without mechanical motion. Defect‐activated graphene, minimized electrolyte loss, and pulse‐assisted reversible electrodeposition enable opposite solar and mid‐infrared modulation in one opaque platform, establishing a design ...
Chenxi Sui, Qizhang Li, Yu Han, Xinyu Dou, Gangbin Yan, Jiadong Liu, Blake Harris, Jinlei Li, Alexander S. Filatov, Qingsong Fan, Ching‐Tai Fu, Po‐Chun Hsu   +11 more
wiley   +1 more source

Forecasting realized volatility models:the benefits of bagging and nonlinear specifications [PDF]

We forecast daily realized volatilities with linear and nonlinear models and evaluate the benefits of bootstrap aggregation (bagging) in producing more precise forecasts.
Marcelo Cunha Medeiros, Eric Hillebrand
core  

Agentic Finance: An Adaptive Inference Framework for Bounded-Rational Investing Agents. [PDF]

Entropy (Basel)
Montañez Jacquez S, Clippinger JH, Moroney M.   +2 more
europepmc   +1 more source

Establishing Atomic Coherence in Twisted Oxide Membranes Containing Volatile Elements

Advanced Materials, EarlyView.
Twisted oxide membranes containing volatile elements often suffer from amorphous interfacial dead layers that suppress coupling. An oxygen‐annealing strategy establishes atomically coherent and chemically bonded interfaces in twisted NaNbO3 membranes, enabling coherent oxide moiré architectures in volatile‐element‐containing systems.
Young‐Hoon Kim, Reza Ghanbari, Min‐Hyoung Jung, Yang Zhang, Young‐Min Kim, Ruijuan Xu, Miaofang Chi   +6 more
wiley   +1 more source

Volatility Forecasting [PDF]

Volatility has been one of the most active and successful areas of research in time series econometrics and economic forecasting in recent decades. This chapter provides a selective survey of the most important theoretical developments and empirical ...
Tim Bollerslev, Torben G. Andersen, Francis X. Diebold, Peter F. Christoffersen   +3 more
core  

Dynamic forecasting and mechanisms of volatility synchronization in complex financial systems. [PDF]

PLoS One
Li JC, Guo J, Ma R, Zhong G.
europepmc   +1 more source

Soft Skins With Reversible Thickness Morphing: Materials, Mechanisms, and Applications

Advanced Materials, EarlyView.
Evolution of electronic skin (e‐skin) technologies toward adaptive, multifunctional soft skins. Phase I highlights early rigid and discrete sensory interfaces. Phase II shows the transition toward flexible, stretchable, and large‐area e‐skin. Phase III captures the emergence of computational e‐skin.
Oliver Ozioko, Chiamaka Akah, Ravinder Dahiya   +2 more
wiley   +1 more source

"Robustness of the Separating Information Maximum Likelihood Estimation of Realized Volatility with Micro-Market Noise" [PDF]

For estimating the realized volatility and covariance by using high frequency data, Kunitomo and Sato (2008a,b) have proposed the Separating Information Maximum Likelihood (SIML) method when there are micro-market noises.
Naoto Kunitomo, Seisho Sato
core