Results 41 to 50 of about 10,453 (290)
Comparing GARCH Models by Introducing Fuzzy Asymmetric Realized GARCH [PDF]
مدلسازی اقتصادسنجی, 2018 Estimation of conditional variance has lots of application reflecting economic, especially financial economics, social economics and political economics’ risk and volatility research.
Esmaiel Abounoori, Mohammad Amin Zabol
doaj +1 more source
Somatic mutational landscape in von Hippel–Lindau familial hemangioblastoma
Molecular Oncology, EarlyView.The causes of central nervous system (CNS) hemangioblastoma in Von Hippel–Lindau (vHL) disease are unclear. We used Whole Exome Sequencing (WES) on familial hemangioblastoma to investigate events that underlie tumor development. Our findings suggest that VHL loss creates a permissive environment for tumor formation, while additional alterations ...
Maja Dembic +5 more
wiley +1 more source
Incorporating Realized Quarticity into a Realized Stochastic Volatility Model [PDF]
Asia-Pacific Financial Markets, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Didit Budi Nugroho, Takayuki Morimoto
openaire +1 more source
FEBS Open Bio, EarlyView.CRISPRI‐mediated gene silencing and phenotypic exploration in nontuberculous mycobacteria. In this Research Protocol, we describe approaches to control, monitor, and quantitatively assess CRISPRI‐mediated gene silencing in M. smegmatis and M. abscessus model organisms.
Vanessa Point +7 more
wiley +1 more source
Arthritis Care &Research, EarlyView.Objective This study aimed to characterize cannabis product choices (cannabinoid content and formulation) among patients with rheumatologic conditions and their associations with patient factors, patient‐reported perceived side effects, and positive impacts.
Susan Zhang +10 more
wiley +1 more source
Bivariate Volatility Modeling with High-Frequency Data
Econometrics, 2019 We propose a methodology to include night volatility estimates in the day volatility modeling problem with high-frequency data in a realized generalized autoregressive conditional heteroskedasticity (GARCH) framework, which takes advantage of the natural
Marius Matei, Xari Rovira, Núria Agell
doaj +1 more source
Advanced Engineering Materials, EarlyView.Geometry‐driven thermal behavior in wire‐arc additive manufacturing (WAAM) influences microstructural evolution during nonequilibrium solidification of a chemically complex Fe–Cr–Nb–W–Mo–C nanocomposite system. By comparing different deposits configurations, distinct entropy–cooling rate correlations, segregation, and carbide evolution are revealed ...
Blanca Palacios +5 more
wiley +1 more source
Performance Analysis of Abradable Coating Systems for Aircraft Gas Turbines
Advanced Engineering Materials, EarlyView.Three CoNiCrAlY/YSZ/MgAl2O4 abradable liner configurations on a nickel‐superalloy are evaluated by thermal‐gradient cycling and incursion tests. Laser ablation of the bondcoat and/or Y2O3‐stabilized ZrO2 (YSZ) intermediate layer increases mechanical interlocking and bonding for thick topcoats.
Hanna Heyl +4 more
wiley +1 more source
Score-driven models for realized volatility
Journal of Econometrics, 2023 This paper sets up a statistical framework for modeling realised volatility (RV ) using a Dynamic Conditional Score (DCS) model. It first shows how a preliminary analysis of RV, based on fitting a linear Gaussian model to its logarithm, confirms the presence of long memory effects and suggests a two component dynamic specification.
Harvey, A., Palumbo, D.
openaire +4 more sources
Time‐Dependent Oxidation and Scale Evolution of a Wrought Co/Ni‐Based Superalloy
Advanced Engineering Materials, EarlyView.This study shows how a new wrought Co/Ni‐based superalloy resists oxidation at 800 ∘$^\circ$C. The oxide scale changes from rough, fast‐growing spinel to a dense, protective chromia–alumina layer. Atom probe analysis reveals tiny refractory‐rich bubbles at the interface that mark the transition to long‐term, diffusion‐controlled protection ...
Cameron Crabb +6 more
wiley +1 more source