Results 51 to 60 of about 692,757 (295)

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, Zachary T. Kloenne, Samuel R. Rogers, Chi Hang Dominik Kwok, Mark C. Hardy, Michele S. Conroy, David Dye   +6 more
wiley   +1 more source

Multilayer Self‐Limiting Electrospray Deposition via Stepped Voltage Bias

Advanced Engineering Materials, EarlyView.
Self‐limiting electrospray deposition (SLED) uses a high voltage to generate and deposit a charged payload on a target surface. The coating retains its charge, repelling newly arriving material. SLED thickness can be decreased by applying a secondary bias to the target.
Madhuri Deb, S. Rahman Pejman, Alexander Jakimowicz, Jonathan P. Singer   +3 more
wiley   +1 more source

Modeling of Returns and Trading Volume by Regime Switching Copulas

Managerial Economics, 2013
The structure of links between realized volatility and trading volume can be reflected by regime switching copulas. The estimation by means of copula based regime switching models delivered results concerning the interdependencies between realized return
Henryk Gurgul, Artur Machno, Roland Mestel   +2 more
doaj   +1 more source

The Influence of Field‐Assisted Sintering Technology (FAST) Temperature and Cooling Rate on the Microstructural Evolution in Gamma‐Titanium Aluminide Alloy GE4822

Advanced Engineering Materials, EarlyView.
Controlling the Field Assisted Sintering Technology (FAST) parameters, dwell temperature and cooling rate, significantly influences the microstructural evolution in titanium aluminide GE4822. Significant γ‐lamellar colonies develop only upon cooling through the α‐transus.
Jack Krohn, James Pepper, Martin Jackson
wiley   +1 more source

Assessing the Impact of the Realized Range on the (E)GARCH Volatility: Evidence from Brazil

BBR: Brazilian Business Review, 2016
This paper investigates whether the inclusion of the realized range as regressor in the (E)GARCH volatility equation would add information to the process improving out - of - sample forecasts performance and providing more accurate ...
Victor Bello Accioly, Beatriz Vaz de Melo Mendes   +1 more
doaj  

Superlubricity and Corrosion Inhibition Properties of Solvate Ionic Liquids in Hybrid Carbon Fiber Reinforced Plastic–Steel Interfaces

Advanced Engineering Materials, EarlyView.
Solvate ionic liquids lubrication reduced the coefficient of friction by ∼60% compared to dry sliding, reaching steady‐state values as low as 0.04–0.05. Corrosion weight‐loss measurements in 1 M HCl further demonstrated significant inhibition behavior, with only 100 ppm of [Li(G3)][TFSI] (∼68.5 μL/L) reducing corrosion‐product weight loss by 63 ...
Sameh Dabees, Timothy Harte, Bhagya Dharmasiri, Y. Athulya Wickramasingha, David J. Hayne, Daniel J. Eyckens, Luke C. Henderson   +6 more
wiley   +1 more source

Quantum reservoir computing for realized volatility forecasting

Physical Review Research
Recent advances in quantum computing have demonstrated its potential to significantly enhance the analysis and forecasting of complex classical data.
Qingyu Li, Chiranjib Mukhopadhyay, Abolfazl Bayat, Ali Habibnia   +3 more
doaj   +1 more source

Forecast Combinations in the Presence of Structural Breaks: Evidence from U.S. Equity Markets

Mathematics, 2018
Realized volatility, building on the theory of a simple continuous time process, has recently received attention as a nonparametric ex-post estimate of the return variation. This paper addresses the problem of parameter instability due to the presence of
Davide De Gaetano
doaj   +1 more source

Modelling and forecasting multivariate realized volatility [PDF]

Journal of Applied Econometrics, 2010
SUMMARY This paper proposes a methodology for dynamic modelling and forecasting of realized covariance matrices based on fractionally integrated processes. The approach allows for flexible dependence patterns and automatically guarantees positive definiteness of the forecast.
Halbleib, Roxana, Voev, Valeri
openaire   +7 more sources