Results 71 to 80 of about 2,349,483 (333)

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

Investigation of Thermo‐Chemical Processes in Commercial MgO‐C Refractory Bricks With and Without MgO‐C Recyclate at Elevated Temperatures

Advanced Engineering Materials, EarlyView.
This study investigates thermo‐chemical processes during high‐temperature testing of two commercial MgO‐C brick grades, one containing 47.5 wt.% MgO‐C recyclate. Using ETV, DTA/TG‐MS, XRD, and SEM/EDS/EBSD, mechanisms such as carbothermal reduction of magnesia, impurity incorporation into the secondary MgO surface layer, and calcium‐rich phase ...
Alexander Schramm, Jana Hubálková, Christian Schimpf, Thomas Schemmel, Christos G. Aneziris, Anja Weidner, Horst Biermann   +6 more
wiley   +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

Al–Cu Composite Casting of Laser‐Deoxidized Copper: Bonding, Interfacial Chemistry, and Thermal Conductivity

Advanced Engineering Materials, EarlyView.
This study investigates laser‐based oxide removal of Cu inserts in oxygen‐free conditions and examines long‐term oxidation kinetics and surface chemistry under different atmospheres via X‐ray photoelectron spectroscopy. Al–Cu compound casting with differently oxidized surfaces is performed, and intermetallic phase formation, morphology, and thermal ...
Timon Steinhoff, Finn‐Lennard Janthur, Sascha Zimmermann, Sarah Seffer, Jörg Hermsdorf, René Gustus, Ludger Overmeyer, Wolfgang Maus‐Friedrichs, Hans Jürgen Maier, Christian Klose   +9 more
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  

Forecasting realized volatility of agricultural commodities

International Journal of Forecasting, 2020
We forecast the realized and median realized volatility of agricultural commodities using variants of the Heterogeneous AutoRegressive (HAR) model. We obtain tick-by-tick data for five widely traded agricultural commodities (Corn, Rough Rice, Soybeans ...
Stavros Degiannakis, G. Filis, Tony Klein, T. Walther   +3 more
semanticscholar   +1 more source

Corrosion and Process Analysis of a Preoxidized MgO Recyclate‐Based Cermet Anode in Laboratory‐Scale Na‐Cryolite Molten Salt Electrolysis of Aluminum at 1000°C

Advanced Engineering Materials, EarlyView.
EDX elemental map of the pre‐oxidized MgO–steel cermet anode cross section after electrolysis. The development of inert anodes for aluminum electrolysis remains challenging due to the high corrosivity of cryolite‐based melts at 950°C–1000°C. This study investigates the corrosion and process behavior of a carbon‐free MgO–steel cermet anode derived from ...
Alexander Adamczyk, Farhan Hossain, Felipe A. Garcia Paz, Serhii Yaroshevskyi, Felix Drechsler, Daniel Vogt, Christos G. Aneziris, Alexandros Charitos   +7 more
wiley   +1 more source

GARMA, HAR and Rules of Thumb for Modelling Realized Volatility

Risks, 2023
This paper features an analysis of the relative effectiveness, in terms of the Adjusted R-Square, of a variety of methods of modelling realized volatility (RV), namely the use of Gegenbauer processes in Auto-Regressive Moving Average format, GARMA, as ...
David Edmund Allen, Shelton Peiris
doaj   +1 more source

Impact of Sustainable Binders Based on Lignin and Collagen on the Volume Stability and Mechanical Properties of MgO‐C Refractories with MgO‐C Recyclates

Advanced Engineering Materials, EarlyView.
Collagen hydrolysate is evaluated as a sustainable binder for MgO‐C refractories. Its thermally induced cross‐linking and gas release lead to expansion and cracking in large bricks, but tailored batches with lignin, recyclates, or fine graphite improve the gas release while thermal treatment and stability.
Till M. J. Stadtmüller, Florian Kerber, Kirsten Moritz, Steffen Dudczig, Konstantin Kraushaar, Thomas Schemmel, Jana Hubálková, Patrick Gehre, Christos G. Aneziris   +8 more
wiley   +1 more source

Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange

Financial Innovation, 2023
Using transaction-level tick-by-tick data of same- and next-day settlement of the Russian Ruble versus the US Dollar exchange rate (RUB/USD) traded on the Moscow Exchange Market during the period 2005–2013, we analyze the impact of trading hours ...
Michael Frömmel, Eyup Kadioglu
doaj   +1 more source