Results 81 to 90 of about 10,453 (290)
Daily value-at-risk modeling and forecast evaluation: The realized volatility approach
Journal of Finance and Data Science, 2016 One of the main applications of conditional volatility modeling and forecasting of financial assets is the value-at-risk (VaR) estimation that is used by financial institutions for reporting the daily capital in risk.
Zhen Yao Wong +2 more
doaj +1 more source
Advanced Functional Materials, EarlyView.Magnetic‐field‐assisted CVD of heterometallic single‐source precursors modulates thin‐film surface electronic structure and interfacial charge transfer. Field‐grown (Cobalt ferrite‐1T)CF‐1T films exhibit stabilized electronic states, lower kinetic barriers, and markedly enhanced nitrate‐to‐ammonia electrocatalysis versus (Cobalt ferrite‐0T) CF‐0T ...
Touraj Karimpour +11 more
wiley +1 more source
Journal of Business Economics and Management, 2014 This study examines the information content of implied volatility, using the options of the underlying S&P CNX Nifty index. In this study, implied, historical and realized volatilities are calculated using non-overlapping monthly at-the-money samples ...
Puja Padhi, Imlak Shaikh
doaj +1 more source
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns. [PDF]
Financ Innov, 2023 Bouri E, Salisu AA, Gupta R.
europepmc +1 more source
Electro‐Steric Ion Confinement in Polyelectrolyte Networks for Robust Nonvolatile Artificial Synapse
Advanced Functional Materials, EarlyView.Polyelectrolyte stoichiometry governs ion transport and retention in electrolyte‐gated synaptic transistors. A PSS‐rich network creates electro‐steric ion confinement that suppresses ion back‐diffusion and stabilizes channel doping, enabling robust nonvolatile synaptic memory, linear weight updates, and low‐energy operation.
Donghwa Lee +9 more
wiley +1 more source
Asymmetry and leverage in realized volatility [PDF]
A wide variety of conditional and stochastic variance models has been used to estimate latent volatility (or risk). In both the conditional and stochastic volatility literature, there has been some confusion between the definitions of asymmetry and ...
Asai, M., McAleer, M.J., Medeiros, M.C.
core +1 more source
Toward Fast Proton Shuttling in Acidic Oxygen Evolution Reaction
Advanced Functional Materials, EarlyView.This review establishes proton transfer dynamics as a descriptor governing acidic OER activity, moving beyond the kinetic constraints derived from the proton coupled electron transfer. We discuss how deprotonation governs classical mechanisms, including adsorbate evolution mechanism (AEM), lattice oxygen mechanism (LOM) and oxide path mechanism (OPM ...
Ashish Gaur +3 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Thermally oxidized MoS2‐based radio‐frequency switches enable a multifunctional platform that unifies broadband RF switching and in‐memory computation. The device achieves a cutoff frequency of 33.2 THz with high energy efficiency and supports hardware‐aware signal processing.
Juho Son +5 more
wiley +1 more source
Behavior of realized volatility and correlation in exchange markets [PDF]
We study time-varying realized volatility and related correlation measures as proxies for the true volatility and correlation. We investigate measures of Two-Scale realized Absolute Volatility (TSAV) and correlation (TSACORxy) which are helpful to cope ...
Detlef Seese, Amir Safari
core
Flexible HAR model for realized volatility
Studies in Nonlinear Dynamics & Econometrics, 2018 Abstract The Heterogeneous Autoregressive (HAR) model is commonly used in modeling the dynamics of realized volatility. In this paper, we propose a flexible HAR(1, . . . , p ) specification, employing the adaptive LASSO and its statistical inference theory to see whether the
Audrino, Francesco +2 more
openaire +5 more sources