Results 81 to 90 of about 719,605 (249)
Study on the Validity of Volatility Trading
FinTechThis study examines the role of volatility mean reversion in option pricing and evaluates the performance of commonly used volatility estimators within a broad market context.
Alberto Castillo +1 more
doaj +1 more source
Evaluating Combined Forecasts for Realized Volatility Using Asymmetric Loss Functions
Econometric Research in Finance, 2018 In this work we provide the findings of a forecast combination analysis carried out on the realized volatility series of three market indexes (DAX, CAC, and AEX). Two volatility types (5 minutes, kernel) have been considered.
Giovanni De Luca +2 more
doaj +1 more source
Advanced Functional Materials, EarlyView.Nitride MXenes remain constrained by a persistent gap between computational prediction and experimental realization. This Review identifies the thermodynamic, kinetic, and chemical barriers limiting their synthesis, critically evaluates emerging fabrication routes, and proposes a multidimensional computational‐experimental framework to accelerate the ...
Naresh Varnakavi, Masoud Soroush
wiley +1 more source
Advanced Functional Materials, EarlyView.Controlled carbonization of an Al‐MOF partially decomposes its linkers, exposing coordinatively unsaturated Al centers within an oxide/carbon composite. The resulting Lewis acid sites, rather than surface area, govern organochlorine capture: the composite removes chemically diverse organochlorines from waste plastic pyrolysis oil, outperforms a ...
Seong Cheon Kim +6 more
wiley +1 more source
Forecasting Realized Volatility with Linear and Nonlinear Univariate Models [PDF]
In this paper we consider a nonlinear model based on neural networks as well as linear models to forecast the daily volatility of the S&P 500 and FTSE 100 futures.
Michael McAleer, Marcelo C. Medeiros
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Forecasting Realized Volatility Using A Nonnegative Semiparametric Model [PDF]
This paper introduces a parsimonious and yet flexible nonnegative semiparametric model to forecast financial volatility. The new model extends the linear nonnegative autoregressive model of Barndorff-Nielsen & Shephard (2001) and Nielsen & Shephard (2003)
Jun Yu, Daniel Preve, Anders Eriksson
core +2 more sources
Advanced Functional Materials, EarlyView.A self‐healable polymer matrix, crosslinked via dynamic imine bonds, is synergistically coupled with a LiPF6–LiDFOB dual‐salt system to decouple Li+ from the polymer matrix, enabling fast Li+ transport. This strategy offers an effective pathway toward high‐performance, next‐generation gel‐polymer‐based Li‐metal batteries.
Soumallya Banerjee +10 more
wiley +1 more source
Measuring and Forecasting Volatility in Chinese Stock Market Using HAR-CJ-M Model
Abstract and Applied Analysis, 2013 Basing on the Heterogeneous Autoregressive with Continuous volatility and Jumps model (HAR-CJ), converting the realized Volatility (RV) into the adjusted realized volatility (ARV), and making use of the influence of momentum effect on the volatility, a ...
Chuangxia Huang +3 more
doaj +1 more source
Advanced Functional Materials, EarlyView.Solution‐based ligand‐assisted epitaxial growth (LAEG) yields high‐quality CsPbBr3 microcrystals on different substrates with superior morphology, passivated surfaces, and high photoluminescence quantum yield. These robust micro‐resonators achieve record‐low room‐temperature lasing thresholds of 7.2 kW·cm−2 and maintain operational stability up to 90 ...
Shuyu Zhou +19 more
wiley +1 more source
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility [PDF]
In this paper, we provide evidence on two alternative mechanisms of interaction between returns and volatilities: the leverage effect and the volatility feedback effect.
Jean-Marie Dufour +2 more
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