Results 111 to 120 of about 2,860,912 (256)
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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Advanced Functional Materials, EarlyView.A scalable, solution‐processed WSe2/ZrO2‐x van der Waals heterostructure realizes a light‐induced field‐tunneling synapse (LIFTS) that activates exclusively under bright illumination, emulating the photopic adaptation of the human retina at the device level.
Kijeong Nam +10 more
wiley +1 more source
Finite Sample Accuracy of Integrated Volatility Estimators [PDF]
We consider the properties of three estimation methods for integrated volatility, i.e. realized volatility, the Fourier estimator, and the wavelet estimator, when a typical sample of high-frequency data is observed. We employ several different generating
Per Houmann Frederiksen +1 more
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Memristive‐Gated RC‐Delay Synaptic Transistors for Time‐Encoded Analog in‐Memory Computing
Advanced Functional Materials, EarlyView.A Memristive‐Gated Transistor for Time‐Encoded Analog In‐Memory Computing — By exploiting the RC delay of a self‐rectifying interface‐type memristor, nonlinear I–V distortion is structurally bypassed, enabling 3‐bit nonvolatile memory, spike‐timing‐based analog encoding, and hardware‐calibrated reservoir‐computing validation within a unified device ...
Yun‐Seo Shin +7 more
wiley +1 more source
Food Price Volatility and Macroeconomic Factors: Evidence from GARCH and GARCH-X Estimates [PDF]
This article examines food price volatility in Greece and how it is affected by short-run deviations between food prices and macroeconomic factors. The methodology follows the GARCH and GARCH-X models. The results show that there exists a positive effect
Rezitis, Anthony N., Apergis, Nicholas
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Sakarya Üniversitesi İktisat Dergisi, 2014 In this study, we estimate the effects of real exchange rate volatility on Turkish export to EU-27. For this purpose, monthly real exchange rate volatility has been obtained by using AR(1)-GARCH(1,1) model over the period 2003M12013M11 in Turkey.
Necati Çiftçi
doaj
2D Co‐Assembly of Solid Acids Enables Stable Superprotonic Conduction Above 260°C
Advanced Functional Materials, EarlyView.A two‐dimensional co‐assembly strategy integrates antimony phosphate and phosphotungstic acid nanosheets into free‐standing inorganic lamellar membranes with confined acid–acid interfaces. The resulting interfacial hydrogen‐bond network enables anhydrous proton conductivity exceeding 0.1 S cm−1 at 260°C and supports stable high‐temperature fuel‐cell ...
Qiuning Li +8 more
wiley +1 more source
Realized volatility is a nonparametric ex-post estimate of the return variation. The most obvious realized volatility measure is the sum of finely-sampled squared return realizations over a fixed time interval.
Torben G. Andersen, Luca Benzoni
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Comparing the Forecasting Ability of Deferent Models of Volatility in Tehran Exchange Dividend Price Index [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2009 The present research, analyzses the forecasting performance of a variety of conditional and non-conditional models of TEDPIX volatility at the daily frequencies under three performance criteria: namely Tthe root mean square error (RMSE), the mean ...
Reza Tehrani, Mohammad Reza Pourebrahimi
doaj
Chitin‐Derived Carbon‐Metal Functional Materials
Advanced Functional Materials, EarlyView.Functional carbon materials are synthesized from combination of biopolymer (chitin) and iron precursors. The resultant material exhibits superior surface area and adsorptive properties compared to carbon materials synthesized directly from pure chitin.
Herry Fang +7 more
wiley +1 more source