Results 121 to 130 of about 2,860,912 (256)

Relative Price Volatility Under Sudden Stops: The Relevance of Balance Sheet Effects [PDF]

Sudden Stops are associated with increased volatility in relative prices. We introduce a model based on information acquisition to rationalize this increased volatility. An empirical analysis of the conditional variance of the wholesale price to consumer
Alejandro Izquierdo, Rudy Loo-Kung, Guillermo A. Calvo   +2 more
core  

Engineering Local Polar Frustration in Lead‐Free Dielectric Ceramics for Ultrahigh Normalized Energy Storage Performance

Advanced Functional Materials, EarlyView.
Local polar frustration is engineered to stabilize an ergodic relaxer through nanoscale multiphase coexistence, suppressing long‐range ferroelectric order while preserving high polarization. This strategy delivers ultrahigh low‐field normalized energy density (Wa >0.020 mC cm−2), exceptional thermal stability, and a transferable design principle for ...
Hareem Zubairi, Muhammad Wasim, Songhao Fu, Xiaojiao Liu, Annette K Kleppe, Zhilun Lu, Antonio Feteira, Diming Xu, Joseph C.A. Prentice, Ge Wang   +9 more
wiley   +1 more source

Pricing Derivatives Securities with Prior Information on Long- Memory Volatility [PDF]

This paper investigates the existence of long memory in the volatility of the Mexican stock market. We use a stochastic volatility (SV) model to derive statistical test for changes in volatility. In this case, estimation is carried out through the Kalman
Francisco Venegas Martínez, Alejandro Islas Camargo   +1 more
core  

Determination Of Relative Molecule Mass Volatile Compounds

Chemistry Journal (CJ)
Volatile compounds are compounds that easily evaporate into gas when the temperature increases. If these volatile compounds evaporate, the components will experience a decline in quality. The molecular weight of volatile compounds is measured based on measuring the density of the vaporized gas.
Alifea Arpy, null Melyza Oktaviani, null Putri Aulia Pratiwi   +2 more
openaire   +2 more sources

Emerging Post‐CMOS Hardware Neurons for Brain‐Inspired Computing: Devices, Circuits, and System Integration

Advanced Functional Materials, EarlyView.
The physical realization of artificial neurons is a critical challenge for energy‐efficient neuromorphic computing. This review presents a comprehensive analysis of the evolution of artificial neuron implementations from conventional CMOS to emerging post‐CMOS technologies.
Kannan Udaya Mohanan, Hocheon Yoo, Benoît H. Lessard, Ioannis Kymissis, Chang‐Hyun Kim   +4 more
wiley   +1 more source

Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes [PDF]

In this paper, we consider an integrated volatility estimation of a stochastic volatility jump diffusion model using intraday absolute returns. We introduce our estimator as a natural extension of realized absolute variation, proposed by Barndorff ...
Shuichi Nagata
core  

Digital financial inclusion and grain production stability: dimensional decomposition and heterogeneous associations in Chinese cities

Frontiers in Sustainable Food Systems
BackgroundGrain production stability is fundamental to food security and to Sustainable Development Goal 2 (SDG 2: Zero Hunger), yet existing studies have not isolated the separate relationships between different digital finance dimensions and ...
Zhendan Lei, Zizhen Chen, Yunxia Wu
doaj   +1 more source

Multi‐Level Saturation Current Encoding in Two‐Dimensional Ferroelectric Source‐Gated Transistors

Advanced Functional Materials, EarlyView.
A 2D ferroelectric source‐gated transistor (SGT) operates with a non‐volatile, multi‐level saturation current controlled by ferroelectric polarization. Operando electrostatic and photocurrent imaging link the current limitation to source‐side depletion, identifying saturation current as a programmable, read‐bias‐tolerant device parameter toward low ...
Joon‐Seok Kim, Ting‐Ching Chu, Zhehao Zhu, Lincoln J. Lauhon   +3 more
wiley   +1 more source

Stochastic volatility [PDF]

Given the importance of return volatility on a number of practical financial management decisions, the efforts to provide good real- time estimates and forecasts of current and future volatility have been extensive.
Torben G. Andersen, Luca Benzoni
core  

Forecasting Volatility of the Nordic Electricity Market an Application of the MSGARCH

Risks
This paper studies the volatility of electricity spot prices in the Nordic market (Sweden, Finland, Denmark, and Norway) under regime switching. Utilizing Markov-switching GARCH (Generalized Autoregressive Conditional Heteroskedasticity) models, we ...
Muhammad Naeem, Hothefa Shaker Jassim, Kashif Saleem, Maham Fatima   +3 more
doaj   +1 more source