Results 131 to 140 of about 2,860,912 (256)
Advanced Functional Materials, EarlyView.HfxZr1−xO2${\rm Hf}_x{\rm Zr}_{1-x}{\rm O}_2$ offers CMOS‐compatible nanoscale ferroelectricity yet suffers from a high Ec${\rm E}_c$ demanding large operating voltages. A unified phase‐field framework spanning AFE/FE/DE phases shows how FE grains soften neighboring AFE grains over λ$\lambda$ ≈$\approx$ 22–37 nm.
P. Pankaj +4 more
wiley +1 more source
Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton’s Credit Risk Valuation [PDF]
We extend the credit risk valuation framework introduced by Gatfaoui (2003) to stochastic volatility models. We state a general setting for valuing risky debt in the light of systematic risk and idiosyncratic risk, which are known to affect each risky ...
Gatfaoui Hayette
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Advanced Functional Materials, EarlyView.This study advances SafeWax, a bio‐inspired, fatty‐acids‐based superhydrophobic coating, by identifying an agriculturally compliant solvent and revealing how solvent‐controlled Fatty acid crystallization governs the coating's microscopic structure and performance.
Niv Ben‐Arie +13 more
wiley +1 more source
SAFEX maize price volatility scrutinised [PDF]
Commodity prices in general are known to have a high volatility. This is in fact what attracts speculators. The South African futures exchange (SAFEX) is not immune to this volatility.
Cutts, Michela, Geyser, Mariette
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Stock Volatility and the Crash of '87 [PDF]
This paper analyzes the behavior of stock return volatility using daily data from 1885 through 1987. The October 1987 stock market crash was unusual in many ways relative to prior history.
G. William Schwert
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Does inflation has an Impact on Stock Returns and Volatility? Evidence from Nigeria and Ghana [PDF]
This study seeks to apply the generalized autoregressive conditional heteroskedasticity (GARCH) model to assess the impact of inflation on stock market returns and volatility using monthly time series data from two West African countries, that is ...
Shehu Usman Rano, Aliyu
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Financial Liberalisation and Breaks in Stock Market Volatility [PDF]
This paper proposes a new statistical procedure which aims at providing robust estimates of volatility around official liberalisation dates, by using data driven techniques to identify the number and timing of structural breaks in the variance dynamics ...
Panicos Demetriades +2 more
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Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures? [PDF]
This paper presents a comprehensive empirical evaluation of option-implied and returns-based forecasts of volatility, in which recent developments related to the impact on measured volatility of market microstructure noise are taken into account.
Gael M. Martin +2 more
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Aggregation and memory of models of changing volatility [PDF]
, 2001 In this paper we study the effect of contemporaneous aggregation of an arbitrarily large number of processes featuring dynamic conditional heteroskedasticity with short memory when heterogeneity across units is allowed for.
Zaffaroni, Paolo
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The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets [PDF]
In this study, we address whether the degree of financial liberalization affects the aggregated total volatility of stock returns by considering the time-varying nature of financial liberalization.
Akdeniz, L., Umutlu, M., Salih, A.A.
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