Results 141 to 150 of about 2,860,912 (256)
Long Memory Persistence in the Factor of Implied Volatility Dynamics [PDF]
The volatility implied by observed market prices as a function of the strike and time to maturity form an Implied Volatility Surface (IV S). Practical applications require reducing the dimension and characterize its dynamics through a small number of ...
Julius Mungo, Wolfgang Härdle
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Architecture‐Driven Functional Coupling in Vertically Aligned Nanocomposites
Advanced Functional Materials, EarlyView.Vertically aligned nanocomposites define a growth‐engineered architecture in which vertical interfaces, strain fields, defect pathways, and phase connectivity are created simultaneously. This review shows how these architectural features couple ferroic, optical, ionic, electrochemical, and device responses, establishing design rules and open challenges
Md Shatil Islam‐Shanto +4 more
wiley +1 more source
Consumption Growth and Volatility with Consumption Externalities [PDF]
This paper studies the link between group-specic consumption growth and volatility within a framework of heterogeneous agents, under the assumption of a consumption externality.
Runli Xie
core
Parametric and Nonparametric Volatility Measurement [PDF]
Volatility has been one of the most active areas of research in empirical finance and time series econometrics during the past decade. This chapter provides a unified continuous-time, frictionless, no-arbitrage framework for systematically categorizing ...
Tim Bollerslev +2 more
core +2 more sources
Covalent Functionalization of 2D Semiconductors: A Roadmap to Advanced Electronic Devices
Advanced Functional Materials, EarlyView.This Review presents recent advances in the covalent functionalization strategies for two‐dimensional semiconductors and their implementation in modern technologies. Layered materials are modified through diverse molecular chemistries (e.g., thiols, diazonium salts, alkyl halides, and electron‐deficient species) to tailor their surface properties ...
Ramiro Quirós‐Ovies +2 more
wiley +1 more source
Macroeconomic Volatility and Terms of Trade Shocks [PDF]
This paper explores the effect of terms of trade volatility on macroeconomic volatility using a panel of 71 countries from 1971–2005. It finds that terms of trade volatility has a statistically significant and positive impact on the volatility of output ...
Daniel Rees, Dan Andrews
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An Adaptive Inhibitory WSe2 Transistor for Retinomorphic In‐Sensor Image Processing
Advanced Functional Materials, EarlyView.Conventional retinomorphic devices typically require deliberate gate‐bias tuning for each illumination condition. In this paper, we demonstrate an adaptive inhibitory WSe2 transistor that uses photo‐induced regime shift between the subthreshold and accumulation modes to achieve decision‐free, intensity‐adaptive image processing within a single pixel ...
Juhwan Baek +12 more
wiley +1 more source
Exchange Listing Changes: Volatility and Liquidity Effects in Taiwan
The International Journal of Banking and Finance, 2003 We examine the volatility, liquidity and returns effects on stocks that switch exchange listings from the ROSE to the TSE in Taiwan from 1992 to 2000.
Lloyd P. Blenman +2 more
doaj
Advanced Healthcare Materials, EarlyView.Engineered red blood cell‐derived extracellular vesicles (eRBCEVs) are synthesized via controlled microfluidic assembly from native RBC lipids, enabling tunable encapsulation of proteins, nucleic acids, nanoparticles, and viral vectors. The platform demonstrates reproducible nanoscale architecture, preserved membrane composition, and functional cargo ...
Chiranth K. Nagaraj +23 more
wiley +1 more source
Do Worker Remittances Reduce Output Volatility in Developing Countries? [PDF]
Remittance inflows have increased considerably in recent years and are large relative to the size of many recipient economies. The theoretical and empirical effects of remittance inflows on output growth volatility are, however, ambiguous.
Peter Montiel, Ralph Chami, Dalia Hakura
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