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Volatility has been one of the most active and successful areas of research in time series econometrics and economic forecasting in recent decades. This chapter provides a selective survey of the most important theoretical developments and empirical ...
Tim Bollerslev +3 more
core +4 more sources
Revisiting the volatility of bitcoin with approximate entropy
Cogent Economics & Finance, 2022 Two distinct and non-redundant understandings of volatility, as deviation from consistency, exist for a time-series: (1) exhibiting high standard deviation and, closer to the dictionary definition of the term, (2) appearing highly irregular and ...
Nassim Dehouche
doaj +1 more source
Arthritis Care &Research, EarlyView.Objective Systemic lupus erythematosus (SLE) significantly impacts employment capacity. This study aimed to investigate the impact of burden of disease activity, damage, and treatment on employment outcomes and transitions in patients with SLE. Methods Using data from a single center, we analyzed employment transitions, adjusted mean disease activity ...
Javier Mencia‐Ledo +4 more
wiley +1 more source
Arthritis Care &Research, EarlyView.Objective Ambulatory care–sensitive conditions (ACSCs) serve as indicators of access, quality, and performance of the health system. This study aimed to determine rheumatoid arthritis (RA)‐specific ACSCs for use in the evaluation of care system access and quality.
Kara Irwin +7 more
wiley +1 more source
Relative Pricing and Risk Premia in Equity Volatility Markets [PDF]
SSRN Electronic Journal, 2018 This paper provides empirical evidence that volatility markets are integrated through the time-varying term structure of variance risk premia. These risk premia predict the returns from selling volatility for different horizons, maturities, and products, including variance swaps, straddles, and VIX futures.
openaire +2 more sources
Advanced Engineering Materials, EarlyView.Geometry‐driven thermal behavior in wire‐arc additive manufacturing (WAAM) influences microstructural evolution during nonequilibrium solidification of a chemically complex Fe–Cr–Nb–W–Mo–C nanocomposite system. By comparing different deposits configurations, distinct entropy–cooling rate correlations, segregation, and carbide evolution are revealed ...
Blanca Palacios +5 more
wiley +1 more source
Time‐Dependent Oxidation and Scale Evolution of a Wrought Co/Ni‐Based Superalloy
Advanced Engineering Materials, EarlyView.This study shows how a new wrought Co/Ni‐based superalloy resists oxidation at 800 ∘$^\circ$C. The oxide scale changes from rough, fast‐growing spinel to a dense, protective chromia–alumina layer. Atom probe analysis reveals tiny refractory‐rich bubbles at the interface that mark the transition to long‐term, diffusion‐controlled protection ...
Cameron Crabb +6 more
wiley +1 more source
Multilayer Self‐Limiting Electrospray Deposition via Stepped Voltage Bias
Advanced Engineering Materials, EarlyView.Self‐limiting electrospray deposition (SLED) uses a high voltage to generate and deposit a charged payload on a target surface. The coating retains its charge, repelling newly arriving material. SLED thickness can be decreased by applying a secondary bias to the target.
Madhuri Deb +3 more
wiley +1 more source
Advanced Engineering Materials, EarlyView.Controlling the Field Assisted Sintering Technology (FAST) parameters, dwell temperature and cooling rate, significantly influences the microstructural evolution in titanium aluminide GE4822. Significant γ‐lamellar colonies develop only upon cooling through the α‐transus.
Jack Krohn, James Pepper, Martin Jackson
wiley +1 more source
Criterion of choosing potential entrainers for extractive distillation
Тонкие химические технологии, 2011 Criterion of formation of possible entrainers set for extractive distillation process of binary mixtures containing minimum boiling azeotrope has been developed.
V. M. Raeva +3 more
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