Results 81 to 90 of about 1,125,542 (261)
Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models [PDF]
, 2016 We investigate the information content of implied volatility forecasts for stock index return volatility. Using different autoregressive models, we examine whether implied volatility forecasts contain information for future volatility beyond that in ...
Dimos S. Kambouroudis +5 more
core +1 more source
Dual‐State Programmable Oxide Transistor for Time‐Based Cryptography
Advanced Materials, EarlyView.A DUPOT enables independently tunable Vth and Isat depending on gate bias polarity, producing three‐dimensional dynamical behavior within a transfer characteristic. This behavior originates from charge trapping and oxygen‐ion migration in the HfO2 layer.
Huisu Noh +9 more
wiley +1 more source
Determining the return volatility of the Ghana stock exchange before and during the COVID-19 pandemic using the exponential GARCH model. [PDF]
SN Bus Econ, 2023 Prempeh KB, Frimpong JM, Amaning N.
europepmc +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
core
Modeling and Forecasting Realized Volatility [PDF]
This paper provides a general framework for integration of high-frequency intraday data into the measurement forecasting of daily and lower frequency volatility and return distributions. Most procedures for modeling and forecasting financial asset return
Tim Bollerslev +3 more
core +2 more sources
Advanced Materials, EarlyView.A solid‐state ionic actuator integrates sensing, actuation, and memory within one material. A brief UV pulse induces long‐lasting deformation via coupled network rearrangement, dehydration, and rehydration, while ionic redistribution enables self‐powered sensing, supporting multifunctional, energy‐efficient soft robotic functions without continuous ...
Yong Min Kim +5 more
wiley +1 more source
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
core
Advanced Materials, EarlyView.Organic artificial neurons couple mechanical deformation and ionic environments through nonlinear mechano‐electrochemical dynamics. Mechanical strain and electrolyte concentration reshape their nonlinear electrical characteristics, programming excitatory or inhibitory spiking responses that mimic mechanosensitive biological neurons and enable ...
Rassen Boukraa +4 more
wiley +1 more source
Asymmetric Return and Volatility Transmission in Euro Zone and Baltic Countries Stock Markets [PDF]
Ovidius University Annals: Economic Sciences Series, 2020 This paper analyzes the transmission of return and volatility from different stock markets. The stock markets that are analysed in the paper are from Lithuania, Estonia, Latvia and Euro zone.
Viorica Chirilă, Ciprian Chirilă
doaj
The effect of COVID-19 pandemic on global stock markets: Return, volatility, and bad state probability dynamics. [PDF]
J Public Aff, 2021 Basuony MAK +3 more
europepmc +1 more source