Results 251 to 260 of about 1,246,337 (384)

Option Pricing under Stochastic Volatility and Trading Volume [PDF]

, 2004
Sadayuki Ono
openalex   +1 more source

Factors affecting U.S. sorghum and cotton exports: A dynamic ARDL simulation approach

Journal of the Agricultural and Applied Economics Association, EarlyView.
Abstract The U.S. faces increasing competition from Argentina and Brazil for sorghum and cotton exports. Using a dynamic Auto Regressive Distributed Lag model, this study shows that U.S. sorghum and cotton exports are positively affected by area harvested, yield, and export price.
Tanmoy Kumar Ghose, Darren Hudson
wiley   +1 more source

On the connection between financial processes with stochastic volatility and nonextensive statistical mechanics [PDF]

, 2005
Sı́lvio M. Duarte Queirós, Constantino Tsallis   +1 more
openalex   +1 more source

Combining Proxies and Narrative Sign Restrictions: Revisiting the Effects of Technology Shocks

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper proposes a novel integration of the proxy structural vector autoregression approach with narrative sign restrictions to identify multiple shocks with multiple instrumental variables. We show that this combination leads to informative inferences on shock effects through both analytical demonstrations and Monte Carlo simulations ...
Yang Yang, Ren Zhang
wiley   +1 more source

Unlocking New Methods to Estimate Country‐Specific Effects and Trade Elasticities With the Structural Gravity Model

Journal of Applied Econometrics, EarlyView.
ABSTRACT We propose new methods to identify the impact of country‐specific characteristics, policies, and trade costs on bilateral trade flows within the structural gravity framework. We complement theory with a simple two‐stage estimating procedure and offer proof of concept by quantifying the impact of country‐specific research and development (R&D ...
Rebecca Freeman, Mario Larch, Angelos Theodorakopoulos, Yoto V. Yotov   +3 more
wiley   +1 more source

Advances in machine learning applications for thiolate‐protected metal nanoclusters with potential metallic core exploration

Journal of Intelligent Medicine, EarlyView.
This review summarizes recent advances in machine learning applications for metal nanoclusters, including synthesis, structural modeling, molecular dynamics, optical properties, and catalysis. Data‐driven strategies enable accelerated discovery and rational design of functional nanomaterials.
Xiwen Mo, Jing Zhang, Yonghui Li, Xiao‐Dong Zhang   +3 more
wiley   +1 more source

Stochastic Volatility and GARCH: a Comparison Based on UK Stock Data [PDF]

, 2006
Chiara Pederzoli
openalex   +1 more source

Orbital Angular Momentum Holography Using Neural Network and Camera in the Loop

Laser &Photonics Reviews, EarlyView.
Neural network and optimization‐based approaches are introduced for Orbital Angular Momentum (OAM) multiplexed holography, enabling high‐capacity, phase‐only image reconstruction. A Camera‐In‐The‐Loop (CITL) system learns a realistic propagation model to correct system imperfections.
Nima Asoudegi, Mo Mojahedi
wiley   +1 more source

Empirical Study on Fluctuation Theorem for Volatility Cascade Processes in Stock Markets. [PDF]

Entropy (Basel)
Maskawa JI.
europepmc   +1 more source