Results 221 to 230 of about 3,071 (290)

Coherent Forecasting of Realized Volatility

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

Income–Well‐Being Gradient in Sickness and Health

open access: yesHealth Economics, EarlyView.
ABSTRACT We propose a method for studying the value of insurance. For this purpose, we analyze the well‐being of the same individuals, comparing sick and healthy years, using German panel survey data on life satisfaction. We impose structure on the income–well‐being gradient by fitting a flexible utility function to the data, focusing on the ...
Ohto Kanninen   +2 more
wiley   +1 more source

Testing the Isotropic Cauchy Hypothesis. [PDF]

open access: yesEntropy (Basel)
Fahs J, Abou-Faycal I, Issa I.
europepmc   +1 more source

Perovskite‐based time‐domain signal‐balancing LiDAR sensor with centimeter depth resolution

open access: yesInfoMat, EarlyView.
In this study, we present a monolithic high‐speed perovskite‐based photodetector capable of directly sensing the time delay between two light pulses with a temporal resolution of at least 170 ps. This outstanding time resolution is achieved through a signal‐balancing detection scheme that effectively overcomes the limitations of conventional ...
Gebhard J. Matt   +10 more
wiley   +1 more source

Elucidating the origin of open‐circuit voltage in ternary organic solar cells with a nonfullerene and a fullerene acceptor

open access: yesInfoMat, EarlyView.
Fullerenes tend to alloy with polymer:nonfullerene acceptor hosts, yielding composition‐dependent increases in open‐circuit voltage while recombination remains governed by the charge‐transfer state energy and is independent of the nature of the third component.
Dominic Blätte   +14 more
wiley   +1 more source

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