Results 41 to 50 of about 10,202,946 (277)
Angewandte Chemie, EarlyView.We demonstrate the facile aromatic C─C bond cleavage of cyclopentadienide mediated by transient imino(metallophosphino)silylenes, enabling the transformation of an aromatic system into a homoaromatic species. The steric bulk of the phosphino substituent, together with the weak interaction between the coinage metal and the cyclopentadienide ligand, are ...
Huaiyuan Zhu +4 more
wiley +2 more sources
Dependence modeling and portfolio optimization with copula-GARCH: a European investment perspective
Frontiers in Applied Mathematics and StatisticsThis study investigates advanced portfolio optimization techniques that integrate copula functions and GARCH models to enhance risk-adjusted performance in the European stock market.
Anastasija Vasiljeva +2 more
doaj +1 more source
Modelling the Dependency between Inflation and Exchange Rate Using Copula
Journal of Probability and Statistics, 2020 In this paper, we propose a copula approach in measuring the dependency between inflation and exchange rate. In unveiling this dependency, we first estimated the best GARCH model for the two variables.
Charles Kwofie +2 more
doaj +1 more source
The exponentiated half logistic skew-t distribution with GARCH-type volatility models
Scientific African, 2022 Most financial time series have non-normal features such as heavy tails, excess kurtosis and skewness. Financial asset returns volatility is also a significant measure in financial decisions, option pricing, risk management, and portfolio selection, so ...
O.D. Adubisi +3 more
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Asymptotic Theory for Beta-t-GARCH
, 2016 The consistency and asymptotic normality of the maximum likelihood estimator is established for the first order Beta-t-GARCH model, which is a special case of the dynamic conditional score (DCS) model and closely related to the first-order Gaussian GARCH model as its limiting case.
openaire +2 more sources
Advanced Science, EarlyView.A core‐shell ASA slurry additive constructs a mosaic‐like interface on high‐voltage NCM811 cathodes. This architecture decouples interfacial functions: the elastomeric core buffers mechanical stress to prevent microcracking, while the conductive shell facilitates rapid ion/electron transport, enabling mechanical‐electrical dual regulation and enhanced ...
Jiamin Duan +16 more
wiley +1 more source
Advanced Science, EarlyView.A novel B2‐ordered Ti‐Zr‐V‐Al medium‐entropy intermetallic is developed through controlled metastability engineering, which activates an ordered TRIP effect via a new B2→D019‐α2 transformation with a distinctive {0001}α2//{110}B2, <11‐20>α2//<100>B2 orientation relationship. This alloy achieves an elongation of ∼7%, a strength of ∼1.1 GPa, and superior
Chaohua Li +8 more
wiley +1 more source
Forecasting Agricultural Commodity Prices with Asymmetric-Error GARCH Models
Journal of Agricultural and Resource Economics, 2003 The performance of a proposed asymmetric-error GARCH model is evaluated in comparison to the normal-error- and Student-t-GARCH models through three applications involving forecasts of U.S. soybean, sorghum, and wheat prices.
Octavio A. Ramirez, Mohamadou L. Fadiga
doaj +1 more source
The effects of epidemics on capital markets volatility: A case study of Borsa Istanbul [PDF]
CES Working Papers, 2021 This study examines the effects of epidemics like H1N1, MERS and EBOLA on the volatility of capital markets through the case of Borsa Istanbul. The data set covers the period from 1/2/2009 – 8/11/2020 and consists of daily frequency observations.
Fatih GÜZEL, Melek ACAR
doaj
Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models
Mathematics, 2021 In the present paper, we test the use of Markov-Switching (MS) models with time-fixed or Generalized Autoregressive Conditional Heteroskedasticity (GARCH) variances. This, to enhance the performance of a U.S. dollar-based portfolio that invest in the S&P
Oscar V. De la Torre-Torres +2 more
doaj +1 more source