Results 91 to 100 of about 727,591 (368)
Advanced Engineering Materials, EarlyView.This perspective article explores an innovative powder metallurgical approach to producing high‐nitrogen steels by utilizing a mixture of stainless steel and Si3N4. This mixture undergoes hot isostatic pressing followed by direct quenching. The article also examines adapting this method to laser powder bed fusion (PBF‐LB/M) to overcome nitrogen ...
Louis Becker +5 more
wiley +1 more source
Relations Between Serial Correlation and Volatility: Is There a LeBaron Effect in Brazil?
Revista Brasileira de Finanças, 2014 This paper examines the relation between serial correlation and volatility of the Ibovespa index returns and extends the empirical evidence of the LeBaron effect for higher orders of serial correlation.
Regis Augusto Ely
doaj
Policy News and Stock Market Volatility
Social Science Research Network, 2019 We create a newspaper-based Equity Market Volatility (EMV) tracker that moves with the VIX and with the realized volatility of returns on the S&P 500. Parsing the underlying text, we find that 72 percent of EMV articles discuss the Macroeconomic Outlook,
S. Baker +3 more
semanticscholar +1 more source
Advanced Engineering Materials, EarlyView.Refractory high‐entropy alloys have attracted substantial attention for future ultrahigh‐temperature structural applications. Here the progression of key phase transformations in AlMo0.5NbTa0.5TiZr is established and correlated to the mechanical performance, highlighting the importance of the B2 phase.
George J. Wise +5 more
wiley +1 more source
Finance, Accounting and Business Analysis, 2019 This paper examines the contemporaneous and dynamic relationships among trading volumes, stock returns and return volatility for three emerging markets in Southeast Asia, which are Malaysia, Indonesia and Singapore.
M.R. Miseman
doaj +1 more source
A Review of Volatility and Option Pricing [PDF]
arXiv, 2009 The literature on volatility modelling and option pricing is a large and diverse area due to its importance and applications. This paper provides a review of the most significant volatility models and option pricing methods, beginning with constant volatility models up to stochastic volatility. We also survey less commonly known models e.g.
arxiv
High Frequency Volatility Co-Movements in Cryptocurrency Markets
Journal of international financial markets, institutions, and money, 2019 Through the application of Diagonal BEKK and Asymmetric Diagonal BEKK methodologies to intra-day data for eight cryptocurrencies, this paper investigates not only conditional volatility dynamics of major cryptocurrencies, but also their volatility co ...
Paraskevi Katsiampa, S. Corbet, B. Lucey
semanticscholar +1 more source
Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility [PDF]
Review of Economics and Statistics, 2015 Abstract Using estimators of the variation of positive and negative returns (realized semivariances) and high-frequency data for the S&P 500 Index and 105 individual stocks, this paper sheds new light on the predictability of equity price volatility.We showthat future volatility is more strongly related to the volatility of past negative returns than ...
Andrew J. Patton, Kevin Sheppard
openaire +3 more sources
Enhancing the Versatility of Photocrosslinkable Silk Fibroin Using an Eco‐Friendly Solvent
Advanced Engineering Materials, EarlyView.Silk fibroin modified with photoreactive groups enables liquid‐to‐solid transitions under light, allowing precise structural control for biofabrication. Using a sustainable calcium chloride‐ethanol‐water solvent, a novel photofibroin (PF) is shown for light‐based manufacturing like 3D printing, forming cytocompatible hydrogels for regenerative medicine.
Anne Katherine Brooks +1 more
wiley +1 more source
Explicit implied volatilities for multifactor local-stochastic volatility models [PDF]
arXiv, 2013 We consider an asset whose risk-neutral dynamics are described by a general class of local-stochastic volatility models and derive a family of asymptotic expansions for European-style option prices and implied volatilities. Our implied volatility expansions are explicit; they do not require any special functions nor do they require numerical ...
arxiv