Results 91 to 100 of about 607,096 (294)
Common price and volatility jumps in noisy high-frequency data
, 2018 We introduce a statistical test for simultaneous jumps in the price of a financial asset and its volatility process. The proposed test is based on high-frequency data and is robust to market microstructure frictions.
Bibinger, Markus, Winkelmann, Lars
core +1 more source
Macroeconomic Volatility and Stock Market Volatility, World-Wide [PDF]
SSRN Electronic Journal, 2008 Notwithstanding its impressive contributions to empirical financial economics, there remains a significant gap in the volatility literature, namely its relative neglect of the connection between macroeconomic fundamentals and asset return volatility. We progress by analyzing a broad international cross section of stock markets.
Francis X. Diebold, Kamil Yilmaz
openaire +4 more sources
Surface Tension Measurement of Ti‐6Al‐4V by Falling Droplet Method in Oxygen‐Free Atmosphere
Advanced Engineering Materials, EarlyView.In this article, the temperature‐dependent surface tension of free falling, oscillating Ti‐6Al‐4V droplets is investigated in both argon and monosilane doped, oxygen‐free atmosphere. Droplet temperature and oscillation are captured with one single high‐speed camera, and the surface tension is calculated with Rayleigh's formula.
Johannes May +9 more
wiley +1 more source
Photoswitchable Conductive Metal–Organic Frameworks
Advanced Functional Materials, EarlyView.A conductive material where the conductivity can be modulated remotely by irradiation with light is presented. It is based on films of conductive metal–organic framework type Cu3(HHTP)2 with embedded photochromic molecules such as azobenzene, diarylethene, spiropyran, and hexaarylbiimidazole in the pores.
Yidong Liu +5 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Biofabrication aims at providing innovative technologies and tools for the fabrication of tissue‐like constructs for tissue engineering and regenerative medicine applications. By integrating multiple biofabrication technologies, such as 3D (bio) printing with fiber fabrication methods, it would be more realistic to reconstruct native tissue's ...
Waseem Kitana +2 more
wiley +1 more source
Journal of Economic and Financial Sciences, 2018 Maximising firm value remains a key tenet of corporate managers. Firms with lower illiquidity and volatility attract lower risk premiums, and these are associated with a lower cost of capital and higher firm value.
Kudakwashe J. Chipunza, Kerry McCullough
doaj +1 more source
, 1995 This paper prepared for the Handbook of Statistics (Vol.14: Statistical Methods in Finance), surveys the subject of stochastic volatility. the following subjects are covered: volatility in financial markets (instantaneous volatility of asset returns, implied volatilities in option prices and related stylized facts), statistical modelling in discrete ...
Ghysels, E., Harvey, A., Renault, E.
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Advanced Functional Materials, EarlyView.A pore tuning strategy to amplify the multi‐site MOF‐SO2 interactions is proposed to achieve an enhanced trace SO2 capture and chemiresistive sensing in highly stable isostructural DMOFs by annelating benzene rings. This work provides a facile strategy to achieve tailor‐made stable MOF materials for specific multifunctional applications.
Shanghua Xing +9 more
wiley +1 more source
House price volatility in China: A pervasive pattern with geographic disparity
International Journal of Strategic Property ManagementThe booming real estate sector has been regarded as the “gray rhino” risk emerging in China over the past decade. Yet, the house price volatility per se has not been thoroughly examined.
Xiaomeng Liu, Ziliang Yu, Yang Li
doaj +1 more source
Estimation of geometric Brownian motion model with a t-distribution–based particle filter
Journal of Economic and Financial Sciences, 2019 Orientation: Geometric Brownian motion (GBM) model basically suggests whether the distribution of asset returns is normal or lognormal. However, many empirical studies have revealed that return distributions are usually not normal.
Bridget Nkemnole, Olaide Abass
doaj +1 more source