Results 111 to 120 of about 727,591 (368)
Volatility Inference and Return Dependencies in Stochastic Volatility Models [PDF]
arXiv, 2016 Stochastic volatility models describe stock returns $r_t$ as driven by an unobserved process capturing the random dynamics of volatility $v_t$. The present paper quantifies how much information about volatility $v_t$ and future stock returns can be inferred from past returns in stochastic volatility models in terms of Shannon's mutual information.
arxiv
Advanced Engineering Materials, EarlyView.Due to the increasing demand and growing importance of resilient and sustainable supply chains, the use of recycled and reused Nd–Fe–B magnets in e‐mobility applications such as Pedelecs, e‐Scooters, and Hoverboards is being investigated. It can be shown that the corresponding motors with recycled magnets do not exhibit any loss of performance while at
Mario Schönfeldt +6 more
wiley +1 more source
Comparative Economic Research, 2016 The aim of the article is to verify the impact of the ban on uncovered sCDS trade in Europe on the interdependencies between the sCDS market and other sectors of financial markets.
Agata Kliber
doaj +1 more source
Asymmetric Volatility and Risk in Equity Markets
, 1997 It appears that volatility in equity markets is asymmetric: returns and conditional volatility are negatively correlated. We provide a unified framework to simultaneously investigate asymmetric volatility at the firm and the market level and to examine ...
G. Bekaert, Guojun Wu
semanticscholar +1 more source
Genome Biology, 2011 The first detailed temporal study of the human microbiome shows that individual body habitats exhibit surprising variation over time yet maintain distinguishable community structures.
openaire +3 more sources
Advanced Functional Materials, EarlyView.Copper sulfide based electrocatalysts for CO2 conversion are selective for production of formate as major product. Transformations under electrochemical conditions result in significant sulfur loss, and this study examines the nature of how persistent, residual sulfur (observed as surface SO42– species and S dissolved in the electrolyte) can sustain ...
Sasho Stojkovikj +8 more
wiley +1 more source
Emerging Equity Market Volatility
, 1995 Returns in emerging capital markets are very different from returns in developed markets. While most previous research has focused on average returns, we analyze the volatility of the returns in emerging equity markets. We characterize the time-series of
G. Bekaert, Campbell R. Harvey
semanticscholar +1 more source
Advanced Functional Materials, EarlyView.Ferroelectric ZrO2 films grown by sputtering on Si, show strong near‐infrared (NIR) detection capability. The performance is shown to arise from the pyroelectric effect, combined with the ferroelectric effect in ZrO2, and the photovoltaic effect in Si.
Nuno E. Silva +13 more
wiley +1 more source
Revista MVZ Cordoba, 2007 Objetivo. Describir el comportamiento temporal de los precios del ganado vivo macho de levante de primera calidad en la ciudad de Montería, Colombia comercializado en las subastas. Materiales y métodos.
Omar Castillo N
doaj +1 more source