Results 121 to 130 of about 187,018 (291)
When the U.S. Stock Market Becomes Extreme?
Risks, 2014 Over the last three decades, the world economy has been facing stock market crashes, currency crisis, the dot-com and real estate bubble burst, credit crunch and banking panics.
Sofiane Aboura
doaj +1 more source
Cross-sectional Dependence in Idiosyncratic Volatility [PDF]
This paper introduces an econometric framework for analyzing cross-sectional dependence in the idiosyncratic volatilities of assets using high frequency data. We first consider the estimation of standard measures of dependence in the idiosyncratic volatilities such as covariances and correlations.
arxiv +1 more source
Paper Chromatographic Separation of Volatile Fatty Acids. A Study of a Number of Factors Involved. [PDF]
, 1953 Börje Lindqvist +5 more
openalex +1 more source
Shape‐Stabilization of Phase Change Materials with Carbon‐Conscious Poly(hydroxy)Urethane Foams
Advanced Functional Materials, EarlyView.Poly(hydroxy)urethane (PHU) foam, derivable from carbon dioxide (CO2) and bio‐based resources, is a promising material platform for shape‐stabilizing phase change materials (PCMs). We demonstrate the encapsulation of both paraffins and calcium chloride hexahydrate in PHU foam, achieving 48 stable thermal cycles by introducing 5 wt.% barium carbonate ...
Minjung Lee +5 more
wiley +1 more source
Investigation of forecasted risk interrelationship: base on GARCH model, causality in China markets
Journal of Business Economics and Management, 2014 This paper used data from the Shenzhen and Shanghai stock markets to simulate the adjusted volatility, and applied time series methods to realize the relationships of the volatilities between the two markets.
Shu-Shian Lin
doaj +1 more source
Option Pricing under Fast-varying and Rough Stochastic Volatility [PDF]
arXiv, 2017 Recent empirical studies suggest that the volatilities associated with financial time series exhibit short-range correlations. This entails that the volatility process is very rough and its autocorrelation exhibits sharp decay at the origin. Another classic stylistic feature often assumed for the volatility is that it is mean reverting.
arxiv
Making Photoresponsive Metal–Organic Frameworks an Effective Class of Heterogeneous Photocatalyst
Advanced Functional Materials, EarlyView.This review summarizes photoresponsive MOFs for photocatalytic applications, focusing on their capacity to enhance light harvesting, charge transfer, and surface reactions. While existing studies provide foundational insights, emerging characterization techniques enable a deeper understanding of photoresponsive MOFs.
Rui Liu +3 more
wiley +1 more source
Analyzing Highly Volatile Driving Trips Taken by Alternative Fuel Vehicles [PDF]
arXiv, 2018 Volatile driving, characterized by fluctuations in speed and accelerations and aggressive lane changing/merging, is known to contribute to transportation crashes. To fully understand driving volatility with the intention of reducing it, the objective of this study is to identify its key correlates, while focusing on highly volatile trips.
arxiv
High‐Speed and Scalable Wet Spinning of Graphene/Liquid Crystalline Elastomer Composite Filaments
Advanced Functional Materials, EarlyView.Polydomain filaments from graphene/liquid crystalline elastomer (LCE) composites are scalably‐manufactured by wet spinning across a wide range of diameters (≈137–1128 µm) at a speed up to 4500 m h−1 through a double diffusion coagulation mechanism, enabling fast actuation and optimized mechanical performance for broad applications.
Antonio Proctor Martinez +5 more
wiley +1 more source
Normalization for Implied Volatility [PDF]
arXiv, 2010 We study specific nonlinear transformations of the Black-Scholes implied volatility to show remarkable properties of the volatility surface. Model-free bounds on the implied volatility skew are given. Pricing formulas for the European options which are written in terms of the implied volatility are given.
arxiv