Results 121 to 130 of about 727,591 (368)
Volatility Spillover Effects in Leading Cryptocurrencies: A BEKK-MGARCH Analysis
Through the application of three pair-wise bivariate BEKK models, this paper examines the conditional volatility dynamics along with interlinkages and conditional correlations between three pairs of cryptocurrencies, namely Bitcoin-Ether, Bitcoin ...
Paraskevi Katsiampa, S. Corbet, B. Lucey
semanticscholar +1 more source
Bioresorbable and Wireless Rechargeable Implanted Na‐ion Battery for Temporary Medical Devices
An all‐solid‐state bioresorbable Na‐ion battery is developed, composed entirely of bio‐eliminable materials. In vivo and ex vivo tests confirmed harmless disintegration of this implanted battery. Lifetime of the implanted battery can be precisely controlled by adjusting the dissolvable encapsulation layer's thickness.
Vedi Kuyil Azhagan Muniraj+8 more
wiley +1 more source
Ultrathin, flexible neural probes are developed with an innovative, biomimetic design incorporating brain tissue‐compatible materials. The material system employs biomolecule‐based encapsulation agents to mitigate inflammatory responses, as demonstrated through comprehensive in vitro and in vivo studies.
Jeonghwa Jeong+7 more
wiley +1 more source
Changes in the Distribution of Income Volatility [PDF]
Recent research has documented a significant rise in the volatility (e.g., expected squared change) of individual incomes in the U.S. since the 1970s. Existing measures of this trend abstract from individual heterogeneity, effectively estimating an increase in average volatility.
arxiv
Wearable Haptic Feedback Interfaces for Augmenting Human Touch
The wearable haptic feedback interfaces enhance user experience in gaming, social media, biomedical instrumentation, and robotics by generating tactile sensations. This review discusses and categorizes current haptic feedback interfaces into force, thermal, and electrotactile stimulation‐based haptic feedback interfaces, elucidating their current ...
Shubham Patel+3 more
wiley +1 more source
Intraday volatility forecasting: analysis of alternative distributions
Volatility forecasting has been of great interest both in academic and professional fields all over the world. However, there is no agreement about the best model to estimatevolatility.
Paulo Sérgio Ceretta+3 more
doaj
The study proposes an assessment of the link between the performance of national health systems and volatility during the COVID-19 pandemic. Data from the World Health Organization was accessed regarding the Global Health Security Index of the states ...
Catalin Gheorghe, Oana Panazan
doaj +1 more source
Persistence effect determination of variability in forecasting of agricultural and road machinery national production [PDF]
: The objective of this research was to forecast the Brazilian national production of agricultural and road machinery in the short term by BOX & JENKINS methodology and determine the persistence effect.
Tailon Martins+5 more
doaj +2 more sources
Computations of Greeks in stochastic volatility models via the Malliavin calculus [PDF]
We compute Greeks for stochastic volatility models driven by Brownian informations. We use the Malliavin method introduced for deterministic volatility models.
arxiv
Managed portfolios that take less risk when volatility is high produce large alphas, substantially increase factor Sharpe ratios, and produce large utility gains for mean-variance investors. We document this for the market, value, momentum, profitability,
Alan Moreira, Tyler Muir
semanticscholar +1 more source