Results 141 to 150 of about 727,591 (368)

Risk Everywhere: Modeling and Managing Volatility

open access: yes, 2017
Based on a unique high-frequency dataset for more than fifty commodities, currencies, equity indices, and fixed income instruments spanning more than two decades, we document strong similarities in realized volatilities patterns across assets and asset ...
Tim Bollerslev   +3 more
semanticscholar   +1 more source

Integration of Cobalt Ferromagnetic Control Gates for Electrical and Magnetic Manipulation of Semiconductor Quantum Dots

open access: yesAdvanced Functional Materials, EarlyView.
This work integrates nano‐sized cobalt control gates into a fully‐depleted silicon‐on‐insulator (FDSOI) nanowire architecture, combining electrical and ferromagnetic properties for scalable electron spin qubits. The design enables quantum dot formation at cryogenic temperatures and localized electric dipole spin resonance (EDSR).
Fabio Bersano   +8 more
wiley   +1 more source

Lithuanian stock market analysis using a set of Garch models

open access: yesJournal of Business Economics and Management, 2009
This article analyses the main factors that influence stock price volatility. The author offers a three‐stage system for explaning a set of stock price volatility factors.
Deimantė Teresienė
doaj   +1 more source

On the return-volatility relationship in the Bitcoin market around the price crash of 2013

open access: yes, 2016
The authors examine the relation between price returns and volatility changes in the Bitcoin market using a daily database denominated in US dollar. The results for the entire period provide no evidence of an asymmetric return-volatility relation in the ...
Elie Bouri, Georges Azzi, A. H. Dyhrberg
semanticscholar   +1 more source

Switching From Acceptor to FRET Donor: How the Organic Solar Cell Architecture Can Change the Role of a Chromophore

open access: yesAdvanced Functional Materials, EarlyView.
The non‐fullerene acceptor o‐IDT‐BT‐DCV is used in both binary and ternary blends to investigate the role that it plays in each device architecture. The charge generation pathways are found to differ between the binary and ternary blends with o‐IDT‐BT‐DCV becoming a second donor in the ternary blend.
Hui Jin   +10 more
wiley   +1 more source

On the Dynamics of Spot Power Prices across Western Europe in Pandemic Times

open access: yesEnergies
Learning the dynamics of power prices in a given market is important for a number of players (e.g., producers, consumers, and policy makers) at both macro- and microeconomic levels.
Luis María Abadie   +1 more
doaj   +1 more source

Option Pricing under Fast-varying and Rough Stochastic Volatility [PDF]

open access: yesarXiv, 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  

Closed‐Loop Recyclable High‐Performance Aerogels Derived from Polystyrene

open access: yesAdvanced Functional Materials, EarlyView.
Upcycling of commercial polystyrene waste into closed‐loop recyclable high‐performance aerogels is presented. These PSAs are made from aminated PS waste using a dialdehyde crosslinker. The PSAs are highly porous, thermally superinsulating, and intrinsically hydrophobic.
Yufei Xiong   +3 more
wiley   +1 more source

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