Results 151 to 160 of about 1,187,567 (409)
Volatility Spillover Effects in Leading Cryptocurrencies: A BEKK-MGARCH Analysis
Finance Research Letters, 2018 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
Advanced Functional Materials, EarlyView.Selective soldering via molten metal printing enables component integration, even in heat‐sensitive applications across fields like additive manufacturing, sustainable electronics, and smart textiles. This method overcomes the temperature limitations of existing technologies.
Dániel Straubinger +4 more
wiley +1 more source
Bio-based and Applied Economics, 2012 Following the dramatic changes experienced by the prices of agricultural commodities in 2007-2008, the analysis of horizontal price transmission mechanisms in agricultural markets has attracted renewed interest.
Giulia Listorti, Roberto Esposti
doaj +1 more source
Advanced Functional Materials, EarlyView.The negative differential resistance is exploited, using a La0.67Sr0.33MnO3 thin film network to demonstrate various neuronal functionalities of the human brain, such as leaky‐integrate‐fire and oscillatory patterns. Transmission electron microscope studies show local modification in oxygen octahedra in the network leads to co‐existing phases ...
Azminul Jaman +6 more
wiley +1 more source
Foreign Ownership and Stock Return Volatility in Vietnam: the Destabilizing Role of Firm Size
Organizations and Markets in Emerging Economies, 2019 This study aims to examine the relevance of foreign ownership to stock return volatility in the Vietnam stock market over ten years (2008 - 2017). After applying the fixed effects regressions and the extended instrumental variable regressions with fixed ...
Anh Tho To +4 more
doaj +1 more source
Advanced 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
Computations of Greeks in stochastic volatility models via the Malliavin calculus [PDF]
arXiv, 2009 We compute Greeks for stochastic volatility models driven by Brownian informations. We use the Malliavin method introduced for deterministic volatility models.
arxiv
, 2016 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
Closed‐Loop Recyclable High‐Performance Aerogels Derived from Polystyrene
Advanced 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
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis
, 2018 We use the GARCH-MIDAS model to extract the long- and short-term volatility components of cryptocurrencies. As potential drivers of Bitcoin volatility, we consider measures of volatility and risk in the US stock market as well as a measure of global ...
Christian Conrad +2 more
semanticscholar +1 more source