Results 151 to 160 of about 816,870 (348)
, 2017 In Sects. 2.3 and 4.2, the common volatility modelling oversights that exist in literature were highlighted. In this Chapter, we discuss the potential impact of these oversights on volatility forecasting and provide a methodology for testing the impact ...
Mostafa, F +5 more
core +1 more source
Advanced Materials, EarlyView.Metal‐free carbon catalysts enable the sustainable synthesis of hydrogen peroxide via two‐electron oxygen reduction; however, active site complexity continues to hinder reliable interpretation. This review critiques correlation‐based approaches and highlights the importance of orthogonal experimental designs, standardized catalyst passports ...
Dayu Zhu +3 more
wiley +1 more source
Better to give than to receive: Predictive directional measurement of volatility spillovers
, 2012 F. Diebold, F. Diebold, K. Yilmaz
semanticscholar +1 more source
Hedging with Stochastic and Local Volatility [PDF]
We derive the local volatility hedge ratios that are consistent with a stochastic instantaneous volatility and show that this ‘stochastic local volatility’ model is equivalent to the market model for implied volatilities.
Carol Alexander, Leonardo M. Nogueira
core
Solvent‐Free Thermal Defect Engineering in Molecular Frameworks With Volatile Linkers
Advanced Materials, EarlyView.Thermal removal of neutral volatile linkers enables precise and solvent‐free generation of metal vacancies in MOFs. This strategy affords redox‐stable, coordinatively unsaturated FeII sites with tunable spin, ligand coordination, and catalytic behavior. The approach offers a general route to design defect‐functional materials through local coordination
Sonia Martínez‐Giménez +9 more
wiley +1 more source
The Cross-Section of Volatility and Expected Returns
, 2006 Andrew Ang +3 more
semanticscholar +1 more source
Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information [PDF]
Most asset returns exhibit high volatility and its persistence. Heuristically, this paper focuses on the role of surprising information in high volatility processes and indicates that dismissing surprising information may lead to considerable loss in ...
Beum-Jo Park
core
Mesoporous Silica Nanoparticles in Biomedicine: Advances and Prospects
Advanced Materials, EarlyView.Mesoporous silica nanoparticles offer unique properties like high surface area, tunable pores, and functionalization. They excel in drug delivery, tissue engineering, and stimuli‐responsive therapies, enabling targeted and controlled treatments. With roles in cancer therapy and diagnostics, their clinical translation requires addressing challenges in ...
Miguel Manzano, María Vallet‐Regí
wiley +1 more source
On the Dynamics of Spot Power Prices across Western Europe in Pandemic Times
EnergiesLearning 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
Intelligent Acousto‐Electrical Metamaterials (IAM) for Sound Source Detection
Advanced Materials, EarlyView.Our proposed metamaterial concept enables sound source detection using a single material, in contrast to conventional arrays that require dozens or even hundreds of transducers. We show that the coupled acoustic–vibrational–electrical responses in piezoelectric metamaterials give rise to topology‐governed charge transport, producing distinct voltage ...
Victor Couëdel +7 more
wiley +1 more source