Results 161 to 170 of about 816,870 (348)
MODELING AND FORECASTING REALIZED VOLATILITY
, 2003 Torben G. Andersen +3 more
semanticscholar +1 more source
Volatility derivatives in the Heston framework
, 2014 Includes bibliographical references.A volatility derivative is a financial contract where the payoff depends on the realized variance of a specified asset's returns.
Kriel, Hiltje
core
Unravelling the Secret of Sulfur Confinement and High Sulfur Utilization in Hybrid Sulfur‐Carbons
Advanced Materials, EarlyView.Thermal condensation of inverse vulcanized sulfur‐carbon hybrids enables a bottom‐up sulfur confinement strategy, in which a protective carbon phase is progressively constructed around sulfur species. The resulting carbon nanodomains covalently tether sulfur chains and stabilize radical intermediates. This integrated architecture effectively suppresses
Tim Horner +9 more
wiley +1 more source
Advanced Materials, EarlyView.The new Cu‐containing MOF (Me2NH2)(CuICl2)@[Cu4(INA)4Cl2O]·1.5dmf (3) contains a cation and an anion as guests and shows UV‐near‐mid‐IR absorption and near‐IR emission. MOF 3 shows gas‐solid reactivity in the presence of NH3 and HCOOH to yield two new 3D MOF.
Rajat Saha +10 more
wiley +1 more source
Expected stock returns and volatility
, 1987 K. French, G. Schwert, R. Stambaugh
semanticscholar +1 more source
Atomistic Mechanisms Triggered by Joule Heating Effects in Metallic Cu‐Bi Nanowires for Spintronics
Advanced Materials, EarlyView.Bi doped metallic Cu nanowires are promising for spintronics thanks to the stabilization of a giant spin Hall effect. However, heat resulting from current injection forces Bi to leave solution, forcing segregation into monoatomic decorations which evolve into coherent crystalline aggregates.
Alejandra Guedeja‐Marrón +6 more
wiley +1 more source
Measuring and Testing the Impact of News on Volatility
, 1993 Robert F. Engle +3 more
semanticscholar +1 more source
Polymorph‐Specific Electronic Transduction in WO3 during Molecular Sensing
Advanced Materials, EarlyView.Metal‐oxide polymorphs with similar surface chemistry can nevertheless exhibit distinct sensing properties. In γ‐ and ε‐WO3, analyte adsorption appears comparable; yet, only ε‐WO3 induces a pronounced lattice electronic perturbation that accommodates charge in sub‐conduction band minimum states.
Matteo D'Andria +6 more
wiley +1 more source