Results 181 to 190 of about 1,246,493 (392)
Volatility Forecasting: Downside Risk, Jumps and Leverage Effect [PDF]
We provide new empirical evidence on volatility forecasting in relation to asymmetries present in the dynamics of both return and volatility processes. Leverage and volatility feedback effects among continuous and jump components of the S&P500 price and ...
Audrino, Francesco, Hu, Yujia
core
THE VOLATILE MATTER, ORGANIC CARBON AND NITROGEN CONTENTS OF TREE SPECIES GROWN IN CLOSE STANDS [PDF]
, 1957 J. D. Ovington
openalex +1 more source
Advanced Functional Materials, EarlyView.Heterojunctions combining halide perovskites with low‐dimensional materials enhance optoelectronic devices by enabling precise charge control and improving efficiency, stability, and speed. These synergies advance flexible electronics, wearable sensors, and neuromorphic computing, mimicking biological vision for real‐time image analysis and intelligent
Yu‐Jin Du +11 more
wiley +1 more source
STOCK MARKET VOLATILITY AND THE FORECASTING ACCURACY OF IMPLIED VOLATILITY INDICES [PDF]
This study develops a new model-free benchmark of implied volatility for the Japanese stock market similar in construction to the new VIX based on the S&P 500 index.
Kazuhiko NISHINA +2 more
core
Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers
, 2010 F. Diebold, K. Yilmaz
semanticscholar +1 more source
Advanced Functional Materials, EarlyView.Unravelling charge transport mechanisms in graphene nanosheet networks: by combining temperature‐dependent conductivity measurements with a Random Resistor Network model, this study identifies a transition from hopping‐dominated conduction to a band‐like transport mechanism.
Alessandro Grillo +9 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Cu‐based catalysts as a cornerstone in advancing sustainable energy technologies are fully reviewed in this manuscript, highlighting their potential in photo‐ and electrocatalysis. It includes metallic copper, copper oxides, copper sulfides, copper halide perovskites, copper‐based metal–organic frameworks (MOFs), and covalent organic frameworks (COFs),
Jéssica C. de Almeida +16 more
wiley +1 more source
STANDARD BASIS OF THE FINANCIAL REPORTING AND FINANCIAL CRISIS
Acta Economica, 2010 Emergence and development of financial crisis which turned into economic crisis have caused deeper analysis of rules of financial reporting from professional public and politicians. International bodies for accounting standards IASB and FASB as an answer
Ката Шкарић Јовановић, PhD
doaj
Forward looking information in S&P 500 options [PDF]
Implied volatility generated from observed option prices reflects market expectations of future volatility. This paper determines whether or not, implied volatilities, and hence market expectations, contain any genuinely forward looking information not ...
Adam E Clements +2 more
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