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Multiphase Chemistry and Phase State Explain Nonlinear Effects in the Formation and Evaporation of SOA from Mixed Monoterpene Precursors. [PDF]
Kang HG +4 more
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Crofton Risk and Relative Transactional Entropy. [PDF]
Makowski M, Piotrowski EW.
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Econometric assessment of seasonal volatility and predictive uncertainty in Albania's hydropower-dependent electricity market. [PDF]
Arapi L +7 more
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Neural Dynamics of Social Cognition: A Single-Trial Computational Analysis of Learning Under Uncertainty. [PDF]
Charlton CE +8 more
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What can explain the price, volatility and trading volume of Bitcoin?
Finance Research Letters, 2019We study which variables can explain and predict the return, volatility and trading volume of Bitcoin. The considered variables are return, volatility, trading volume, transaction volume, change in the number of unique Bitcoin addresses, the VIX index ...
Peter Molnár
exaly +2 more sources
Forecasting stock price volatility: New evidence from the GARCH-MIDAS model
International Journal of Forecasting, 2020This paper introduces a combination of asymmetry and extreme volatility effects in order to build superior extensions of the GARCH-MIDAS model for modeling and forecasting the stock volatility.
Feng Ma
exaly +2 more sources
The Distribution of Realized Exchange Rate Volatility
Journal of the American Statistical Association, 2001Torben G Andersen, Tim Bollerslev
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