Results 61 to 70 of about 231,323 (314)
High-frequency volatility of volatility estimation free from spot volatility estimates
Quantitative Finance, 2014 We define a new consistent estimator of the integrated volatility of volatility based only on a pre-estimation of the Fourier coefficients of the volatility process. We investigate the finite sample properties of the estimator in the presence of noise contaminations by computing the bias of the estimator due to noise and showing that it vanishes as the
MANCINO, MARIA ELVIRA +2 more
openaire +2 more sources
FEBS Open Bio, EarlyView.This review provides an overview of bio‐based polymer sources, their unique functional properties and their environmental impact, and addresses their role as sustainable alternatives. It discusses end‐of‐life options, including composting and anaerobic digestion for renewable energy.
Sabina Kolbl Repinc +8 more
wiley +1 more source
Income disparities and convergence across regions of Central Europe
Croatian Operational Research Review, 2016 This paper deals with the analysis of regional income disparities of the net disposable income of households (in Euro per inhabitant) across the regions of Central Europe (Austria, Czech Republic, Slovakia, Poland, Hungary and Germany) during the period ...
Michaela Chocholatá, Andrea Furková
doaj +1 more source
Influencing Factors Analysis of Crude Oil Futures Price Volatility Based on Mixed-Frequency Data
Applied Sciences, 2020 This article takes into account the form of mixed data as well as the peak and thick tail characteristics contained in the data characteristics, expands the GARCH-MIDAS (Generalized Autoregressive Conditional Heteroskedasticity-Mixed Data Sampling) model,
Congxin Wu +4 more
doaj +1 more source
Price, Complexity, and Mathematical Model
Mathematics, 2023 The whole world has entered the era of the Vuca. Some traditional methods of problem analysis begin to fail. Complexity science is needed to study and solve problems from the perspective of complex systems.
Na Fu, Liyan Geng, Junhai Ma, Xue Ding
doaj +1 more source
Arthritis Care &Research, EarlyView.This review summarizes artificial intelligence (AI)‐supported nonpharmacological interventions for adults with chronic rheumatic diseases, detailing their components, purpose, and current evidence base. We searched Embase, PubMed, Cochrane, and Scopus databases for studies describing AI‐supported interventions for adults with chronic rheumatic diseases.
Nirali Shah +5 more
wiley +1 more source
Multi-Objective Power Distribution Operations: Characterizing Conflict and System Volatility
IEEE Access, 2023 With the rapid proliferation of distributed energy resources and advancement in sensing and control, deploying advanced applications has become crucial for power distribution operations to achieve resilience, economy, decarbonization, and other system ...
Shiva Poudel +3 more
doaj +1 more source
Volatility Forecast Comparison Using Imperfect Volatility Proxies [PDF]
SSRN Electronic Journal, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +3 more sources
Advanced Engineering Materials, EarlyView.This article describes the preparation and characterization of poly(ε‐caprolactone) electrospun composite fibers incorporating sol‐gel‐derived bioactive glass particles doped with B and Cu. Scanning electron microscopy, energy‐dispersive X‐ray spectroscopy, Fourier‐transform infrared spectroscopy, contact angle, acellular bioactivity, mechanical and ...
Elisa Piatti +5 more
wiley +1 more source