Results 71 to 80 of about 727,591 (368)
The month-of-the-year effect on Bucharest Stock Exchange [PDF]
Hyperion Economic Journal, 2013 This study investigates the presence of month-of-the-year effect on Bucharest Stock Exchange using a both a linear regression and a GARCH-M model with dummy variables for both the mean and the variance equation. We have collected monthly returns for five
Iulian Panait
doaj
The Garman–Klass Volatility Estimator Revisited
Revstat Statistical Journal, 2011 The Garman–Klass unbiased estimator of the variance per unit time of zero-drift Brownian Motion, is quadratic in the range-based financial-type data CLOSE−OPEN, MAX −OPEN , OPEN −MIN reported on regular time windows. Its variance, 7.4 times smaller than
Isaac Meilijson
doaj +1 more source
Jurnal Keuangan dan Perbankan, 2021 This literature aims to analyze the impact of the Dollar Index and Gold Price returns and volatility on stock market volatility of India and China, viz., Shanghai Stock Exchange and Bombay Stock Exchange Sensex, during the period of Covid-19.
Joseph John Allwyn Kumar +1 more
doaj +1 more source
Assessing the Ecological Value: Monetizing Process Innovations in Tailored Forming
Advanced Engineering Materials, EarlyView.This article introduces a method for evaluating the sustainability of innovations, even with limited data. The method is illustrated through an analysis of the “Tailored Forming” technology, which explores the impact of sustainability on economic value added.
Jonas Schneider +4 more
wiley +1 more source
Review of Economics and Statistics, 2005 A growing literature documents important gains in asset return volatility forecasting via use of realized variation measures constructed from high-frequency returns.
T. Andersen, Tim Bollerslev, F. Diebold
semanticscholar +1 more source
Current Biology, 2010 Plant volatiles are the metabolites that plants release into the air. The quantities released are not trivial. Almost one-fifth of the atmospheric CO2 fixed by land plants is released back into the air each day as volatiles. Plants are champion synthetic chemists; they take advantage of their anabolic prowess to produce volatiles, which they use to ...
openaire +3 more sources
Current Trends and Future Perspective for Cold Spray Metal‐Ceramic Composites
Advanced Engineering Materials, EarlyView.The use of cold spray (CS) technology for creating cermet deposits, combining ceramic and metallic components, is advancing rapidly. Cermets offer excellent temperature handling and erosion resistance for diverse applications. This review outlines the current state of the art, focusing on the deposition dynamics and strategies to optimize the ...
Romario A. Wicaksono +2 more
wiley +1 more source
Modeling the Volatility Of the BET-FI Index [PDF]
Revista Română de Statistică, 2013 In this paper we conducted an analysis of stock market risk in Romania, namely on the basis of BET-FI sectoral index (Bucharest Exchange Trading Investment Funds) volatility, developed by the Bucharest Stock Exchange (BSE).
Dan Ion Gherguţ +2 more
doaj
Advanced Engineering Materials, EarlyView.This study explores a process chain to produce dispersoid‐strengthened CuCr1Zr for applications requiring high strength and conductivity. Using gas‐atomized powder and copper‐plated alumina nanoparticles, additive manufacturing is performed via powder bed based additive manufacturing with green and red lasers, followed by heat treatment.
Heinrich von Lintel +7 more
wiley +1 more source
Cross-Country Evidence on the Link between Volatility and Growth
, 1994 This paper presents empirical evidence against the standard dichotomy in macroeconomics that separates growth from the volatility of economic fluctuations.
Garey Ramey, V. Ramey
semanticscholar +1 more source