Results 71 to 80 of about 724,352 (288)
Economic and financial integration in emerging markets: A European policy [PDF]
Ekonomski Anali, 2005 This paper extends to test if the same short-run increase in cyclical volatility arising from financial integration is observed in this specific sample of "emerging markets".
Theodoropoulos Theodore E. +1 more
doaj +1 more source
Linear State Models for Volatility Estimation and Prediction [PDF]
, 2006 This report covers the important topic of stochastic volatility modelling with an emphasis on linear state models. The approach taken focuses on comparing models based on their ability to fit the data and their forecasting performance.
Date, P, Hawkes, R
core
Information and volatility [PDF]
Journal of Economic Theory, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dirk Bergemann +2 more
openaire +3 more sources
Advanced Engineering Materials, EarlyView.This study explores the replacement of cobalt using the high‐entropy alloy design strategy for wear‐resistant components operating at high temperatures. Starting from the Cantor alloy, cobalt is substituted with Cu, Al, V, or Mo. Metallurgical and tribological analyses reveal that aluminum, vanadium, and molybdenum effectively strengthen the developed ...
Rafaël Jénot +5 more
wiley +1 more source
Model Free Inference on Multivariate Time Series with Conditional Correlations
Stats, 2020 New results on volatility modeling and forecasting are presented based on the NoVaS transformation approach. Our main contribution is that we extend the NoVaS methodology to modeling and forecasting conditional correlation, thus allowing NoVaS to work in
Dimitrios Thomakos +2 more
doaj +1 more source
Advanced Engineering Materials, EarlyView.The thermal diffusivity of MgO‐C refractories is highly sensitive to sample preparation and processing procedures. In this article, the effects of coking sequence, machining conditions, structural inhomogeneity, and graphite coating application on measurements using laser flash apparatus are systematically investigated.
Luyao Pan +4 more
wiley +1 more source
Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index
, 2007 The relaxation dynamics of aftershocks after large volatility shocks are investigated based on two high-frequency data sets of the Shanghai Stock Exchange Composite (SSEC) index. Compared with previous relevant work, we have defined main financial shocks
Andersen +31 more
core +1 more source
Advanced Functional Materials, Volume 35, Issue 12, March 18, 2025.The ultraselective H2S detection of the ZIF‐L/SnS2 heterostructure is demonstrated. The introduction of 2‐dimensional (2D) breathable ZIF‐L results in a substantial increase in H2S selectivity attributable to the molecular sieving effect, which impedes the permeation of gases with large kinetic diameters and high polarity.
Soo Min Lee +7 more
wiley +1 more source
How does stock market volatility react to oil shocks?
, 2017 We study the impact of oil price shocks on the U.S. stock market volatility. We jointly analyze three different structural oil market shocks (i.e., aggregate demand, oil supply, and oil-specific demand shocks) and stock market volatility using a ...
Bastianin, Andrea, Manera, Matteo
core +1 more source
Advanced Functional Materials, Volume 35, Issue 12, March 18, 2025.Protonic ceramic fuel cells offer a promising route to generate power efficiently but face critical challenges in achieving industrially viable activity and stability at their cathodes in CO2‐containing air. This report proposes a new cathode material design strategy to enable the cathode to be both catalytically active and CO2 tolerant through the ...
Desheng Feng +14 more
wiley +1 more source