Results 71 to 80 of about 607,096 (294)
CFA Institute Magazine, 2013 “In the long run, we may all be dead, as Keynes suggested, but we need to make sure that the short run doesn’t kill us first,” says Andrew Lo.
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Process‐Informed Analysis of As‐Built Metal Additive Surface Features
Advanced Engineering Materials, EarlyView.This article introduces a novel method for feature‐based surface texture characterisation directly incorporating manufacturing variables into the feature extraction workflow. This marks a major step towards identifying process‐specific surface properties and their influence on part function and hence a holistic understanding of process–structure ...
Theresa Buchenau +5 more
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Volatility Modeling and Spillover: The Turkish and Russian Stock Markets
Istanbul Business ResearchThis study investigates the internal and external (spillover) characteristics of the volatility of the Turkish and Russian stock market indices. To this end, generalized autoregressive conditional heteroskedasticity models that are classified as short ...
Ahmet Galip Gençyürek
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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
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Advanced Engineering Materials, EarlyView.This study investigates laser metal deposition of aluminum alloys EN AW‐7075 and EN AW‐5083, using powder blending to compensate zinc and magnesium evaporation. In situ alloying and ex situ alloying with ZnAl12 and AZ91 preserve near‐standard compositions and improve mechanical properties.
Finn Bendixen +3 more
wiley +1 more source
Uncertainty, Risk, and Opaque Stock Markets
International Journal of Financial StudiesThis study examined how uncertainty and global risk affect financial markets in emerging economies, focusing on foreign investment, CDS spreads, exchange rates, and stock return volatility.
José Gabriel Astaíza-Gómez
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Modeling the Optimal Portfolio: the Case of the Largest European Stock Exchanges
Comparative Economic Research, 2020 Portfolio optimization is the main concern for portfolio managers. Financial securities are placed within the portfolio based on the investor’s risk tolerance.
Florin Aliu +3 more
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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
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Vast volatility matrix estimation for high-frequency financial data [PDF]
, 2010 High-frequency data observed on the prices of financial assets are commonly modeled by diffusion processes with micro-structure noise, and realized volatility-based methods are often used to estimate integrated volatility.
Wang, Yazhen, Zou, Jian
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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