Results 81 to 90 of about 607,096 (294)
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
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
Electrical Conductivities of Conductors, Semiconductors, and Their Mixtures at Elevated Temperatures
Advanced Engineering Materials, EarlyView.This article presents a comprehensive review of temperature‐dependent electrical conductivity data for multiple material classes at elevated temperatures, highlighting a persistent conductivity gap between metals and semiconductors in the range of 102$\left(10\right)^{2}$– 107$\left(10\right)^{7}$ S/m. Metal–ceramic irregular metamaterials are proposed
Valentina Torres Nieto, Marcia A. Cooper
wiley +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
Advanced Engineering Materials, EarlyView.Phase‐changing liquids enable untethered pneumatic actuation in soft robotics but suffer from volatility and storage challenges. This work reports a simple method to encapsulate Novec 7000 within micron‐thin alginate shells via in situ injection and ionic crosslinking.
Rayan A. M. Basodan +3 more
wiley +1 more source
Changes in the Distribution of Income Volatility [PDF]
, 2008 Recent research has documented a significant rise in the volatility (e.g., expected squared change) of individual incomes in the U.S. since the 1970s.
Jensen, Shane T., Shore, Stephen H.
core +5 more sources
Advanced Engineering Materials, EarlyView.This study investigates laser‐based oxide removal of Cu inserts in oxygen‐free conditions and examines long‐term oxidation kinetics and surface chemistry under different atmospheres via X‐ray photoelectron spectroscopy. Al–Cu compound casting with differently oxidized surfaces is performed, and intermetallic phase formation, morphology, and thermal ...
Timon Steinhoff +9 more
wiley +1 more source
Modelling intra-daily volatility by functional data analysis: an empirical application to the spanish stock market [PDF]
, 2009 We propose recent functional data analysis techniques to study the intra-daily volatility. In particular, the volatility extraction is based on functional principal components and the volatility prediction on functional AR(1) models.
Alva, Kenedy, Romo, Juan, Ruiz, Esther
core +2 more sources
Switching to non-affine stochastic volatility: A closed-form expansion for the Inverse Gamma model
, 2016 This paper introduces the Inverse Gamma (IGa) stochastic volatility model with time-dependent parameters, defined by the volatility dynamics $dV_{t}=\kappa_{t}\left(\theta_{t}-V_{t}\right)dt+\lambda_{t}V_{t}dB_{t}$.
Langrené, Nicolas +2 more
core +2 more sources
Advanced Engineering Materials, EarlyView.EDX elemental map of the pre‐oxidized MgO–steel cermet anode cross section after electrolysis. The development of inert anodes for aluminum electrolysis remains challenging due to the high corrosivity of cryolite‐based melts at 950°C–1000°C. This study investigates the corrosion and process behavior of a carbon‐free MgO–steel cermet anode derived from ...
Alexander Adamczyk +7 more
wiley +1 more source