Results 101 to 110 of about 681,470 (291)

Rainfall Variability and Agroecological Resilience in Ghana: Evidence From Spatial and Volatility Models

Meteorological Applications
The study focuses on rainfall variability within Ghana's agroecological zones, employing varied techniques including spatial autocorrelation, GARCH family volatility models, vector autoregression, impulse response functions, and extreme rainfall analysis.
Fred Fosu Agyarko, Stephen Yeboah, Patricia Amankwaa‐Yeboah, Michael Gameli Dziwornu, Stephen Bekoe   +4 more
doaj   +1 more source

A minimal noise trader model with realistic time series properties [PDF]

Simulations of agent-based models have shown that the stylized facts (unit-root, fat tails and volatility clustering) of financial markets have a possible explanation in the interactions among agents.
Alfarano, Simone, Lux, Thomas
core  

Controlled Synthesis of Tri‐ and Multi‐Doped Graphene

Advanced Materials Interfaces, EarlyView.
This review systematically evaluates synthesis routes for tri‐ and multi‐doped graphene, from hydrothermal and pyrolysis methods to flash Joule heating, critically assessing how each governs dopant incorporation, bonding configuration, and resulting electronic properties.
Maria Hasan, Alicja Bachmatiuk, Gražyna Simha Martynková, Karla Čech Barabaszová, Mark Hermann Rümmeli   +4 more
wiley   +1 more source

Realized volatility [PDF]

Realized volatility is a nonparametric ex-post estimate of the return variation. The most obvious realized volatility measure is the sum of finely-sampled squared return realizations over a fixed time interval.
Torben G. Andersen, Luca Benzoni
core  

Adsorbent Materials for Hydrocarbons Removal by Geopolymerization of Halloysite Clay Nanotubes Filled Within Chitosan Matrix

Advanced Materials Interfaces, EarlyView.
Alkaline activation of halloysite clay nanotubes embedded in a chitosan matrix converts bionanocomposite films into porous geopolymeric materials with enhanced adsorption capacity toward hydrocarbons in both vapor and aqueous phases. The improved adsorption performance was demonstrated by the efficient capture of dodecane vapors and phenol from water ...
Alessandro Lo Bianco, Marta Giuseppina Ebbreo, Giuseppe Cavallaro, Martina Maria Calvino, Yafei Zhao, Simonpietro Agnello, Giuseppe Lazzara   +6 more
wiley   +1 more source

The Forecasting Ability of GARCH Models for the 2003–07 Crisis: Evidence from S&P500 Index Volatility

The Lahore Journal of Business, 2012
This article studies the ability of the GARCH family of models to accurately forecast the volatility of S&P500 stock index returns across the financial crisis that affected markets in 2003–07.
Mahreen Mahmud
doaj  

Modelling asymmetric and long memory volatility in green innovation stocks:  fiegarch analysis of S&P BSE Greenex

Business, Management and Economics Engineering
Purpose – This research examines the long-memory volatility within the S&P BSE Greenex, considering increasing investor focus on sustainability and the impact of green innovation on corporate environmental outcomes.
Nitashree Barman
doaj   +1 more source

Advances in Halide Perovskites for Photon Radiation Detectors

Advanced Materials Technologies, EarlyView.
This work highlights recent progress in perovskite‐based photon radiation detectors, covering organic–inorganic hybrid, inorganic, lead‐free double, and vacancy‐ordered halide perovskites. Their detection performance is compared, material‐specific advantages and challenges are examined, and provides insight into current limitations and future ...
Liangling Wang, Jieqi Wang, Xiaojun Cui, Carsten Ronning   +3 more
wiley   +1 more source

From the Discovery of the Giant Magnetocaloric Effect to the Development of High‐Power‐Density Systems

Advanced Materials Technologies, EarlyView.
The article overviews past and current efforts on caloric materials and systems, highlighting the contributions of Ames National Laboratory to the field. Solid‐state caloric heat pumping is an innovative method that can be implemented in a wide range of cooling and heating applications.
Agata Czernuszewicz, Yaroslav Mudryk, Jun Cui, Lucas Griffith, Duane D. Johnson, Julie Slaughter   +5 more
wiley   +1 more source

Estimation and Prediction of Commodity Returns Using Long Memory Volatility Models

Risks
Modelling the volatility of commodity prices and creating more reliable models for estimating and forecasting commodity price returns are crucial.
Kisswell Basira, Lawrence Dhliwayo, Knowledge Chinhamu, Retius Chifurira, Florence Matarise   +4 more
doaj   +1 more source