Results 91 to 100 of about 254,826 (323)
Volatility in the Italian Stock Market: An Empirical Study [PDF]
We study the volatility of the MIB30–stock–index high–frequency data from November 28, 1994 through September 15, 1995. Our aim is to empirically characterize the volatility random walk in the framework of continuous–time finance. To this end, we compute
Enrico Scalas +3 more
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The volatility of realized volatility [PDF]
, 2005 Using unobservable conditional variance as measure, latent-variable approaches, such as GARCH and stochastic-volatility models, have traditionally been dominating the empirical finance literature.
Corsi, Fulvio +3 more
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Traversing the Periodic Table through Phase‐Separating Nanoreactors
Advanced Materials, EarlyView.Centimeter‐scale arrays of single nanoparticles, generated through either Dip Pen Nanolithography or Polymer Pen Lithography, allow for the discovery of novel nanomaterials at an unprecedented scale. The development of phase‐separating hydrophobic nanoreactors bypasses element‐specific chemistry limitations, enabling the synthesis of polyelemental ...
Carolin B. Wahl +4 more
wiley +1 more source
A nonparametric copula based test for conditional independence with applications to Granger causality [PDF]
nonparametric tests, conditional independence, Granger non-causality, Bernstein density copula, bootstrap, finance, volatility asymmetry, leverage effect, volatility feedback effect ...
BOUEZMARNI, Taoufik +2 more
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On the difference between the volatility swap strike and the zero vanna implied volatility [PDF]
arXiv, 2019 In this paper, Malliavin calculus is applied to arrive at exact formulas for the difference between the volatility swap strike and the zero vanna implied volatility for volatilities driven by fractional noise. To the best of our knowledge, our estimate is the first to derive the rigorous relationship between the zero vanna implied volatility and the ...
arxiv
Surface Engineering of PtSe2 Crystal for Highly Efficient Electrocatalytic Ethanol Oxidation
Advanced Materials, EarlyView.2D PtSe2 has been demonstrated as high‐performance catalyst for electrocatalytic ethanol oxidation. Plasma treatment engineers the surface of single‐crystalline PtSe2 by removing Se atoms, resulting in the exposure of PtSe2 (101) facet. Excellent EOR activity and poison‐resistance are demonstrated, which is rationalized by in situ electrical transport ...
Lingzhi Wang +16 more
wiley +1 more source
Real Estate, the External Finance Premium and Business Investment: A Quantitative Dynamic General Equilibrium Analysis [PDF]
This paper studies the connection between the capital market and the real estate market. Empirically, we find that positive real house price shocks lower the external finance premium and stimulate nonresidential investment and real GDP.
Jin, Yi +2 more
core +1 more source
Decoupling Degradation at the Electrode Interfaces in Prussian White Full Cells
Advanced Materials Interfaces, EarlyView.Prussian White (PW) as a sodium‐ion battery (SIB) cathode material is advancing, having already been commercialized. Yet, capacity fade and cyanide‐related safety risks persist. By integrating Mössbauer‐ and online electrochemical mass spectrometry, this study analyzes degradation in PW cells, observing hydrogen and cyanide evolution.
Casimir Misiewicz +4 more
wiley +1 more source
On Approximation of the Solutions to Partial Differential Equations in Finance [PDF]
This paper proposes a general approximation method for the solutions to second-order parabolic partial differential equations (PDEs) widely used in finance through an extension of L'eandrefs approach(L'eandre (2006,2008)) and the Bismut identiy(e.g ...
Akihiko Takahashi, Toshihiro Yamada
core +3 more sources
Finance and macroeconomic volatility [PDF]
Countries with more developed financial sectors, experience fewer fluctuations in real per capita output, consumption, and investment growth. But the manner in which the financial sector develops matters. The relative importance of banks in the financial
Denizer, Cevdet +2 more
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