Results 91 to 100 of about 251,329 (347)
Extreme Asymmetric Volatility, Leverage, Feedback and Asset Prices. [PDF]
Asymmetric volatility in equity markets has been widely documented in finance, where two competing explanations, as considered in Bekaert and Wu (2000), are the financial leverage and the volatility feedback hypothesis. We explicitly test for the role of
Aboura, Sofiane, Wagner, Niklas
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Advanced Functional Materials, EarlyView.In this research, it is demonstrated that dual nitrogen and sulfur doping in hollow carbon spheres creates a tunable coordination environment that stabilizes cationic Pd single atoms as robust organometallic complexes, enabling high selectivity and stability for electrochemical hydrogen peroxide production under harsh acidic and peroxide‐rich ...
Guilherme V. Fortunato +16 more
wiley +1 more source
From Local Volatility to Local Levy Models. [PDF]
We define the class of local Lévy processes. These are Lévy processes time changed by an inhomogeneous local speed function. The local speed function is a deterministic function of time and the level of the process itself. We show how to reverse engineer
Carr, Peter +3 more
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Journal of Accounting and Investment, 2016 The purpose of this study was to determine whether the pattern of housing financing murabaha or conventional mortgages can overcome the volatility of house prices after the maturity of the financing.
Sahlan Hasbi, Kuncoro Hadi
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Food commodity price volatility and food insecurity
Bio-based and Applied Economics, 2013 The paper first reviews several issues relevant to global food commodity market volatility as it pertains to food security, and food importing developing countries, and then discusses international and national policies and measures to prevent or manage ...
Alexander Sarris
doaj +1 more source
Advanced Functional Materials, EarlyView.The study explores structural and magnetic properties of one of the most recent topological quantum materials (MnBi2Te4). The Mn‐poor structure leads to stacking faults (quintuple layer ‐ QL of Bi2Te3 formation instead of a septuple layer ‐ SL of MnBi2Te4), resulting in a coexistence between weak antiferromagnetism and ferromagnetism.
Wesley F. Inoch +10 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 Léandre's approach(Léandre (2006,2008)) and the Bismut identiy(e.g ...
Akihiko Takahashi, Toshihiro Yamada
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Volatility in the Italian Stock Market: an Empirical Study
, 1999 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
Ball +11 more
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A Scalable, Durable, Fire‐Safe All‐Day Passive Radiative Cooling Coating for Sustainable Buildings
Advanced Functional Materials, EarlyView.This study reports a scalable, durable coating that combines a fire‑retardant copolymer adhesive, hollow glass microspheres, and boron oxide to achieve passive radiative cooling with over 94% solar reflectance and >95% mid‑infrared emissivity. The coating maintains performance after UV and rain exposure and exhibits UL‑94 V‑0 fire resistance, enabling ...
Zhewen Ma +8 more
wiley +1 more source
A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data [PDF]
It is a common practice in finance to estimate volatility from the sum of frequently-sampled squared returns. However market microstructure poses challenges to this estimation approach, as evidenced by recent empirical studies in finance.
Lan Zhang +2 more
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