Results 101 to 110 of about 255,661 (340)
Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think [PDF]
We propose using the price range, a recently-neglected volatility proxy with a long history in finance, in the estimation of stochastic volatility models.
Francis X. Diebold +2 more
core
Surface Diffusion in SnTe‐PbTe Monolayer Lateral Heterostructures
Advanced Functional Materials, EarlyView.The lateral heterostructures between 2D materials often suffer from the interdiffusion at the interfaces. Here, a surface diffusion mechanism is found to be dominating at the interfaces between semiconducting SnTe and PbTe monolayers. Atomically sharp interfaces can be achieved by suppressing this diffusion process. ABSTRACT The construction of complex
Jing‐Rong Ji +9 more
wiley +1 more source
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
doaj
"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
core
Upcycling of Disposable Face Masks into Water‐Resistant and Flame Retardant Foams
Advanced Functional Materials, EarlyView.Disposable mask waste is upcycled into lightweight polypropylene‐based foams with tunable porosity and composite architectures reinforced by ear‐loop fibers. The sustainable solvent‐based process enables upcycling rates of 91% and solvent recovery of >90%.
Jingjing Pan +3 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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Trap‐Assisted Transport and Neuromorphic Plasticity in Lead‐Free 2D Perovskites PEA2SnI4
Advanced Functional Materials, EarlyView.An artificial retina built from lead‐free layered perovskite (PEA)2SnI4 converts light input into a persistent photocurrent and sums successive flashes over time. Micro/nanocrystals integrated on electrodes act as synapse‐like pixels that perform temporal integration directly in hardware. This in‐sensor preprocessing merges detection and computation on
Ofelia Durante +17 more
wiley +1 more source
Advances in forecasting realized volatility: a review of methodologies
Financial InnovationOver the past decade, volatility modeling has gained increasing importance in quantitative finance, significantly influencing risk management, investment strategies, and policymaking.
Radmir Mishelevich Leushuis +1 more
doaj +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
core
Advanced Functional Materials, EarlyView.Ru single atoms and RuP nanoclusters are co‐anchored in N, P, and B co‐doped porous carbon nanospheres via in situ carbonization/phosphidation of a boronate polymer precursor. RuP activates water, while nearby Ru single atoms accelerate H2 formation through H* transfer. The catalyst delivers low overpotential and high durability in alkaline HER and AEM
Xiaohong Wang +13 more
wiley +1 more source