Results 111 to 120 of about 254,826 (323)
Structure and Intensity Based Approach in Credit Risk Models: A Literature Review
International Journal of Economics and Financial Issues, 2017 Credit Risk modeling has been a subject of considerable research interest for finance and statistical researchers. The quantification of credit risk by assigning measurable and comparable numbers to the likelihood of default or spread risk is a major ...
Adithi Ramesh, C.B Senthil Kumar
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The influence of dividend policy on the volatility of shares in the Romanian equity capital market
MATEC Web of Conferences, 2018 Dividend policy is one of the most debated topics in corporate finance and, at the same time, it represents an important issue from the perspective of both the managers of the firm and the investors. To the best of our knowledge, the literature regarding
Cristea Ciprian, Cristea Maria
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IEEE Access, 2019 This paper studies the intraday return and volatility spillovers of Chinese CSI 300 industry indices with high-frequency data over the period from May 2012 to June 2016. The dynamic correlation among the industries is calculated with VEC-DCC-GARCH model.
Feng He, Zhifeng Liu, Sicen Chen
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Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise [PDF]
The basic model for high-frequency data in finance is considered, where an efficient price process is observed under microstructure noise. It is shown that this nonparametric model is in Le Cam's sense asymptotically equivalent to a Gaussian shift ...
Markus Reiß
core
Asymptotic equivalence for inference on the volatility from noisy observations
, 2011 We consider discrete-time observations of a continuous martingale under measurement error. This serves as a fundamental model for high-frequency data in finance, where an efficient price process is observed under microstructure noise.
Reiß, Markus
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Finance-Growth Volatility Nexus: Evidence from Lebanon
Asian Economic and Financial Review, 2018 A generalized autoregressive conditional heteroskedasticity (GARCH) model incorporating shocks of financial deepening and growth variables in the variance equation of the other variable respectably is used to investigate whether there is a significant bi-directional spillover of shocks between the two variables in Lebanon.
Ben Sita Bernard, Salah Abosedra
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Advanced Materials Technologies, EarlyView.This paper focuses on electron emitters formed using seamless hybrid shaping of the ceramic 3D‐printed cone (as a supporting structure) and a conductive emitting film obtained from the suspension of dispersed carbon nanotubes. 3D printing enables freedom to design and forming the emitter tip shape and angle to tune the performance of the emitter ...
Karolina U. Laszczyk +3 more
wiley +1 more source
Impact of crude oil price volatility on Indian stock market returns: A quantile regression approach [PDF]
Ekonomski AnaliThis paper examines the heterogenous effect of oil price volatility on Indian sectoral stock returns for the period January 2011 to September 2022 using the quantile regression method, which helps us to analyse the impact in bearish, normal, and
Munawwara Zubair
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Volatilities That Change with Time: The Temporal Behavior of the Distribution of Stock-Market Prices [PDF]
arXiv, 2010 While the use of volatilities is pervasive throughout finance, our ability to determine the instantaneous volatility of stocks is nascent. Here, we present a method for measuring the temporal behavior of stocks, and show that stock prices for 24 DJIA stocks follow a stochastic process that describes an efficiently priced stock while using a volatility ...
arxiv
Advanced Optical Materials, EarlyView.One of the high‐impact research goals in neuromorphic photonics is to build scalable photonic artificial intelligence computing at high energy efficiency. This perspective paper discusses microring resonator (MRR)‐based large‐scale photonic neural networks, variations of MRR resonance wavelength from fabrication, and post‐fabrication processing with ...
Lei Xu +9 more
wiley +1 more source