Results 111 to 120 of about 1,369,451 (372)
Double Helical Plasmonic Antennas
Plasmonic double helical antennas funnel circularly polarized light to the nanoscale, offering strong chiroptical interaction and directional light emission. Extending a single helix design tool, this study combines numerical modeling with experimental validation, revealing large, broadband dissymmetry factors in the visible range.
Aleksei Tsarapkin+7 more
wiley +1 more source
Structure and Intensity Based Approach in Credit Risk Models: A Literature Review
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
doaj +4 more sources
The influence of dividend policy on the volatility of shares in the Romanian equity capital market
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
doaj +1 more source
Impact of crude oil price volatility on Indian stock market returns: A quantile regression approach [PDF]
This 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
doaj +1 more source
UK macroeconomic volatility and the term structure of interest rates. [PDF]
This paper uses a macro-finance model to examine the ability of the gilt market to predict fluctuations in macroeconomic volatility. The econometric model is a development of the standard ‘square root’ volatility model, but unlike the conventional term ...
Peter Spencer
core
The volatility of realized volatility [PDF]
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
core
Asymptotic Implied Volatility at the Second Order with Application to the SABR Model
We provide a general method to compute a Taylor expansion in time of implied volatility for stochastic volatility models, using a heat kernel expansion.
BS DeWitt+6 more
core +1 more source
Highly sprouting organoid‐like neurovascular spheroids (NVUs) are developed, featuring cell‐loaded poly‐3‐hydroxybutyrate 4‐hydroxybutyrate(P34HB) porous microsphere cores embedded within Gelatin Methacryloyl. NVUs formed complex vascular plexuses and secreted extracellular matrix in vitro, simulating autologous nerves and blood interaction.
Junjin Jie+5 more
wiley +1 more source
Clinical translation of biohybrid medical implants requires the previous implementation of drying schemes that can facilitate their sterilization and storage. This study addresses that critical aspect and elucidates the impact of drying on biohybrid vascular grafts, highlighting the need for implant‐specific drying strategies to ensure safety ...
Dominic Pascal Andre+5 more
wiley +1 more source