Results 121 to 130 of about 1,369,451 (372)
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
Advanced Materials, EarlyView.This review describes recent developments in the design and synthesis of metal–organic frameworks (MOF)/textile composites for the detoxification of chemical warfare agent and simulants with extensive discussion on the advantages and disadvantages of different methods.
Zhihua Cheng +4 more
wiley +1 more source
Journal of Economic and Financial Sciences, 2012 Given the volatile nature of global financial markets, managing as well as predicting financial risk plays an increasingly important role in banking and finance. The Value at Risk (VaR) measure has emerged as the most prominent measure of downside market
John M. Mwamba, Kruger Pretorius
doaj +1 more source
Retrospective Review on Reticular Materials: Facts and Figures Over the Last 30 Years
Advanced Materials, EarlyView.To shape the future course of research in reticular materials, this work reflects on the progress over the past 30 years, complemented by input from the community of 228 active researchers through a global, crowdsourced survey: ranging from demographics, how it works, publish and interact, to highlights on both academic and industrial milestones, as ...
Aamod V. Desai +8 more
wiley +1 more source
Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective [PDF]
, 2001 John R. Graham, Campbell R. Harvey
openalex +2 more sources
Automated model selection in finance: General-to-specic modelling of the mean and volatility specications [PDF]
General-to-Specific (GETS) modelling has witnessed major advances over the last decade thanks to the automation of multi-path GETS specification search. However, several scholars have argued that the estimation complexity associated with financial models
Alvaro Escribano, Genaro Sucarrat
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
core +1 more source
10 Years Development of Potassium‐Ion Batteries
Advanced Materials, EarlyView.Significant progress is made in PIBs over the past decade, but the improvements based on half‐cell testing, low mass loading, and low energy density are insufficient for practical applications. This review summarizes the challenges and strategies for PIBs, highlights the importance of further research focusing on full cells, and provides an analysis of
Mingnan Li +7 more
wiley +1 more source
Jurnal Keuangan dan Perbankan, 2017 This paper studied the impact of inflation rates and US Dollar exchange rates in Indonesian stock marketreturn volatility in the period of 2002-2012. Daily data of stock market return, inflation rates and US Dollarexchange rates were used to estimate the
Riko Hendrawan, Rifqi Dzakiri
doaj
Advanced Materials, EarlyView.A multifunctional memristor is demonstrated for in‐memory sensing and computing, leveraging a MoWS₂/VOx heterojunction to enable high ON/OFF ratio up to 10⁸ with ultralow operating voltages of ±0.2 V. This bio‐inspired multimodal design exhibits tunable synaptic behavior across electrical, optical, and humidity stimuli, enabling in situ modulation of ...
Abdul Momin Syed +8 more
wiley +1 more source