Results 121 to 130 of about 254,826 (323)
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
Advanced Photonics Research, EarlyView.The necessity and feasibility of enhancing light outcoupling in perovskite light‐emitting diodes (PeLEDs) is highlighted. On near‐IR PeLEDs, low‐cost, micro‐textured light management (LM) foils demonstrate boost in light extraction. Optimizing perovskite thickness and the optical cavity in synergy with LM foils is crucial for maximizing performance ...
Milan Kovačič +3 more
wiley +1 more source
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
Hydrofluoroether Synthesis through One‐Pot Anodic Iodoalkoxylation of Alkenes
Advanced Synthesis &Catalysis, EarlyView.Abstract The incorporation of carbon‐fluorine bonds can profoundly influence the chemical and physical properties of drugs, agrochemicals, and materials. Different methods allow the installation of CF3, CF2H units and C−F bonds including trifluoro‐ and difluoromethoxylations, reflecting the limited diversity of reactions available to synthetic chemists.
Martin Becerra‐Ruiz +3 more
wiley +1 more source
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
core
Absolute Return Volatility [PDF]
arXiv, 2011 The use of absolute return volatility has many modelling benefits says John Cotter. An illustration is given for the market risk measure, minimum capital requirements.
arxiv
ARCH and GARCH models vs. martingale volatility of finance market returns [PDF]
International Review of Financial Analysis, 2009 ARCH and GARCH models assume either i.i.d. or (what economists lable as) white noise as is usual in regression analysis while assuming memory in a conditional mean square fluctuation with stationary increments. We will show that ARCH/GARCH is inconsistent with uncorrelated increments, violating the i.i.d.
openaire +3 more sources
Ammonia Dynamics in the Human Body: Insights in Biomedical Sensing Technologies
Advanced Sensor Research, EarlyView.Ammonia (NH3) is a significant biomarker in diagnostics, affecting the respiratory system, stomach, liver, kidneys, bladder, and gastrointestinal tract. NH3 detection, using sensors, has the potential to improve medical diagnosis. This review examines recent advancements in NH3 sensing technologies and explores future research directions, including ...
Annelot Nijkoops +8 more
wiley +1 more source
Advanced Sustainable Systems, EarlyView.An all‐natural straw is fabricated through nano‐ and microarchitectural tuning of the wood cell wall using a molecular welding strategy. These all‐natural straws offer multiple advantages, including superior mechanical performance, excellent water and beverage stability, biocompatibility, full biodegradability, and recyclability.
Shuaiming He +8 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