Results 131 to 140 of about 1,369,451 (372)
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
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Carbon Fiber Reinforced Thermoplastics: From Materials to Manufacturing and Applications
Advanced Materials, EarlyView.A contemporary and critical review on carbon fiber reinforced thermoplastics. The common thermoplastic and carbon fiber applied in the manufacture of carbon fiber reinforced thermoplastics are summarized, and the processing and postprocessing methods are reviewed, with emphasis on state‐of‐the‐art welding techniques.
Howard (Hao) Wang +6 more
wiley +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
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Impact of emerging technologies in banking and finance in Europe: A volatility spillover and contagion approach1 [PDF]
, 2020 Laura Arenas, Anna M. Gil‐Lafuente
openalex +1 more source
Scalable Lithium Niobate Nanoimprinting for Nonlinear Metalenses
Advanced Materials, EarlyView.A broadband polycrystalline lithium niobate platform is developed for highly versatile and scalable fabrication of nonlinear metasurfaces. This work demonstrates simultaneous second harmonic generation and wavefront‐shaping via a metalens on this platform.
Ülle‐Linda Talts +3 more
wiley +1 more source
Relations Between Serial Correlation and Volatility: Is There a LeBaron Effect in Brazil?
Revista Brasileira de Finanças, 2014 This paper examines the relation between serial correlation and volatility of the Ibovespa index returns and extends the empirical evidence of the LeBaron effect for higher orders of serial correlation.
Regis Augusto Ely
doaj
A new proxy of the average volatility of a basket of returns: A Monte Carlo study [PDF]
The volatility of returns plays a pivotal role in modern finance and an accurate evaluation of this parameter is crucial in portfolio and risk management decisions.
Fulvia Focker, Umberto Triacca
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Predicting Volatility of Non-Performing Financing: Lessons from Indonesian Islamic Banking Industry [PDF]
, 2020 Faizul Mubarok +2 more
openalex +1 more source
Advanced Materials, EarlyView.The sulfur‐hybridized aniline‐like molecule thiomorpholine (SMOR) forms n = 1 2D perovskite and is preferred to transfer into 1D perovskite instead of high n‐valued 2D perovskite after aging. Due to larger formation energy, chlorine anion is better than iodine anion to accelerate the formation of 1D phase.
Shengwen Li +10 more
wiley +1 more source
Interest rate option pricing with volatility humps [PDF]
A development of a simple model in which interest rate claims are priced in the Heath-Jarrow-Morton paradigm and so incorporate full information on the term structure.
Iyuan Chuang, Peter Ritchken
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