Results 61 to 70 of about 251,329 (347)
The Information Content of Corridor Volatility Measures During Calm and Turmoil Periods
Quantitative Finance and Economics, 2017 Measurement of volatility is of paramount importance in finance because of the effects on risk measurement and risk management. Corridor implied volatility measures allow us to disentangle the volatility of positive returns from that of negative returns,
Elyas Elyasiani +2 more
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Advanced Functional Materials, EarlyView.Persistent secondary phases govern the performance of many thermoelectric materials, particularly of high performance MgAgSb. In this study advanced microstructural characterization for unequivocal phase identification combined with transport modeling and statistical analysis enabled the quantification of each phase's impact, revealing the most ...
Amandine Duparchy +3 more
wiley +1 more source
PERSAMAAN DIFERENSIAL ORNSTEIN-UHLENBECK DALAM PERAMALAN HARGA SAHAM
Media Statistika, 2020 Geometric Brownian motion is one of the most widely used stock price model. One of the assumptions that is filled with stock return volatility is constant. Gamma Ornstein-Uhlenbeck process a model to describe volatility in finance.
Amam Taufiq Hidayat, Subanar Subanar
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Advanced Functional Materials, EarlyView.An alginate‐based biochar hydrogel (ABC‐hydrogel), derived from sewage sludge, is developed for simultaneous phosphate removal and agricultural reuse. It captures phosphorus from water and gradually releases it as fertilizer, enhancing lettuce growth.
Yu Zhang +4 more
wiley +1 more source
A Level Set Analysis and A Nonparametric Regression on S&P 500 Daily Return
International Journal of Financial Studies, 2016 In this paper, a level set analysis is proposed which aims to analyze the S&P 500 return with a certain magnitude. It is found that the process of large jumps/drops of return tend to have negative serial correlation, and volatility clustering ...
Yipeng Yang, Allanus Tsoi
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Comparing various GARCH-type models in the estimation and forecasts of volatility of S&P 500 returns during Global Finance Crisis of 2008 and COVID-19 financial crisis [PDF]
, 2023 Xuanyu Chen
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Advanced Functional Materials, EarlyView.A “liquid locking” strategy is proposed and implemented for scalable printing of crack‐free bassanite ceramic frameworks with interlocking microstructures to host ionic liquids as effective electrolytes for high‐temperature micro‐supercapacitors (HT‐MSCs).
Shiqian Chen +7 more
wiley +1 more source
Advanced Functional Materials, EarlyView.This review describes the different surface engineering strategies for quantum dots that addresses the challenges associated with surface defects, highlighting their role in enhancing the performance of solar energy conversion technologies. Abstract Colloidal quantum dots (QDs) have garnered significant attention for their unique potential in clean ...
Kokilavani S., Gurpreet Singh Selopal
wiley +1 more source
Stochastic Volatility in a Macro-Finance Model of the US Term Structure of Interest Rates 1961-2004. [PDF]
This paper generalizes the standard homoscedastic macro-finance model by allowing for stochastic volatility, using the ‘square root’ specification of the mainstreamfinance literature.
Peter Spencer
core
The Volatility Effect of Single-Stock Futures Trading on the Pakistani Stock Market
The Lahore Journal of Business, 2013 The impact of single-stock futures on spot market volatility is still debated in the finance literature. The aim of this study is to analyze the effect of the introduction of single-stock futures on the volatility of the Karachi Stock Exchange (KSE). We
Adil Awan, Amir Rafique
doaj