Results 81 to 90 of about 1,369,451 (372)
Advanced Functional Materials, EarlyView.A wideband tunable electrochromic device with dynamic thermal emissivity control is demonstrated. The system enables adaptive heat regulation via electrochemically modulated silver deposition, achieving efficient cooling and heating states. The flexible design ensures mechanical robustness under bending conditions, making it promising for portable and ...
Jiawei Liang +10 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
doaj +1 more source
Advanced Functional Materials, EarlyView.The negative differential resistance is exploited, using a La0.67Sr0.33MnO3 thin film network to demonstrate various neuronal functionalities of the human brain, such as leaky‐integrate‐fire and oscillatory patterns. Transmission electron microscope studies show local modification in oxygen octahedra in the network leads to co‐existing phases ...
Azminul Jaman +6 more
wiley +1 more source
Modelling the volatility of crude oil returns: Jumps and volatility forecasts
International Journal of Finance and Economics, 2020 © 2020 John Wiley & Sons, Ltd. This is the peer reviewed version of the following article: Dutta, A., Bouri, E., Roubaud, D. (2020). Modelling the volatility of crude oil returns: Jumps and volatility forecasts.
Anupam Dutta, Elie Bouri, D. Roubaud
semanticscholar +1 more source
Photoswitchable Conductive Metal–Organic Frameworks
Advanced Functional Materials, EarlyView.A conductive material where the conductivity can be modulated remotely by irradiation with light is presented. It is based on films of conductive metal–organic framework type Cu3(HHTP)2 with embedded photochromic molecules such as azobenzene, diarylethene, spiropyran, and hexaarylbiimidazole in the pores.
Yidong Liu +5 more
wiley +1 more source
"A Remark on Approximation of the Solutions to Partial Differential Equations in Finance" [PDF]
This paper proposes a general approximation method for the solution to a second-order parabolic partial differential equation(PDE) widely used in finance through an extension of Léeandre's approach(Léandre (2006,2008)) and the Bismut identiy(e.g. chapter
Akihiko Takahashi, Toshihiro Yamada
core +3 more sources
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
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
Sono‐Piezo‐Photosynthesis of Ethylene and Acetylene from Bioethanol under Ambient Conditions
Advanced Functional Materials, EarlyView.A novel sono‐piezo‐photocatalytic strategy enables the conversion of bioethanol to ethylene (C2H4) and acetylene (C2H2) under ambient conditions, addressing the limitations of conventional methods that are high‐temperature and energy‐intensive. By using an advanced graphene oxide/sodium bismuth titanate heterostructure catalyst, this work achieved ...
Yue Jiang +21 more
wiley +1 more source
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
doaj +1 more source