Results 81 to 90 of about 25,615 (257)
Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think [PDF]
We propose using the price range, a recently-neglected volatility proxy with a long history in finance, in the estimation of stochastic volatility models.
Michael W. Brandt +2 more
core
Advanced Science, EarlyView.Nanomaterials offer dual applications in allergy management. For diagnosis, nanomaterials enhance analytical sensitivity and improve detection in specific IgE and functional assays such as the basophil activation test (BAT). For allergen‐specific immunotherapy, nanomaterials enable allergen masking and controlled release, and effectively modulate the ...
Madiha Habib +8 more
wiley +1 more source
Electoral volatility and political finance regulation in Colombia
Colombia Internacional, 2018 This article examines the relationship between electoral volatility and political finance regulation in Colombia. The author argues that recent political finance reforms in this country (e.g. changes in regulation of campaign donations, campaign spending, and public funding provisions) are strategic responses to high electoral volatility.
openaire +4 more sources
FX volatility smile construction [PDF]
The foreign exchange options market is one of the largest and most liquid OTC derivative markets in the world. Surprisingly, very little is known in the academic literature about the construction of the most important object in this market: The implied ...
Reiswich, Dimitri, Wystup, Uwe
core
Polarization Dynamics in Ferroelectrics: Insights Enabled by Machine Learning Molecular Dynamics
Advanced Science, EarlyView.Machine learning molecular dynamics is presented as a route to capture polarization switching, domain wall kinetics, topological polar textures, and polar mechanical coupling beyond the limits of conventional atomistic methods. This Perspective surveys recent progress and identifies key methodological directions, including long‐range electrostatics ...
Dongyu Bai +3 more
wiley +1 more source
Spillover Effects of Cryptocurrency Volatility on Green Finance
Engineering EconomicsThis study investigates the risk spillover between clean and dirty cryptocurrencies and their impact on green finance indexes (solar, wind, and nuclear energy) and regional economic indexes (Baltic Dry Index and CRB Index), with data processed using the diagonal BEKK model. The results identify several dirty cryptocurrencies such as: Ethereum Cash (ETC)
Iulia Cristina Iuga +2 more
openaire +1 more source
Advanced Science, EarlyView.Correcting the apparent priming effect resolves systematic biases in Asian rice fertilizer nitrogen accounting. Net soil retention drops below 7%, while 48% of fertilizer escapes, inflicting US$98.53 billion in annual reactive‐nitrogen damages. High‐resolution mapping uncovers N‐risk archetypes across 42% of the rice area, delivering a spatially ...
Xiuyun Liu +5 more
wiley +1 more source
Advanced Science, EarlyView.Under 660 nm visible light, Ru NCs efficiently photocatalyze nitrate‐to‐ammonium conversion and modulate oral nitrogen metabolism. They precisely perturb Veillonella parvula, block its key support to Porphyromonas gingivalis, and exert an “inhibiting without killing” antivirulence effect.
Jing Zhou +10 more
wiley +1 more source
Proxies for daily volatility [PDF]
High frequency data are often used to construct proxies for the daily volatility in discrete time volatility models. This paper introduces a calculus for such proxies, making it possible to compare and optimize them.
Robin De Vilder, Marcel P. Visser
core
Advanced Science, EarlyView.Rational engineering of terminal substituents in symmetric azobenzene‐based molecules enables precise control over conformationally coupled charge‐transfer processes. This design yields tunable nonvolatile resistive memory behaviors, ranging from write‐once‐read‐many‐times (WORM) to rewritable switching.
Yanze Liu +11 more
wiley +1 more source