Results 111 to 120 of about 507,052 (301)

Implied Volatility Indices and Volatility Forecasting

, 2016
This thesis consists of two articles that study volatility forecasts and the value of implied volatility indices. In the first paper, we construct implied volatility indices for all stocks in the Dow Jones Industrial Average Index, and study how they can improve volatility forecasts for the individual stocks.
Guttormsen, Haakon Johnsrud, Bugge, Sebastian Andersen, Ringdal, Martin   +2 more
openaire   +2 more sources

Pressure‐Assisted Dimensional Transformation of 2D Hydrogenated Borophene into 0D Boron Quantum Dots

Advanced Functional Materials, EarlyView.
Hydrogenated borophene (HB) is transformed into distinct boron nanostructures through a solvent‐free thermal process. Under flowing nitrogen, hydrogen escape promotes reconstruction into B2O3 nanoplatelets, whereas hydrogen‐induced pressure under sealed conditions facilitates fragmentation into boron quantum dots.
Ozden Gunes Yildiz, Ramin Yazdaanpanah, Yongfeng Guo, Pouriya Naziri, Sachin Kulkarni, Martina Mercurio, Maria Cristina Larciprete, Ilaria Fratoddi, Paul Simon, Wan‐Lu Li, Koray Aydin, Umut Aydemir   +11 more
wiley   +1 more source

Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure [PDF]

This paper decomposes volatility proxies according to upward and downward price movements in high-frequency financial data, and uses this decomposition for forecasting volatility.
Visser, Marcel P.
core  

Evaluating volatility forecasts, A study in the performance of volatility forecasting methods

, 2023
In this thesis, the foundations of evaluating the performance of volatility forecasting methods are explored, and a mathematical framework is created to determine the overall forecasting performance based on observed daily returns across multiple financial instruments.
openaire   +1 more source

High‐Efficiency Deep Blue Single‐Gaussian Europium(II) Emitters and Their Emitter‐Host Interactions

Advanced Functional Materials, EarlyView.
Crown‐ether ligands and carborate anions enable vacuum‐processable Eu(II) emitters with efficient single‐Gaussian deep‐blue luminescence. Combined photophysical and computational analyses reveal that excited‐electron confinement and steric shielding of the europium center jointly govern compatibility with OLED host materials, establishing molecular ...
Mahmoud Soleimani, Paulius Imbrasas, Jan‐Michael Mewes, Felix Kaden, Stephanie Anna Buchholtz, Karl Leo, Sebastian Schellhammer, Carsten Rothe, Sebastian Reineke   +8 more
wiley   +1 more source

Forecasting Corn Futures Volatility in the Presence of Long Memory, Seasonality and Structural Change [PDF]

Price volatility in the corn market has changed considerably globalization and stronger linkages to the energy complex. Using data from January 1989 through December 2009, we estimate and forecast the volatility in the corn market using futures daily ...
Garcia, Philip, Wang, Xiaoyang
core  

Enhanced Ferroelectric Phase Formation via Local Structure Modification in the Pre‐Crystalline State of Hafnium Zirconium Oxide Thin Films

Advanced Functional Materials, EarlyView.
Hafnium zirconium oxide thin films are grown using plasma‐enhanced atomic layer deposition with the addition of an atomic layer annealing (ALA) step. ALA leads to a change in the short‐range structure of the deposit and encourages formation of the ferroelectric Pca21 phase. The result is wake‐up‐free performance with films exposed to ALA.
Nicolas K. Lam, Gerald R. Bejger, Waseem A. Wani, Kristina M. Holsgrove, Andrew N. Titus, Niyorjyoti Sharma, Shihao Wang, Keithen Orson, Megan K. Lenox, Liron Shvilberg, Yong Kyu Choi, Ian A. Brummel, Benjamin L. Aronson, Petra Reinke, Quentin Ramasse, Amit Kumar, Brian J. Rodriguez, Christina M. Rost, Jon F. Ihlefeld   +18 more
wiley   +1 more source

Return and Volatility Spillovers among the East Asian Equity Markets [PDF]

This article examines the extent of contagion and interdependence across the East Asian equity markets since early 1990s and compares the ongoing crisis with earlier episodes.
Kamil Yilmaz
core  

Advances in Solution‐Processed Textile Triboelectric Nanogenerators: Ink Formation, Processing Strategies, Applications, and Challenges

Advanced Functional Materials, EarlyView.
Advanced ink systems for solution‐processed textile triboelectric nanogenerators are systematically summarized, spanning conductive, tribo‐negative, and tribo‐positive layers. By connecting ink chemistry, deposition methods, and device function, the present review reveals the key governing principles of solution development and highlights practical ...
Xinlong Sun, Stephen Beeby
wiley   +1 more source

Electrically Induced Phase Transition and Synaptic Functionality in MoTe2/Graphene Memristors

Advanced Functional Materials, EarlyView.
An electrically induced reversible 2H ↔ 1T′ phase transition is demonstrated in a vertical Au/Ti/MoTe2/graphene memristor with a laterally contacted graphene electrode. Resistive switching proceeds through a compositionally invariant amorphous/2H ↔ amorphous/1T′ transformation, in which a self‐formed amorphous MoTe2 interfacial region is proposed to ...
Chien‐Hua Wang, Mu‐Pai Lee, Jhen‐Dong Tsai, Liang‐Ying Hsieh, Jui‐Yuan Chen, Chun‐Wei Huang, Yen‐Fu Lin, Wen‐Wei Wu   +7 more
wiley   +1 more source