Results 131 to 140 of about 507,052 (301)
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence [PDF]
Recent theoretical work has revealed a direct connection between asset return volatility forecastability and asset return sign forecastability. This suggests that the pervasive volatility forecastability in equity returns could, via induced sign ...
Yiu Kuen Tse +4 more
core +4 more sources
An Adaptive Inhibitory WSe2 Transistor for Retinomorphic In‐Sensor Image Processing
Advanced Functional Materials, EarlyView.Conventional retinomorphic devices typically require deliberate gate‐bias tuning for each illumination condition. In this paper, we demonstrate an adaptive inhibitory WSe2 transistor that uses photo‐induced regime shift between the subthreshold and accumulation modes to achieve decision‐free, intensity‐adaptive image processing within a single pixel ...
Juhwan Baek +12 more
wiley +1 more source
Consistent ranking of multivariate volatility models [PDF]
A large number of parameterizations have been proposed to model conditional variance dynamics in a multivariate framework. This paper examines the ranking of multivariate volatility models in terms of their ability to forecast out-of-sample conditional ...
ROMBOUTS, Jeroen V.K. +2 more
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Advanced Functional Materials, EarlyView.Nitride MXenes remain constrained by a persistent gap between computational prediction and experimental realization. This Review identifies the thermodynamic, kinetic, and chemical barriers limiting their synthesis, critically evaluates emerging fabrication routes, and proposes a multidimensional computational‐experimental framework to accelerate the ...
Naresh Varnakavi, Masoud Soroush
wiley +1 more source
Modelling daily value-at-risk using realized volatility and arch type models [PDF]
In this paper we show how to compute a daily VaR measure for two stock indexes (CAC40 and SP500) using the one-day-ahead forecast of the daily realized volatility.
Giot,Pierre, Laurent,Sebastien
core
Advanced Functional Materials, EarlyView.Controlled carbonization of an Al‐MOF partially decomposes its linkers, exposing coordinatively unsaturated Al centers within an oxide/carbon composite. The resulting Lewis acid sites, rather than surface area, govern organochlorine capture: the composite removes chemically diverse organochlorines from waste plastic pyrolysis oil, outperforms a ...
Seong Cheon Kim +6 more
wiley +1 more source
Learning and Time-Varying Macroeconomic Volatility [PDF]
This paper presents a DSGE model in which agents' learning about the economy can endogenously generate time-varying macroeconomic volatility. Economic agents use simple models to form expectations and need to learn the relevant parameters.
Fabio Milani
core
Predicting Implied Volatility in the Commodity Futures Options Markets
The International Journal of Banking and Finance, 2003 Both academics and practitioners have a substantial interest in understanding interest in understanding patterns in implied volatility that are recoverable from commodity futures option.
Stephen Ferris, Weiyu Guo, Tie Su
doaj
Advanced Healthcare Materials, EarlyView.Engineered red blood cell‐derived extracellular vesicles (eRBCEVs) are synthesized via controlled microfluidic assembly from native RBC lipids, enabling tunable encapsulation of proteins, nucleic acids, nanoparticles, and viral vectors. The platform demonstrates reproducible nanoscale architecture, preserved membrane composition, and functional cargo ...
Chiranth K. Nagaraj +23 more
wiley +1 more source
Parametric inference and forecasting in continuously invertible volatility models [PDF]
We introduce the notion of continuously invertible volatility models that relies on some Lyapunov condition and some regularity condition. We show that it is almost equivalent to the volatilities forecasting efficiency of the parametric inference approach
Cai, Sixiang, Wintenberger, Olivier
core