Results 61 to 70 of about 507,052 (301)

General to specific modelling of exchange rate volatility : a forecast evaluation [PDF]

The general-to-specific (GETS) methodology is widely employed in the modelling of economic series, but less so in financial volatility modelling due to computational complexity when many explanatory variables are involved.
Genaro Sucarrat, Luc Bauwens
core  

Control of Polarization and Polar Helicity in BiFeO3 by Epitaxial Strain and Interfacial Chemistry

Advanced Functional Materials, EarlyView.
In BiFeO3 thin films, the interplay of interfacial chemistry, electrostatics, and epitaxial strain is engineered to stabilize homohelicity in polarization textures at the domain scale. The synergistic use of a Bi2O2‐terminated Aurivillius buffer layer and a highly anisotropic compressive epitaxial strain offers new routes to control the polar‐texture ...
Elzbieta Gradauskaite, Lilia Huynh, Natascha Gray, Quintin N. Meier, Marta D. Rossell, Morgan Trassin   +5 more
wiley   +1 more source

HISTORICAL AND IMPLIED VOLATILITIES: A REVIEW OF METHODOLOGY

Quantitative Methods in Economics, 2013
Volatility is a subject of numerous studies. Many of them focus on predictive power of different sources of volatility. Most often, the Black Scholes implied volatility is believed to outperform historical volatility, although some research demonstrates ...
Monika Krawiec
doaj  

Intermediate Resistive State in Wafer‐Scale Vertical MoS2 Memristors Through Lateral Silver Filament Growth for Artificial Synapse Applications

Advanced Functional Materials, EarlyView.
In MOCVD MoS2 memristors, a current compliance‐regulated Ag filament mechanism is revealed. The filament ruptures spontaneously during volatile switching, while subsequent growth proceeds vertically through the MoS2 layers and then laterally along the van der Waals gaps during nonvolatile switching.
Yuan Fa, Milan Buttberg, Ke Ran, Rana Walied Ahmad, Dennis Braun, Lukas Völkel, Jimin Lee, Sofía Cruces, Bart Macco, Bárbara Canto, Holger Lerch, Thorsten Wahlbrink, Holger Kalisch, Michael Heuken, Andrei Vescan, Joachim Mayer, Zhenxing Wang, Ilia Valov, Stephan Menzel, Max C. Lemme   +19 more
wiley   +1 more source

Forecasting exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach

Scientific African
The study examines the power of monetary fundamentals (interest rate and money supply growth) in forecasting daily exchange rate volatility in South Africa and Nigeria.
Patience Eyo Eniayewu, Gideon Tukura Samuel, Jeremiah Dandaura Joshua, Bazitei Tuapreghe Samuel, Bishara Saidu Dogo, Umar Yusuf, Rosemond Onyinye Ihekuna, Chioma Reacheal Mevweroso   +7 more
doaj   +1 more source

Volatility Forecast Comparison Using Imperfect Volatility Proxies [PDF]

SSRN Electronic Journal, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +3 more sources

Optoelectronic Synaptic Devices Using Molecular Telluride Phase‐Change Inks for Three‐Factor Learning

Advanced Functional Materials, EarlyView.
Optoelectronic synaptic devices based on solution‐processed molecular telluride GST‐225 phase‐change inks are demonstrated for three‐factor learning. A global optical signal broadcast through a silicon waveguide induces non‐volatile conductance updates exclusively in locally electrically flagged memristors.
Kevin Portner, Dhananjeya Kumaar, Giacomo Torti, Killian Keller, Till Zellweger, Florian M. Schenk, Christoph Weilenmann, Daniel Chelladurai, Vara Prasad Jonnalagadda, Ghazi Sarwat Syed, Vanessa Wood, Jürg Leuthold, Alexandros Emboras, Maksym Yarema, Mathieu Luisier   +14 more
wiley   +1 more source

Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures? [PDF]

This paper presents a comprehensive empirical evaluation of option-implied and returns-based forecasts of volatility, in which recent developments related to the impact on measured volatility of market microstructure noise are taken into account.
Gael M. Martin, Andrew Reidy, Jill Wright   +2 more
core  

Forecasting Volatility of Dhaka Stock Exchange: Linear Vs Non-linear models

International Journal of Science and Engineering, 2012
Prior information about a financial market is very essential for investor to invest money on parches share from the stock market which can strengthen the economy.
Masudul Islam, Lasker Ershad Ali, Nahida Afroz   +2 more
doaj   +1 more source

Infectious Diseases, Market Uncertainty and Oil Market Volatility

Energies, 2020
We examine the predictive power of a daily newspaper-based index of uncertainty associated with infectious diseases (EMVID) for oil-market volatility.
Elie Bouri, Riza Demirer, Rangan Gupta, Christian Pierdzioch   +3 more
doaj   +1 more source