Results 91 to 100 of about 1,459,377 (344)
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets [PDF]
We study the forecasting of future realized volatility in the foreign exchange, stock, and bond markets from variables in the information set, including implied volatility backed out from option prices.
Bent Jesper Christensen +2 more
core
Mechanoregulatory Effects of Cell‐Scale Microwells on Epithelial Cell Phenotype
Advanced Functional Materials, EarlyView.In small polycaprolactone microwells, A549 epithelial cells span well edges, in contrast to cells growing on flat substrates. Focal adhesion sites (yellow) concentrate at topographic boundaries, while cytoskeletal tension (magenta stress fibers) is transmitted to the nucleus (blue), reducing nuclear sphericity.
Ruiwen He +10 more
wiley +1 more source
Evaluation of Volatility Forecasts
, 2014 The modelization of risk is a hard task for many financial institutions. This explains the great interest for the volatility models during last decades. In this framework, the volatility predictions deriving from a set of models is a partly unexplored research field.
openaire +4 more sources
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 +14 more
wiley +1 more source
South African Journal of Economic and Management Sciences, 2011 Accurate modelling of volatility is important as it relates to the forecasting of Value-at-Risk (VaR). The RiskMetrics model to forecast volatility is the benchmark in the financial sector.
Lumengo Bonga-Bonga, George Mutema
doaj +1 more source
Evaluating volatility and interval forecasts
Journal of Forecasting, 1999 A widely used approach to evaluating volatility forecasts uses a regression framework which measures the bias and variance of the forecast. We show that the associated test for bias is inappropriate before introducing a more suitable procedure which is based on the test for bias in a conditional mean forecast.
openaire +3 more sources
Advanced Functional Materials, EarlyView.A Complexation‐Mediated Diffusion‐Limited Growth (CMDLG) framework is established to rationalize the anisotropic growth of lead‐free perovskites. Integrating coordination chemistry with mass transport kinetics, this study theoretically derives and experimentally validates that stable iodocuprate complexes induce a diffusion‐limited regime.
Hyunmin Lee +5 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Ferroelectric memcapacitors enable non‐volatile, voltage‐programmable capacitance tuning for adaptive electronics. A TiN/HfZrO/TiN device stack demonstrates more than eight stable capacitance states within a 24 pF memory window in compact 60 ×$\times$ 60 μm2$\umu{\rm m}^{2}$ devices at low operating voltages.
Deepika Yadav +6 more
wiley +1 more source
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures
Energies, 2019 This paper investigates the impact of jumps in forecasting co-volatility in the presence of leverage effects for daily crude oil and gold futures. We use a modified version of the jump-robust covariance estimator of Koike (2016), such that the estimated ...
Manabu Asai +2 more
doaj +1 more source
The Volatility Forecasting Power of Financial Network Analysis
Complexity, 2020 This investigation connects two crucial economic and financial fields, financial networks, and forecasting. From the financial network’s perspective, it is possible to enhance forecasting tools, since econometrics does not incorporate into standard ...
Nicolás S. Magner +3 more
doaj +1 more source