Can internet search queries help to predict stock market volatility? [PDF]
This paper studies the dynamics of stock market volatility and retail investor attention measured by internet search queries. We find a strong co-movement of stock market indices' realized volatility and the search queries for their names.
Dimpfl, Thomas, Jank, Stephan
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Photon Avalanching Nanoparticles: The Next Generation of Upconverting Nanomaterials?
Advanced Functional Materials, EarlyView.This Perspective outlines the mechanistic foundations that enable photon‐avalanche (PA) behavior in lanthanide nanomaterials and contrasts them with emerging application spaces and forward‐looking design strategies. By bridging threshold engineering, energy‐transfer dynamics, and materials engineering, we provide a coherent roadmap for advancing the ...
Kimoon Lee +7 more
wiley +1 more source
Forecasting Stock Market Volatility Using CNN-BiLSTM-Attention Model with Mixed-Frequency Data
MathematicsExisting stock volatility forecasting models predominantly rely on same-frequency market data while neglecting mixed-frequency integration and face particular challenges in incorporating low-frequency macroeconomic variables that exhibit temporal ...
Yufeng Zhang, Tonghui Zhang, Jingyi Hu
doaj +1 more source
The information contents of vix index and range-based volatility on volatility forecasting performance of s&p 500 [PDF]
In this paper, we investigate the information contents of S&P 500 VIX index and range-based volatilities by comparing their benefits on the GJR-based volatility forecasting performance.
Jui-Cheng Hung
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Single‐ and Dual‐Atom Configurations in Atomically Dispersed Catalysts for Lithium–Sulfur Batteries
Advanced Functional Materials, EarlyView.Single‐atom and dual‐atom‐based atomically dispersed catalysts (ADCs) effectively address the shuttle effect and sluggish redox kinetics in Li–S batteries. With nearly 100% atomic utilization and tunable coordination environments, ADCs enhance LiPSs adsorption, lower conversion barriers, and accelerate sulfur redox reactions.
Haoyang Xu +4 more
wiley +1 more source
Forecasting Realized Volatility by Decomposition [PDF]
Forecasts of the realized volatility of the exchange rate returns of the Euro against the U.S. Dollar obtained directly and through decomposition are compared.
Markku Lanne
core
Futures-based forecasts: How useful are they for oil price volatility forecasting?
Energy Economics, 2019 Oil price volatility forecasts have recently attracted the attention of many studies in the energy finance field. The literature mainly concentrates its attention on the use of daily data, using GARCH-type models.
Ioannis Chatziantoniou +2 more
semanticscholar +1 more source
Advanced Functional Materials, EarlyView.The citric acid/urea (CA‐Urea) precursor system offers a versatile, scalable route to carbon dots with tunable luminescence and multifunctionality. Mechanistic insights into precursor chemistry and reaction parameters have enabled doping, surface modification, and hybridization strategies, yielding CDs for luminescent devices, sensing, catalysis ...
Yupeng Liu +10 more
wiley +1 more source
Versatile HAR model for realized volatility: A least square model averaging perspective
Journal of Management Science and Engineering, 2019 A rapidly growing body of literature has documented improvements in forecasting financial return volatility measurement using various heterogeneous autoregression (HAR) type models.
Yue Qiu +3 more
doaj +1 more source
Forecasting Realised Volatility using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment [PDF]
We study the modelling of large data sets of high frequency returns using a long memory stochastic volatility (LMSV) model. Issues pertaining to estimation and forecasting of datasets using the LMSV model are studied in detail.
Deo, Rohit S. +2 more
core