Results 111 to 120 of about 552,350 (298)
Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information [PDF]
Most asset returns exhibit high volatility and its persistence. Heuristically, this paper focuses on the role of surprising information in high volatility processes and indicates that dismissing surprising information may lead to considerable loss in ...
Beum-Jo Park
core
Advanced Healthcare Materials, EarlyView.Using pixel‐aware digital light processing, the authors created high‐resolution, dissolvable microneedles from a PEGDA/VP matrix. These microneedles encapsulate curcumin and 5‐fluorouracil and dissolve in the skin, co‐delivering drugs directly to tumours.
Rutuja N. Meshram, Dimitrios A. Lamprou
wiley +1 more source
Data-driven adaptive hybrid models for exchange rate return forecasting
Frontiers in Big DataBackgroundExchange-rate return forecasting is challenging because financial time series may exhibit linearity, nonlinearity, regime-switching behavior, and volatility.
Olumide Sunday Adesina +1 more
doaj +1 more source
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 +2 more
openaire +2 more sources
Modeling and Forecasting Volatility in Indian Capital Markets [PDF]
Various volatility estimators and models have been proposed in the literature to measure volatility of asset returns. In this paper, we compare empirical performance of various unconditional volatility estimators and conditional volatility models (GARCH ...
Pandey, Ajay
core
Advanced Healthcare Materials, EarlyView.Silicone breast implants are presented as a model system for understanding polymer permeation in vivo. Rather than representing material failure, “gel bleed” emerges from solution–diffusion transport‐mediated. By integrating polymer architecture, physicochemical transport, and biointerfacial processes, this review provides a unified framework that ...
D. Bouyer +12 more
wiley +1 more source
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
alessiounisa/Deep-Learning-for-Volatility-Forecasting: Datasets
, 2019 Data for the Deep Learning for Volatility Forecasting research ...
alessiounisa
core +1 more source
Advanced Healthcare Materials, EarlyView.Conventional therapies suffer from poor blood–brain barrier (BBB) penetration and disordered ion/reactive oxygen species (ROS) homeostasis, hindering precise neurological treatment. Electrochemical strategies achieve accurate spatiotemporal regulation of neural homeostasis.
Xiaokang Hu +5 more
wiley +1 more source
Is Stock Price Volatility A Risk? : An Evaluation Review [PDF]
International Journal of Management, Accounting and Economics, 2019 Price volatility presents the investor possibilities and opportunities to buy securities at cheap prices and then sell it when they are overpriced, resulting in a profit at the end of the day.
Rabia Qammar, Rana Zain-Ul-Abidin
doaj