Results 121 to 130 of about 113,493 (310)
Investigation of Swedish Krona exchange rate volatility using APARCH-Support Vector Regression
Financial InnovationThis paper investigates the daily exchange rate volatility of the Swedish krona (SEK) against the USD, EUR, GBP, and NOK over the period 2010–2023. Using asymmetric power ARCH (APARCH) models, the analysis uncovers significant differences in volatility ...
Hyunjoo Kim Karlsson, Yushu Li
doaj +1 more source
Non-Linear Markov Modelling Using Canonical Variate Analysis: Forecasting Exchange Rate Volatility [PDF]
We report on a novel forecasting method based on nonlinear Markov modelling and canonical variate analysis, and investigate the use of a prediction algorithm to forecast conditional volatility.
Alistair Mees, Berndt Pilgram
core
Frontier Advances of Emerging High‐Entropy Anodes in Alkali Metal‐Ion Batteries
Advanced Functional Materials, EarlyView.Recent advances in microscopic morphology control of high‐entropy anode materials for alkali metal‐ion batteries. Abstract With the growing demand for sustainable energy, portable energy storage systems have become increasingly critical. Among them, the development of rechargeable batteries is primarily driven by breakthroughs in electrode materials ...
Liang Du +14 more
wiley +1 more source
NoVaS Transformations: Flexible Inference for Volatility Forecasting [PDF]
In this paper we contribute several new results on the NoVaS transformation approach for volatility forecasting introduced by Politis (2003a,b, 2007).
Dimitrios D. Thomakos +1 more
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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
Advanced Functional Materials, EarlyView.Molecularly engineered memristors integrating Ag nanoparticle–embedded synthetic DNA with quasi‐2D halide perovskites enable ultra‐low‐operational voltage, forming‐free resistive switching, and record‐low power density. This synergistic integration of customized DNA and 2D OHP in bio‐hybrid architecture enhances charge transport, reduces variability ...
Kavya S. Keremane +9 more
wiley +1 more source
Value-at-risk modeling and forecasting with range-based volatility models: empirical evidence
Revista Contabilidade & FinançasThis article considers range-based volatility modeling for identifying and forecasting conditional volatility models based on returns. It suggests the inclusion of range measuring, defined as the difference between the maximum and minimum price of an ...
Leandro dos Santos Maciel +1 more
doaj +1 more source
THE INFORMATION CONTENT OF IMPLIED VOLATILITY FROM OPTIONS ON AGRICULTURAL FUTURES CONTRACTS [PDF]
Agricultural risk managers need forecasts of price volatility that are accurate and meaningful. This is especially true given the greater emphasis on firm level risk measurement and management (e.g., Value-at-Risk and Enterprise Risk Management). Implied
Manfredo, Mark R., Sanders, Dwight R.
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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