Results 131 to 140 of about 113,493 (310)
Realized Volatility Risk [PDF]
In this paper we document that realized variation measures constructed from high- frequency returns reveal a large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting errors in ...
David E. Allen +2 more
core
Advanced Functional Materials, EarlyView.This review maps how MOFs can manage hazardous gases by combining adsorption, neutralization, and reutilization, enabling sustainable air‐pollution control. Covering chemical warfare agent simulants, SO2, NOx, NH3, H2S, and volatile organic compounds, it highlights structure‐guided strategies that boost selectivity, water tolerance, and cycling ...
Yuanmeng Tian +8 more
wiley +1 more source
Forecasting volatility in commodity markets [PDF]
Commodity prices have historically been among the most volatile of international prices. Measured volatility (the standard deviation of price changes) has not been below 15 percent and at times has been more than 50 percent.
Claessens, Stijn +3 more
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Advanced Materials, Volume 37, Issue 13, April 2, 2025.A single object with dual properties – degradable and non‐degradable – is fabricated in a single print simply by switching the printing colors. The advanced multi‐material printing is enabled by the combination of a fully wavelength‐orthogonal photoresin and a monochromatic tunable laser printer, paving the way for precise multi‐material ...
Xingyu Wu +5 more
wiley +1 more source
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
core +3 more sources
Modelling and forecasting of Nigeria stock market volatility
Future Business JournalThis study models and forecasts the volatility of the Nigerian Stock Exchange (NSE) using advanced econometric techniques, focusing on examining the asymmetric volatility and the leverage effect. Daily data from the NSE All Share Index spanning from 30th
Olufemi Samuel Adegboyo, Kiran Sarwar
doaj +1 more source
Does idiosyncratic risk matter: another look [PDF]
We show that the equal-weighted average stock volatility analyzed by Goyal and Santa-Clara (GS, 2003) forecasts stock returns because of its co-movements with stock market volatility.
Hui Guo, Robert Savickas
core
Bioinspired Adaptive Sensors: A Review on Current Developments in Theory and Application
Advanced Materials, EarlyView.This review comprehensively summarizes the recent progress in the design and fabrication of sensory‐adaptation‐inspired devices and highlights their valuable applications in electronic skin, wearable electronics, and machine vision. The existing challenges and future directions are addressed in aspects such as device performance optimization ...
Guodong Gong +12 more
wiley +1 more source
Volatility Forecasting: Downside Risk, Jumps and Leverage Effect [PDF]
We provide new empirical evidence on volatility forecasting in relation to asymmetries present in the dynamics of both return and volatility processes. Leverage and volatility feedback effects among continuous and jump components of the S&P500 price and ...
Audrino, Francesco, Hu, Yujia
core
Strain Engineering of Magnetoresistance and Magnetic Anisotropy in CrSBr
Advanced Materials, EarlyView.Biaxial compressive strain significantly enhances magnetoresistance and critical saturation fields in thin flakes of the 2D magnet CrSBr, along all three crystallographic axes. First‐principles calculations link these effects to strain‐induced increases in exchange interactions and magnetic anisotropy.
Eudomar Henríquez‐Guerra +19 more
wiley +1 more source