Results 131 to 140 of about 583,999 (299)
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting [PDF]
The paper examines empirical returns from holding thirty- and ninety-day call and put positions, and the forecasting performance of implied volatility in the live and feeder cattle options markets.
Brittain, Lee +2 more
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Volatility and VaR Forecasting in the Madrid Stock Exchange
, 2008 This paper provides an empirical study to assess the forecasting performance of a wide range of models for predicting volatility and VaR in the Madrid Stock Exchange. The models performance was measured by using different loss functions and criteria. The
Ñíguez, T.M.
core +1 more source
Thickness‐Defined Transport Regime Toward Near‐Ideal Area‐Type Switching
Advanced Materials, EarlyView.By thinning the oxide layer, memristors pass from diode‐like and battery‐effect‐dominated behavior toward eventual short‐circuit failure. Within the intermediate 5–6 nm window, they reach a near‐ideal analog area‐type switching regime, featuring symmetric hysteresis, area‐dependent conductance, and continuous linear programming of HRS and LRS with ...
Cuo Wu +12 more
wiley +1 more source
Synthesis of Ti2B2Clx MBenes in Molten Salts From Theoretical and Experimental Perspectives
Advanced Materials, EarlyView.By integrating a theoretical framework with experiments, Ti2InB2 was selectively etched with ZnCl2 to produce a multilayer (ml) Ti2B2Clx MBene. The In atoms are completely removed, with simultaneous incorporation of chlorine surface terminations. in situ x‐ray diffraction indicates a direct biphasic transformation from Ti2InB2 to ml‐MBene, with no ...
Rodrigo M. Ronchi +15 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
Assessing Volatility Forecasting Models: Why GARCH Models Take the Lead [PDF]
The paper provides a critical assessment of the main forecasting techniques and an evaluation of the superiority of the more advanced and complex models.
Matei, Marius
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Photocatalytic Water Splitting on the Lunar Surface: Prospects for In Situ Resource Utilization
Advanced Materials Interfaces, EarlyView.Water has been found in craters on the moon nearby locations which are illuminated >80% of the time. Photocatalysis uses energy from sunlight to drive chemical reactions such as water splitting to produce oxygen and hydrogen. It is a scalable technology that requires lighter equipment and utilizes resources available on the moon. ABSTRACT The discovery
Ranjani Kalyan +6 more
wiley +1 more source
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
STOCK MARKET VOLATILITY AND THE FORECASTING ACCURACY OF IMPLIED VOLATILITY INDICES [PDF]
This study develops a new model-free benchmark of implied volatility for the Japanese stock market similar in construction to the new VIX based on the S&P 500 index.
Moo-Sung KIM +2 more
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