Results 141 to 150 of about 113,493 (310)
Forecasting stock market volatility with macroeconomic variables in real time [PDF]
We compared forecasts of stock market volatility based on real-time and revised macroeconomic data. To this end, we used a new dataset on monthly real-time macroeconomic variables for Germany. The dataset covers the period 1994-2005.
Döpke, Jörg +2 more
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Linear State Models for Volatility Estimation and Prediction [PDF]
, 2006 This report covers the important topic of stochastic volatility modelling with an emphasis on linear state models. The approach taken focuses on comparing models based on their ability to fit the data and their forecasting performance.
Date, P, Hawkes, R
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Advanced Materials, EarlyView.Transition metal oxy/carbo‐nitrides show great promise as catalysts for sustainable processes. A Mn‐Mo mixed‐metal oxynitride attains remarkable performance for the direct synthesis of acetonitrile, an important commodity chemical, via sequential C─N and C─C coupling from syngas (C1) and ammonia (N1) feedstocks.
M. Elena Martínez‐Monje +7 more
wiley +1 more source
Extended-horizon realized volatility forecasting using state space models
Systems and Soft ComputingVolatility forecasting is vital for financial risk management and decision-making, yet it remains challenging due to the heteroscedastic, nonlinear, and multi-scale nature of financial time series.
Koushik Bera, N. Selvaraju
doaj +1 more source
FORECASTING DAILY VOLATILITY USING RANGE-BASED DATA [PDF]
Users of agricultural markets frequently need to establish accurate representations of expected future volatility. The fact that range-based volatility estimators are highly efficient has been acknowledged in the literature.
Roberts, Matthew C., Wang, Yuanfang
core +1 more source
Advanced Materials, EarlyView.Metal‐free carbon catalysts enable the sustainable synthesis of hydrogen peroxide via two‐electron oxygen reduction; however, active site complexity continues to hinder reliable interpretation. This review critiques correlation‐based approaches and highlights the importance of orthogonal experimental designs, standardized catalyst passports ...
Dayu Zhu +3 more
wiley +1 more source
General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation [PDF]
The general-to-specific (GETS) approach to modelling is widely employed in the modelling of economic series, but less so in financial volatility modelling due to computational complexity when many explanatory variables are involved. This study proposes a
Genaro, SUCARRAT, Luc, BAUWENS
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Solvent‐Free Thermal Defect Engineering in Molecular Frameworks With Volatile Linkers
Advanced Materials, EarlyView.Thermal removal of neutral volatile linkers enables precise and solvent‐free generation of metal vacancies in MOFs. This strategy affords redox‐stable, coordinatively unsaturated FeII sites with tunable spin, ligand coordination, and catalytic behavior. The approach offers a general route to design defect‐functional materials through local coordination
Sonia Martínez‐Giménez +9 more
wiley +1 more source
What does financial volatility tell us about macroeconomic fluctuations? [PDF]
This paper provides an extensive analysis of the predictive ability of financial volatility measures for economic activity. We construct monthly measures of aggregated and industry-level stock volatility, and bond market volatility from daily returns. We
Chauvet, Marcelle +2 more
core +1 more source
Mesoporous Silica Nanoparticles in Biomedicine: Advances and Prospects
Advanced Materials, EarlyView.Mesoporous silica nanoparticles offer unique properties like high surface area, tunable pores, and functionalization. They excel in drug delivery, tissue engineering, and stimuli‐responsive therapies, enabling targeted and controlled treatments. With roles in cancer therapy and diagnostics, their clinical translation requires addressing challenges in ...
Miguel Manzano, María Vallet‐Regí
wiley +1 more source