Results 141 to 150 of about 1,459,377 (344)
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
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
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
Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction [PDF]
We propose a new model for multivariate forecasting which combines the Generalized Dynamic Factor Model (GDFM)and the GARCH model. The GDFM, applied to a huge number of series, captures the multivariate information and disentangles the common and the ...
Lucia Alessi +2 more
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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
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
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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General to specific modelling of exchange rate volatility : a forecast evaluation [PDF]
, 2008 The general-to-specific (GETS) methodology 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 simple
Bauwens, Luc, Sucarrat, Genaro
core +1 more source
Intelligent Acousto‐Electrical Metamaterials (IAM) for Sound Source Detection
Advanced Materials, EarlyView.Our proposed metamaterial concept enables sound source detection using a single material, in contrast to conventional arrays that require dozens or even hundreds of transducers. We show that the coupled acoustic–vibrational–electrical responses in piezoelectric metamaterials give rise to topology‐governed charge transport, producing distinct voltage ...
Victor Couëdel +7 more
wiley +1 more source
Valuing Volatility Spillovers [PDF]
forecasting, adcc, volatility spillovers ...
George Milunovich, Susan Thorp
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