Results 71 to 80 of about 114,012 (307)
Chemoselective Sequential Polymerization: An Approach Toward Mixed Plastic Waste Recycling
Inspired by biological protein metabolism, this study demonstrates the closed‐loop recycling of mixed synthetic polymers via ring‐closing depolymerization followed by a chemoselective sequential polymerizations process. The approach recovers pure polymers from mixed feedstocks, even in multilayer formats, highlighting a promising strategy to overcome a
Gadi Slor +5 more
wiley +1 more source
The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices [PDF]
Recent developments allow a nonparametric separation of the continuous sample path component and the jump component of realized volatility. The jump component has very different time series properties than the continuous component, and accounting for ...
Bent Jesper Christensen +1 more
core
A FeN4─O/Clu@NC‐0.1Ac catalyst containing atomically‐dispersed FeN4─O sites (medium‐spin Fe2+) and Fe clusters delivered a half‐wave potential of 0.89 V for ORR and an overpotential of 330 mV at 10 mA cm−2 for OER in 0.1 m KOH. When the catalyst was used in a rechargeable Zn–air battery, a power density of 284.5 mW cm−2 was achieved with excellent ...
Yongfang Zhou +8 more
wiley +1 more source
Evaluation of Volatility Forecasts
The modelization of risk is a hard task for many financial institutions. This explains the great interest for the volatility models during last decades. In this framework, the volatility predictions deriving from a set of models is a partly unexplored research field.
openaire +4 more sources
In this strategy, a conductive nano‐probe is employed to induce nanoscale phase transitions and map the nanoscale conductivity and trap density of GST films. By utilizing the contrasting properties of phase‐change states, nano‐resonators are fabricated that exhibit plasmonic conduction and dramatically different transport characteristics.
Sunwoo Bang +4 more
wiley +1 more source
Accurate modelling of volatility is important as it relates to the forecasting of Value-at-Risk (VaR). The RiskMetrics model to forecast volatility is the benchmark in the financial sector.
Lumengo Bonga-Bonga, George Mutema
doaj +1 more source
Evaluating volatility and interval forecasts
A widely used approach to evaluating volatility forecasts uses a regression framework which measures the bias and variance of the forecast. We show that the associated test for bias is inappropriate before introducing a more suitable procedure which is based on the test for bias in a conditional mean forecast.
openaire +3 more sources
Surface Diffusion in SnTe‐PbTe Monolayer Lateral Heterostructures
The lateral heterostructures between 2D materials often suffer from the interdiffusion at the interfaces. Here, a surface diffusion mechanism is found to be dominating at the interfaces between semiconducting SnTe and PbTe monolayers. Atomically sharp interfaces can be achieved by suppressing this diffusion process. ABSTRACT The construction of complex
Jing‐Rong Ji +9 more
wiley +1 more source
Conductance‐Dependent Photoresponse in a Dynamic SrTiO3 Memristor for Biorealistic Computing
A nanoscale SrTiO3 memristor is shown to exhibit dynamic synaptic behavior through the interaction of local electrical and global optical signals. Its photoresponse depends quantitatively on the conductance state, which evolves and decays over tunable timescales, enabling ultralow‐power, biorealistic learning mechanisms for advanced in‐memory and ...
Christoph Weilenmann +8 more
wiley +1 more source
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures
This paper investigates the impact of jumps in forecasting co-volatility in the presence of leverage effects for daily crude oil and gold futures. We use a modified version of the jump-robust covariance estimator of Koike (2016), such that the estimated ...
Manabu Asai +2 more
doaj +1 more source

