Results 71 to 80 of about 5,992 (265)

Volatility forecasting and value-at-risk estimation in emerging markets: the case of the stock market index portfolio in South Africa

South African Journal of Economic and Management Sciences, 2011
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

Beyond Presumptions: Toward Mechanistic Clarity in Metal‐Free Carbon Catalysts for Electrochemical H2O2 Production via Data Science

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, Hsi‐wen Wu, Xiao Wang, Jie Zhang   +3 more
wiley   +1 more source

Forecasting Stock Market Volatility Using CNN-BiLSTM-Attention Model with Mixed-Frequency Data

Mathematics
Existing stock volatility forecasting models predominantly rely on same-frequency market data while neglecting mixed-frequency integration and face particular challenges in incorporating low-frequency macroeconomic variables that exhibit temporal ...
Yufeng Zhang, Tonghui Zhang, Jingyi Hu
doaj   +1 more source

The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures

Energies, 2019
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, Rangan Gupta, Michael McAleer   +2 more
doaj   +1 more source

The Volatility Forecasting Power of Financial Network Analysis

Complexity, 2020
This investigation connects two crucial economic and financial fields, financial networks, and forecasting. From the financial network’s perspective, it is possible to enhance forecasting tools, since econometrics does not incorporate into standard ...
Nicolás S. Magner, Jaime F. Lavin, Mauricio A. Valle, Nicolás Hardy   +3 more
doaj   +1 more source

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, Alejandro Orellana‐Silla, Marta Galbiati, Efrén Navarro‐Moratalla, Luca Braglia, Sara Stolfi, José Antonio Real, Víctor Rubio‐Giménez, Sergio Tatay, Carlos Martí‐Gastaldo   +9 more
wiley   +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

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, Haotian Lu, Jiayan Zhang, Desheng Yao, Ananya Bhardwaj, Ramiro Contreras, Karim Sabra, Xiaoyu (Rayne) Zheng   +7 more
wiley   +1 more source

Versatile HAR model for realized volatility: A least square model averaging perspective

Journal of Management Science and Engineering, 2019
A rapidly growing body of literature has documented improvements in forecasting financial return volatility measurement using various heterogeneous autoregression (HAR) type models.
Yue Qiu, Xinyu Zhang, Tian Xie, Shangwei Zhao   +3 more
doaj   +1 more source

A Cu‐Based Near‐IR Active MOF with an Ion‐Pair Guest Exhibiting Versatile and Selective Gas‐Solid Reactivity

Advanced Materials, EarlyView.
The new Cu‐containing MOF (Me2NH2)(CuICl2)@[Cu4(INA)4Cl2O]·1.5dmf (3) contains a cation and an anion as guests and shows UV‐near‐mid‐IR absorption and near‐IR emission. MOF 3 shows gas‐solid reactivity in the presence of NH3 and HCOOH to yield two new 3D MOF.
Rajat Saha, Alejandro Cortés‐Villena, Silvia Gómez‐Coca, Alberto Fernández‐Alarcón, Joaquín Calbo, Raquel E. Galian, Enrique Ortí, Eliseo Ruiz, Mónica Giménez‐Marqués, Samia Benmansour, Carlos J. Gómez‐García   +10 more
wiley   +1 more source