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 +3 more
doaj +1 more source
Can internet search queries help to predict stock market volatility? [PDF]
This paper studies the dynamics of stock market volatility and retail investor attention measured by internet search queries. We find a strong co-movement of stock market indices' realized volatility and the search queries for their names.
Dimpfl, Thomas, Jank, Stephan
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2D Magnetic and Topological Quantum Materials and Devices for Ultralow Power Spintronics
Advanced Functional Materials, EarlyView.2D magnets and topological quantum materials enable ultralow‐power spintronics by combining robust magnetic order with symmetry‐protected, Berry‐curvature‐driven transport. Fundamentals of 2D anisotropy and spin‐orbit‐coupling induced band inversion are linked to scalable growth and vdW stacking.
Brahmdutta Dixit +5 more
wiley +1 more source
Forecasting Stock Market Volatility Using CNN-BiLSTM-Attention Model with Mixed-Frequency Data
MathematicsExisting 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 information contents of vix index and range-based volatility on volatility forecasting performance of s&p 500 [PDF]
In this paper, we investigate the information contents of S&P 500 VIX index and range-based volatilities by comparing their benefits on the GJR-based volatility forecasting performance.
Jui-Cheng Hung
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Mechanoregulatory Effects of Cell‐Scale Microwells on Epithelial Cell Phenotype
Advanced Functional Materials, EarlyView.In small polycaprolactone microwells, A549 epithelial cells span well edges, in contrast to cells growing on flat substrates. Focal adhesion sites (yellow) concentrate at topographic boundaries, while cytoskeletal tension (magenta stress fibers) is transmitted to the nucleus (blue), reducing nuclear sphericity.
Ruiwen He +10 more
wiley +1 more source
Forecasting Realised Volatility using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment [PDF]
We study the modelling of large data sets of high frequency returns using a long memory stochastic volatility (LMSV) model. Issues pertaining to estimation and forecasting of datasets using the LMSV model are studied in detail.
Deo, Rohit S. +2 more
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Advanced Functional Materials, EarlyView.Molecularly engineered memristors integrating Ag nanoparticle–embedded synthetic DNA with quasi‐2D halide perovskites enable ultra‐low‐operational voltage, forming‐free resistive switching, and record‐low power density. This synergistic integration of customized DNA and 2D OHP in bio‐hybrid architecture enhances charge transport, reduces variability ...
Kavya S. Keremane +9 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 +3 more
doaj +1 more source
Stock market returns, volatility, and future output [PDF]
In this article, Hui Guo shows that, if stock volatility follows an AR(1) process, stock market returns relate positively to past volatility but relate negatively to contemporaneous volatility in Merton’s (1973) Intertemporal Capital Asset Pricing Model.
Hui Guo
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