Results 91 to 100 of about 37,989 (306)

ARE VOLATILITY EXPECTATIONS CHARACTERIZED BY REGIME SHIFTS? EVIDENCE FROM IMPLIED VOLATILITY INDICES [PDF]

This paper examines nonlinearities in the dynamics of volatility expectations using benchmarks of implied volatility for the US and Japanese markets. The evidence from Markov regime-switching models suggests that volatility expectations are likely to be ...
Mark J. Holmes, Nabil Maghrebi, Kazuhiko Nishina   +2 more
core  

Designed Lewis Acid–Base Passivation for High Performance Perovskite Solar Cells

Advanced Functional Materials, EarlyView.
ABSTRACT Silicon's high cost and long energy payback time remain major barriers to the global expansion of solar power. In contrast, metal–halide perovskites offer abundant, solution‐processable absorbers, and have achieved efficiencies of 25%–30%, positioning them as strong competitors to silicon.
Afna Manaf, Hiba Shahulhameed, Bhabani Sankar Swain, Shengzhong (Frank) Liu, Adel Najar   +4 more
wiley   +1 more source

Using CAViaR models with implied volatility for value-at-risk estimation

, 2013
This paper proposes VaR estimation methods that are a synthesis of conditional autoregressive value at risk (CAViaR) time series models and implied volatility.
Jeon, Jooyoung, Taylor, James
core   +1 more source

Can the Chinese volatility index reflect investor sentiment? [PDF]

Int Rev Financ Anal, 2021
Long W, Zhao M, Tang Y.
europepmc   +1 more source

Chiral Phase Change Nanomaterials

Advanced Functional Materials, EarlyView.
This work demonstrates reversible, non‐volatile phase transitions in chiral Ge2${\rm Ge}_2$Sb2${\rm Sb}_2$Te5${\rm Te}_5$ (GST) nanohelices for high‐speed optical modulation of chirality and dynamic control of the state of polarization (SOP). The chiral nanostructures are fabricated using a highly directional, wafer‐scale physical vapor deposition ...
Joshua A. Burrow, Md Shah Alam, Riad Yahiaoui, Evan M. Smith, Ryan Laing, Jules Gardener, Thomas A. Searles, Piyush J. Shah, Shivashankar Vangala, Joshua R. Hendrickson, Andrew M. Sarangan, Imad Agha   +11 more
wiley   +1 more source

The epidemic volatility index, a novel early warning tool for identifying new waves in an epidemic. [PDF]

Sci Rep, 2021
Kostoulas P, Meletis E, Pateras K, Eusebi P, Kostoulas T, Furuya-Kanamori L, Speybroeck N, Denwood M, Doi SAR, Althaus CL, Kirkeby C, Rohani P, Dhand NK, Peñalvo JL, Thabane L, BenMiled S, Sharifi H, Walter SD.   +17 more
europepmc   +1 more source

Magnetic‐Field Control of Surface States in CoFe2O4 Thin Films for Nitrate Electroreduction to Ammonia

Advanced Functional Materials, EarlyView.
Magnetic‐field‐assisted CVD of heterometallic single‐source precursors modulates thin‐film surface electronic structure and interfacial charge transfer. Field‐grown (Cobalt ferrite‐1T)CF‐1T films exhibit stabilized electronic states, lower kinetic barriers, and markedly enhanced nitrate‐to‐ammonia electrocatalysis versus (Cobalt ferrite‐0T) CF‐0T ...
Touraj Karimpour, Younes Mousazade, Simon Diel, Shilendra Kumar Sharma, Tisita Das, Nathália C. Verissimo, Thomas Fischer, Ziyaad Aytuna, Andreas Lichtenberg, Sudip Chakraborty, Marcel Risch, Sanjay Mathur   +11 more
wiley   +1 more source

Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic. [PDF]

Resour Policy, 2021
Boateng E, Adam AM, Junior PO.
europepmc   +1 more source

Electro‐Steric Ion Confinement in Polyelectrolyte Networks for Robust Nonvolatile Artificial Synapse

Advanced Functional Materials, EarlyView.
Polyelectrolyte stoichiometry governs ion transport and retention in electrolyte‐gated synaptic transistors. A PSS‐rich network creates electro‐steric ion confinement that suppresses ion back‐diffusion and stabilizes channel doping, enabling robust nonvolatile synaptic memory, linear weight updates, and low‐energy operation.
Donghwa Lee, Jinbo Kim, Myeongjin An, Jisoo Park, Junho Sung, Eunsung Hwang, Suhwan Seok, Seong‐Min Bak, Jeonghun Kim, Eunho Lee   +9 more
wiley   +1 more source

An Empirical Analysis of the Taiwan Institutional Trading Volume Volatility Spillover on Stock Market Index Return [PDF]

This paper provides interesting empirical evidence on the relation between the volatility impact effect of the Taiwan institutional trading volume and the stock market index by using the MEGARCH model. We found a significant autoregressive coefficient of
Ching-Chun Wei
core