Results 101 to 110 of about 37,989 (306)
COVID-19 fear and volatility index movements: empirical insights from ASEAN stock markets. [PDF]
Environ Sci Pollut Res Int, 2021 Sadiq M, Hsu CC, Zhang Y, Chien F.
europepmc +1 more source
The Information Content of Implied Volatility Indexes for Forecasting Volatility and Market Risk [PDF]
SSRN Electronic Journal, 2003 In this paper, we assess the efficiency, information content and unbiasedness of volatility forecasts based on the VIX/VXN implied volatility indexes, RiskMetrics and GARCHtype models at the 5-, 10- and 22-day time horizon. Our empirical application focuses on the S&P100 and NASDAQ100 indexes.
openaire +3 more sources
Advanced Functional Materials, EarlyView.Solvent vapor annealing enables kinetic control of additive‐free morphology in organic solar cells. Selective plasticization of acceptor forms an optimal fibrillar network, boosting efficiency to 19.06% (binary) and 19.75% (ternary), with ultrafast exciton dissociation and reduced recombination.
Jie Lv +20 more
wiley +1 more source
Modeling and predicting the CBOE market volatility index [PDF]
This paper performs a thorough statistical examination of the time-series properties of the market volatility index (VIX) from the Chicago Board Options Exchange (CBOE).
Marcelo Cunha Medeiros +2 more
core
Toward Fast Proton Shuttling in Acidic Oxygen Evolution Reaction
Advanced Functional Materials, EarlyView.This review establishes proton transfer dynamics as a descriptor governing acidic OER activity, moving beyond the kinetic constraints derived from the proton coupled electron transfer. We discuss how deprotonation governs classical mechanisms, including adsorbate evolution mechanism (AEM), lattice oxygen mechanism (LOM) and oxide path mechanism (OPM ...
Ashish Gaur +3 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Thermally oxidized MoS2‐based radio‐frequency switches enable a multifunctional platform that unifies broadband RF switching and in‐memory computation. The device achieves a cutoff frequency of 33.2 THz with high energy efficiency and supports hardware‐aware signal processing.
Juho Son +5 more
wiley +1 more source
Advanced Functional Materials, EarlyView.A robust plant protein adhesive was prepared by fabricating a bi‐continuous organic–inorganic hybrid structure. Compared with traditional organic–inorganic hybrid adhesives, the addition amount of inorganic phase is increased from 0.2%–3.0% to 50%, and the strength and toughness are increased by 6 and 121 times, respectively.
Zheng Liu +10 more
wiley +1 more source
Modelling illiquid volatility skews
, 2014 Includes bibliographical references.Most markets trade liquidly in options on the market index, in fact they often trade at a wide range of strike levels.
Crowther, Servaas Marcus
core
Volatility Distribution of the DJSTOXXE50 Index
Applied Economics and Finance, 2020 In this paper using data from 1995-2005 on 5-minute intraday returns, we construct a model free estimate of the daily realized volatility for the DJSTOXXE50 index. We compute the unconditional volatility distribution of the DJSTOXXE50 index by a nonparametric kernel estimation method.
openaire +2 more sources
Advanced Functional Materials, EarlyView.This work presents a programmable atomic engineering strategy for 2D materials using Å‐scale nanoreactors formed by bilayer graphene (BLG) intercalation. A new class of alkali‐iron‐chloride compounds, along with lateral heterostructures composed of monolayer alkali halides and iron chlorides, is revealed.
Haiming Sun +6 more
wiley +1 more source