Results 111 to 120 of about 37,989 (306)
, 2016 We provide empirical evidence on the patterns of intra- and inter-regional transmission of information across 10 developed and 11 emerging markets in Asia, the Americas, Europe and Africa using both stock indices and stock index futures.
Larisa Yarovaya (16655469) +8 more
core +1 more source
Advanced Functional Materials, EarlyView.A reconfigurable RRAM platform utilizing thermally pre‐formed filaments (TPFs) is developed to realize robust hardware security. By exploiting the thermodynamic stochasticity of TPFs, exceptionally reliable physically unclonable functions (PUFs) are achieved.
Seongbin Kwon +4 more
wiley +1 more source
Proxies for daily volatility [PDF]
High frequency data are often used to construct proxies for the daily volatility in discrete time volatility models. This paper introduces a calculus for such proxies, making it possible to compare and optimize them.
Robin De Vilder, Marcel P. Visser
core
Advanced Functional Materials, EarlyView.Co‐delivery of electrosprayed EDOT and oxidant enables bulk oxidative polymerization during layer‐by‐layer fabrication, creating stable, highly conductive 3D PEDOT structures. This Atomized Oxidative Polymerization (AOP) overcomes the surface deposition‐only and matrix‐limited conductivity of conventional Vapor Phase Polymerization (VPP) and PEDOT:PSS ...
Tazdik Patwary Plateau +2 more
wiley +1 more source
Double‐Interpenetrating Composite Bioink for Multi‐Component 3D Bioprinting and Biofabrication
Advanced Functional Materials, EarlyView.Marine‐polysaccharides‐derived double interpenetrating network hydrogel‐based bioink, combining the attributes of physical and ionic crosslinking, enables room‐temperature bioprinting of mechanically defined structures that can be handled and are cytocompatible.
Fabian Tribukait‐Riemenschneider +1 more
wiley +1 more source
Forecasting Stock Index Volatility: The Incremental Information in the Intraday High-Low Price Range [PDF]
We compare the incremental information content of implied volatility and intraday high-low range volatility in the context of conditional volatilityforecasts for three major market indexes: the S&P 100, the S&P 500, and the Nasdaq 100.
Charles Corrado, Cameron Truong
core
MathematicsThis paper investigates the volatility spillover effects from the crude oil market to domestic stock markets using high-frequency data. We propose an enhanced methodology, the MS-HAR-TVP model, which extends the standard HAR framework.
Haoqing Yu
doaj +1 more source
Advanced Functional Materials, EarlyView.Sulfur‐doped graphitized carbon nanofibers act as adaptive catalyst–support platforms, enabling dynamic sulfur‐mediated reconstruction and strong metal–support interactions. This unique behavior enhances catalyst stability and controls reaction pathways, achieving highly selective urea oxidation (∼92% N2) coupled with efficient hydrogen evolution ...
Melanie Guillén‐Soler +4 more
wiley +1 more source
Measuring causality between volatility and returns with high-frequency data [PDF]
, 2008 We use high-frequency data to study the dynamic relationship between volatility and equity returns. We provide evidence on two alternative mechanisms of interaction between returns and volatilities: the leverage effect and the volatility feedback ...
Taamouti, Abderrahim +2 more
core
Submicron Metasurface Reconfigured Multiband Smart Windows
Advanced Functional Materials, EarlyView.This work presents a submicron metasurface reconfigured multiband thermochromic smart window. By integrating subwavelength nanostructures into a Fabry−Perot resonator configuration, it mitigates conventional trade‐offs to simultaneously deliver high luminous transmittance and robust solar heating and radiative cooling modulation capabilities ...
Guanya Wang +8 more
wiley +1 more source