Results 151 to 160 of about 3,807,054 (238)
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX [PDF]
This paper proposes a new method for estimating continuous-time stochastic volatility (SV) models for the S&P 500 stock index process using intraday high-frequency observations of both the S&P 500 index and the Chicago Board of Exchange (CBOE) implied ...
Michael McAleer, Kosuke Oya, Isao Ishida
core
Advanced Materials, EarlyView.A dual‐timescale reservoir based on monolithically 3D (M3D)‐integrated CNT solid ion‐gated transistors is demonstrated. Tunable ionic dynamics and pulse‐engineered operation enable linear and symmetric synaptic updates. The M3D‐integrated array achieves robust temporal encoding and accurate classification of moving MNIST sequences, highlighting its ...
Haksoon Jung +9 more
wiley +1 more source
NetVIX - A Network Volatility Index of Financial Markets
, 2020 Ahelegbey DF, Giudici P.
europepmc +1 more source
A Multiple Indicators Model for Volatility Using Intra-Daily Data [PDF]
Many ways exist to measure and model financial asset volatility. In principle, as the frequency of the data increases, the quality of forecasts should improve. Yet, there is no consensus about a true' or best' measure of volatility.
Robert F. Engle, Giampiero M. Gallo
core
Advanced Materials, EarlyView.Co1/3TaS2${\rm Co}_{1/3}{\rm TaS}_{2}$ hosts a triple‐Q noncoplanar antiferromagnetic state with coexisting Z3${\rm Z}_3$ electronic nematicity. We report rotational hysteresis observed in both magnetoresistance and magnetic torque, revealing strongly pinned in‐plane weak ferromagnetic moments in the triple‐Q phase and the magnetism‐driven nature of ...
Joonyoung Choi +5 more
wiley +1 more source
Phase Engineering of Nanomaterials (PEN): Evolution, Current Challenges, and Future Opportunities
Advanced Materials, EarlyView.This review summarizes the synthesis, phase transition, advanced characterization spanning ex situ to in situ and operando techniques, and diverse applications of phase engineering of nanomaterials (PEN). It further outlines key challenges and future opportunities, such as phase stability, architecture control, and artificial intelligence (AI)‐driven ...
Ye Chen +7 more
wiley +1 more source
Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures [PDF]
In this paper we extend the univariate FIGARCH and FIAPARCH models to a bivariate framework. We estimate bivariate error correction FIGARCH and FIAPARCH models between the All Ordinaries Index and its SPI futures using constant correlation and diagonal ...
Jonathan Dark
core
Can Elastomers Combine Stiffness, Toughness and Fatigue Resistance?
Advanced Materials, EarlyView.This review studies how the molecular and macroscopic architecture of elastomers influence their mechanical properties including: stiffness, stretchability, toughness, fatigue resistance, and damping behavior. By linking the structure to performance, it proposes design principles for advanced elastomeric systems that combine mechanical properties ...
Eva Baur, Esther Amstad
wiley +1 more source
Does implied volatility reflect a wider information set than econometric forecasts? [PDF]
Much research has addressed the relative performance of option implied volatilities and econometric model based forecasts in terms of forecasting asset return volatility.
James Curchin +2 more
core
Advanced Materials, EarlyView.A novel engineering strategy that establishes material design principles for incorporating anti‐inflammatory steroids into lipid nanoparticles to reduce LNP‐induced inflammation while retaining mRNA delivery. Results are validated in vitro and in three animal models of inflammation and autoimmunity in vivo.
Ajay S. Thatte +21 more
wiley +1 more source