Results 51 to 60 of about 37,989 (306)

PRICING OF S&P 100 INDEX OPTIONS BASED ON GARCH VOLATILITY ESTIMATES [PDF]

This paper is a contribution to the vast literature on the inefficiency in the index options markets. Previous research has found that trading based on implied volatility forecasts do not generate positive profits for the S&P 500 index options but GARCH ...
Ayla Ogus
core   +2 more sources

The Effect of Geopolitical Uncertainty and Macroeconomic Variables on JSE-Headline Indices Return Volatility

International Journal of Applied Research in Business and Management
The objective is to examine the effect of geopolitical risk and macroeconomic fundamentals on the Johannesburg Stock Exchange (JSE) headline indices return volatility.
Fabian Moodley, Babatunde Lawrence
doaj   +1 more source

Performance Analysis of Abradable Coating Systems for Aircraft Gas Turbines

Advanced Engineering Materials, EarlyView.
Three CoNiCrAlY/YSZ/MgAl2O4 abradable liner configurations on a nickel‐superalloy are evaluated by thermal‐gradient cycling and incursion tests. Laser ablation of the bondcoat and/or Y2O3‐stabilized ZrO2 (YSZ) intermediate layer increases mechanical interlocking and bonding for thick topcoats.
Hanna Heyl, Daniel Emil Mack, Martin Tandler, Susanne Schrüfer, Robert Vaßen   +4 more
wiley   +1 more source

Volatility regimes for the VIX index [PDF]

Revista de Economía Aplicada, 2011
This article presents a Markov chain framework to characterize the behavior of the CBOE Volatility Index (VIX index). Two possible regimes are considered: high volatility and low volatility. The specification accounts for deviations from normality and the existence of persistence in the evolution of the VIX index.
openaire   +1 more source

An OWA Analysis of the VSTOXX Volatility Index

International Journal of Information Technology & Decision Making
In this paper, we analyze the information value of the VSTOXX (volatility) index as a measure of risk for the European stock market. Based upon daily data from 2007 to 2023, the properties of the VSTOXX index are inspected and contrasted under various market conditions and in high- and low-volatility periods.
Luca Gambarelli, Silvia Muzzioli, Bernard De Baets   +2 more
openaire   +3 more sources

Time‐Dependent Oxidation and Scale Evolution of a Wrought Co/Ni‐Based Superalloy

Advanced Engineering Materials, EarlyView.
This study shows how a new wrought Co/Ni‐based superalloy resists oxidation at 800 ∘$^\circ$C. The oxide scale changes from rough, fast‐growing spinel to a dense, protective chromia–alumina layer. Atom probe analysis reveals tiny refractory‐rich bubbles at the interface that mark the transition to long‐term, diffusion‐controlled protection ...
Cameron Crabb, Zachary T. Kloenne, Samuel R. Rogers, Chi Hang Dominik Kwok, Mark C. Hardy, Michele S. Conroy, David Dye   +6 more
wiley   +1 more source

Back to normal? A study of the behaviour of volatility in the Indian stock market

IIMB Management Review, 2019
We study the behaviour of volatility of the Indian stock market and the impact of the global financial crisis of 2008 on the stock market using data on daily returns of the Nifty index. We make our point by proposing a new statistic called the Vol Ratio,
Lakshmi Viswanathan, S. Maheswaran
doaj   +1 more source

Soft Mechanical‐Electrical Logic Using Liquid Metal‐Filled 3D‐Printed Architectures

Advanced Engineering Materials, EarlyView.
We present 3D‐printed soft mechanical–electrical logic elements that use liquid metal–filled silicone tubes actuated by thermoplastic polyurethane/polylactic acid (TPU/PLA) architectures to produce Boolean operations. Complementary normally open and normally closed unit cells perform repeatable binary transitions and can be combined into more complex ...
Christoph Lehmann, Ryan Kalgreen, Laura M. Comella   +2 more
wiley   +1 more source

Romanian Equity Investments and Currency Risk: A Euro-Based Perspective

Studies in Business and Economics, 2021
This paper assesses the benefits and risks of international investments made on the Romanian stock market, from the perspective of euro-based investors.
Radu loana, Horobet Alexandra, Belascu Lucian   +2 more
doaj   +1 more source

Encyclopedia of 2D β′‐In2Se3 Growth Using Chemical Vapor Deposition: The Effects of Synthesis Parameters Onto Material Quality

Advanced Engineering Materials, EarlyView.
A distinct semi‐confined inner‐tube chemical vapor deposition geometry enables reproducible, large‐area growth of phase‐pure 2D β′‐In2Se3 from InI + Se precursors. Engineering local vapor transport and optimizing precursor delivery and temperature–time conditions yield uniform continuous films.
Dasun P. W. Guruge, P. Sanju S. Panawala, Joseph F. S. Fernando, Zhenhuan Chen, Chao Zhang, Dong‐Chen Qi, Liangzhi Kou, Konstantin L. Firestein, Dmitri V. Golberg   +8 more
wiley   +1 more source