Results 51 to 60 of about 3,807,054 (238)
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
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Using CAViaR models with implied volatility for value-at-risk estimation [PDF]
, 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
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Advanced Engineering Materials, EarlyView.Geometrical modifications on nitrocellulose membranes can result in observable differences in signal intensity relative to a reference membrane (top and bottom left). Using two reference experiments, we have developed a theoretical model that can reproduce the experimentally observed flow changes and provide information on membrane parameters, e.g ...
Maria Dimaki +2 more
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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 +2 more
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Advanced Engineering Materials, EarlyView.Enhancing ultrasound transmission through an aberration layer exhibiting mismatched impedance with the surrounding medium possesses great implications in imaging and treatment. In this study, we show that a space‐coiling acoustic metamaterial with judiciously tailored structural profile can help improve impedance matching.
Maral Ghanami +4 more
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Dynamics effect of volatility index, interest rates, and commodity prices on Indonesian bond yields
Jurnal Ekonomi & Studi PembangunanSeveral factors influence the movements and dynamics of bond yields in financial markets. The determination of monetary policy, specifically the decisions regarding interest rates made by central banks, is a critical factor.
Susilo Nur Aji Cokro Darsono +4 more
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Modeling Volatility for Conventional and Islamic Stock Market Indices
JISR Management and Social Sciences & Economics, 2016 This study aims to investigate the volatility between Conventional and Islamic stock market by deploying Autoregressive Conditional Heteroskedastic (ARCH) model and Generalized ARCH (GARCH) models along with their variants, Power ARCH (PARCH), Threshold ...
Farhan Ahmed, Iqra Awais, Anjum Pervaiz
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Adaptive Foam 3D Printing of Ultralight and Multifunctional Materials
Advanced Engineering Materials, EarlyView.Adaptive foam 3D printing, enabled by expandable microspheres, imparts cellular structures to thermoplastic and thermosetting polymers, manufactured through a variety of processes including fused filament fabrication, direct ink writing, digital light processing, and inkjet printing.
Nariman Rajabifar, Amir Ameli
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Self‐Cleaning Sensor Surfaces for Long‐Term Environmental Monitoring
Advanced Engineering Materials, EarlyView.Long‐term use of unattended outdoor sensors without soiling or biofouling is achieved through generation of a micro‐ and nanorough cuvette surface by combing hydrophobic nanoparticles with fluorinated polymers, crosslinked and surface‐attached through CHic chemistry. The coating demonstrates self‐cleaning behavior and prolonged outdoor stability, which
Sanam Kumari Rajak +4 more
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Cogent Economics & FinanceThis study initially analyses the connectedness among five indexes representing five asset classes: equities, bonds, commodities, currencies, and housing prices.
Nilotpal Sarma, Prabina Rajib
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