Advanced Functional Materials, EarlyView.Ferroelectric tunnel junction devices based on epitaxial undoped ferroelectric HfO2 films demonstrate stable switching endurance of over 106 switching cycles, low write voltages of ±3 V, 16 measured resistance states, and neuromorphic capability.
Markus Hellenbrand +13 more
wiley +1 more source
BITCOIN SENTIMENT INDEX AND STOCK MARKET RETURNS
Pakistan Journal of Applied EconomicsPredictions regarding returns and price movements in financial markets can be made using online search engines, which track the sentiments of individual investors.
Najma Ali SOOMRO +2 more
doaj
STOCK MARKET VOLATILITY AND THE FORECASTING ACCURACY OF IMPLIED VOLATILITY INDICES [PDF]
This study develops a new model-free benchmark of implied volatility for the Japanese stock market similar in construction to the new VIX based on the S&P 500 index.
Moo-Sung KIM +2 more
core
Market risk and the concept of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets [PDF]
, 1999 This paper proposes an unobserved fundamental component of volatility as a measure of risk. This concept of fundamental volatility may be more meaningful than the usual measures of volatility for market regulators.
Satchell, S. (Stephen), Hwang, Soosung
core
Advanced Functional Materials, EarlyView.Significant nanoscale oxygen diffusion coefficient variations are measured in ferroelectric hafnium zirconium oxide films with grain boundaries and electrode interfaces exhibiting values 104 times larger than the grain cores. Overall coefficients are 10X larger for films prepared with metal nitride electrodes compared to refractory metals. New insights
Liron Shvilberg +6 more
wiley +1 more source
Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis [PDF]
We use a multivariate generalized autoregressive heteroskedasticity model (M-GARCH) to examine three stock indexes and their associated futures prices: the New York Stock Exchange Composite, Standard and Poor's 500, and Toronto 35.
Lucy F. Ackert, Marie D. Racine
core
Intra- and Inter-regional Return and Volatility Spillovers across Emerging and Developed Markets: Evidence from Stock Indices and Stock Index Futures [PDF]
, 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
Historical Foundation and Practical Guideline for Ferroelectric Switching Kinetic Studies
Advanced Functional Materials, EarlyView.The P and U pulses in the conventional PUND measurements are not identical because of the interplay between switching current and the measurement circuit components. This circuit effect can lead to a shift in polarization transients and misinterpreted physics in the switching kinetics.
Yi Liang, Pat Kezer, John T. Heron
wiley +1 more source
Constructing volatility surfaces for managed funds [PDF]
, 2014 Includes bibliographical referencesIn this dissertation, a methodology is developed for constructing a volatility surface for a managed fund by extending the work of Bakshi et al. (2003) and Taylor (2014).
Brinkman, Trevor Joseph
core +1 more source
The convergence epidemic volatility index (cEVI) as an alternative early warning tool for identifying waves in an epidemic. [PDF]
Infect Dis Model, 2023 Pateras K +4 more
europepmc +1 more source