Results 111 to 120 of about 1,041,681 (327)
Innovation and volatility of the GDP growth rate: case of the economies of sub-Saharan Africa
Journal of African Development, 2017 The objective of this research is to assess the impact of innovation on the volatility of GDP growth rate in the economies of Sub —Saharan African (SSA) countries.
Yaya Ky, François Joseph Cabral
semanticscholar +1 more source
Advanced Functional Materials, Volume 35, Issue 12, March 18, 2025.Protonic ceramic fuel cells offer a promising route to generate power efficiently but face critical challenges in achieving industrially viable activity and stability at their cathodes in CO2‐containing air. This report proposes a new cathode material design strategy to enable the cathode to be both catalytically active and CO2 tolerant through the ...
Desheng Feng +14 more
wiley +1 more source
Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets? [PDF]
Environ Sci Pollut Res Int, 2023 Hussain M, Rehman RU.
europepmc +1 more source
Stochastic Volatility: Likelihood Inference And Comparison With Arch Models
, 1996 In this paper, Markov chain Monte Carlo sampling methods are exploited to provide a unified, practical likelihood-based framework for the analysis of stochastic volatility models.
Sangjoon Kim, N. Shephard, S. Chib
semanticscholar +1 more source
The Volatility of Realized Volatility [PDF]
Using unobservable conditional variance as measure, latent–variable approaches, such as GARCH and stochastic–volatility models, have traditionally been dominating the empirical finance literature.
Christian Pigorsch +3 more
core
Double-jump stochastic volatility model for VIX: evidence from VVIX
, 2015 The paper studies the continuous-time dynamics of VIX with stochastic volatility and jumps in VIX and volatility. Built on the general parametric affine model with stochastic volatility and jump in logarithm of VIX, we derive a linear relation between ...
Huang, Jing-Zhi +3 more
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Thermally Induced Gelling Systems Based on Patchy Polymeric Micelles
Advanced Functional Materials, Volume 35, Issue 12, March 18, 2025.A novel strategy to design thermally induced gelling systems with tunable material properties is reported. Polymeric mixed‐shell micelles displaying multiple thermosensitive patchy domains formed hydrogels by assembling into well‐entangled worm‐like network structures upon heating to body temperature. The patchy micelle design significantly affects the
Binru Han +9 more
wiley +1 more source
Hourly Oil Price Volatility: The Role of COVID-19
, 2020 In this paper, we study the evolution of hourly oil price volatility. Using multiple measures of oil price volatility, we conclude that volatility increased following the onset of COVID-19.
Neluka Devpura, P. Narayan
semanticscholar +1 more source
The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices [PDF]
Recent developments allow a nonparametric separation of the continuous sample path component and the jump component of realized volatility. The jump component has very different time series properties than the continuous component, and accounting for ...
Bent Jesper Christensen +1 more
core
Volatility in Financial Markets: Stochastic Models and Empirical Results
, 2002 We investigate the historical volatility of the 100 most capitalized stocks traded in US equity markets. An empirical probability density function (pdf) of volatility is obtained and compared with the theoretical predictions of a lognormal model and of ...
Black +12 more
core +1 more source