Garg, S., & Vipul. (2014). Volatility forecasting performance of two-scale realized volatility. Applied Financial Economics, 24(17), 1111-1121. http://doi.org/10. 1080/09603107.2014.924293Jindal, S., & Vipul. (2012). Volatility forecasting performance of two‐scale realized volatility. ...
This article examines the forecasting performance of two-scale realized volatility (TSRV) measure in comparison to that of the conventional sparsely sampled realized volatility (SSRV) measure, using selected volatility forecasting models. There is evidence that the forecasts based on TSRV are more eff...
In real space, this length-scale is different for different substances and by order of magnitude corresponds to screening radius43. For instance, for layered transition metals dichalcogenides like WS2 such radius is around 40Å56, i.e. once more about 10 lattice constants. Our analysis shows ...
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parts of it show the same statistical properties at many scales (Mandelbrot1967). Such a characteristic is also called scale invariance, a topic discussed in Sect.6.4in the context of scaling laws. Indeed, many naturally occurring objects display fractal properties. So much so, that Mandelbrot ch...
(photolithography, etching, etc.), and has a simpler and more mature manufacturing process, which is suitable for large-scale production. However, the size of the planar structure device is too large, requiring a larger chip to realize storage and integration, and due to the long current ...
(RXX) at different temperatures forα-Fe2O3nanosheet. The inset is OM image of the Hall bar device, Scale bar: 30 μm.eThe resistance of anomalous Hall effect (RAHE) plotted as a function of the magnetic field at various temperature.fArrott plots of the Hall resistance data of the...
The JCI, which had experienced a decline of up to 38 per cent, began to improve even though volatility was still high. Similarly, to protect lives and livelihoods, and contain the spread of the pandemic, the union government in India unleashed large scale fiscal stimulus measures and a ...
their impact on the domestic and world economy was on a different scale compared to this 'opening up' in the new century after the country's integration into globalization.1 1 Four Rounds of 'Foreign Capital Introductions' Over Sixty Years, Each Accompanied by Emergence of Two Crises During th...
surfaces. (c-2) SEM image of large-pore mesoporous PPy nanosheets on EG nanosheets following modification with 1-PSA. (d-1) Illustration of CNTs wrapped by PS-b-PEO micelles. (d-2) SEM image of large-pore mesoporous PPy nanosheets on CNTs (inset ofdis TEM image; scale bar: 100 nm...