Volatility相关论文
A series of strict emission control measures were implemented in Beijing and the surrounding provinces to ensure good ai......
s: This paper gives modeling analysis by using the GARCH types of model which has brought a powerful tool for the study ......
We examine different volatility measures of China SSE 50 index and the correspondent ETF(510050.SH),including rolling wi......
This paper finds an innovative way to measure the exchange rate volatility variable by estimating GARCH model and descri......
Volatility Spillover Effect of the International Crude Oil Futures Price on Composite and Sector Ind
As a type of non-renewable industrial resource,petroleum is of great strategic significance to the development of each n......
This paper firstly analyzes the Brexit’s impact on the US stock market using a novel interval methodology. The interval......
Financial asset volatility is an important factor for asset evaluation,hedging strategies and risk management.With t......
气温预测一直是气温衍生品精确定价的难点及关键点.为有效捕捉气温变化的缓慢衰减过程及其波动率的非对称动态特征,本文在ARMA-EGA......
Bulk compositions of metallic Fe-Ni of chondrites: Constraints on fractionation of siderophile and c
Bulk compositions of metallic Fe-Ni from two equilibrated ordinary chondrites, Jilin (H5) and Anlong (H5), and two unequ......
中国出口集装箱运价指数(CCFI)能有效反映集装箱海运市场变化,是航运企业经营决策、政府部门航运产业政策制定的重要参考。本文基......
Forecasting volatility in oil prices with a class of nonlinear volatility models:smooth transition R
In this study, the forecasting capabilities of a new class of nonlinear econometric models, namely, the LSTAR-LST-GARCH-......
DETERMINATION OF EQUILIBRIUM VAPOR COMPOSITION FROM THE VAPOR PRESSURE OR BOILING POINT OF THE SOLUT
A direct method for evaluating equilibrium vapor compositions from measurements of the vapor pres-sure or boiling point......
【正】 Vanadium prices have shown a high degreeof volatility over the last 20 years,RoskillInformation Services describe......
In recent years,the shortage of petroleum resources and the continued rising oil consumption have exerted a significant ......
Vapor-liquid equilibrium properties for confined binary mixtures involving CO_2,CH_4,and N_2 from Gi
The effects of solid-fluid interactions on the vapor-liquid phase diagram,coexistence density,relative volatility and va......
Isobaric Vapor-Liquid Equilibrium for Toluene, 3-Methylthiophene and N-formylmorpholine at 101.33 kP
Isobaric vapor-liquid equilibrium (VLE) data were measured for binary mixtures of toluene+N- formylmorpholine, toluene+3......
Rising energy costs and growing environmental awareness motivate a critical revision of the design of distillation units......
Vapor pressures were measured for six binary systems containing water, ethanol, or methanol with one of the two ionic li......
In this work,ethylene glycol monomethylether(EE) was chosen as an entrainer for the azeotropic distillation of 1,3,5-tri......
This paper presents the vapor–liquid equilibrium(VLE) data of acetonitrile–water system containing ionic liquids(ILs) ......
Non-aqueous lithium–oxygen(Li–O_2) batteries have been considered as the superior energy storage system due to their h......
Vapor-liquid equilibrium(VLE)data for water+2-propanol+1-butyl-3-methylimidazolium chloride([bmim]Cl)were measured.Six s......
卡尔·马克思关于全球化、金融中介和收入再分配可能会导致资本主义自行毁灭的论断是正确的。全球金融市场目前所遭受的大规模动荡......
With the frequent fluctuations of international crude oil prices and China’s increasing dependence on foreign oil in re......
Deposition of two-dimensional(2D) MoS_2 materials on the tapered fiber allows various photonic applications including sa......
随着大规模集成电路的迅速发展,要求集成器件向三维器件及多功能器件发展.由于铁电薄膜具有非挥发性(non-volatility)、抗辐照性(r......
The oxidation behavior of a cast polycrystalline Co-base superalloy was studied at temperatures from 900 to 1050℃and an......
Room temperature ionic liquids(ILs) composed of cations and anions, as well as deep eutectic solvents(DESs) composed of ......
Solid-Phase Stereoselective Synthesis of (E)-1, 2-Disubstituted Ethenes from Polymer-Sopported a-Sel
Reaction of polymer-supported a-selenoaldehydes with Grignard reagents afforded polymer-bound B-hydroxyalkyl selenides,......
Although the G20 has been successful in many ways over the past four years, many problems still beset it. Cooperation an......
The extraction of uranium (VI) by bis(hexylsulfinyl)ethane(BHxSE) in nitric acid aqueous solution has been investigated......
Niobium(V) ethoxide(Nb(OEt)5) was synthesized by electrochemical reaction of ethanol with niobium plate as the sacrifici......
Capital Account Openness, Exchange Rate Volatility and Economic Growth: International Experiences an
Based on the Barro classical growth model, this paper introduces capital account openness and exchange rate volatility t......
Balanced regional development is essential to China’s economic stability and efficiency and achievement of the goal to ......
Salt Effect of Vapor-Liquid Phase Equilibrium in the System Acetic Acid-Formic Acid-Water-Calcium Ch
Vapor-liquid equilibrium data (VLE) were measured by usingotsudki-willlams still at 9.866×10 (Pa) for the 3-component ......
The pseudo-binary phase diagram of K_6 -KTP was investigated by meansof DTA and X-ray powder diffraction method.Experim......
Reported in this paper are structural and compositional data as the basis for the classifi-cation of 35 iron meteorites......
InGaN/GaN MQWs structures were grown by MOCVD. The effects of the growth interruption time on the optical and structural......
Correlation and Prediction of Salt Effect on Vapor Liquid Equilibrium for the System of 2-Propanol/W
Binary vapor liquid equilibrium (VLE) data were measured for the systems of 2-propanol/ ethanediol and ethanediol/potass......
Traditional digital processing approaches are based on semiconductor transistors,which suffer from high power consumptio......
While reform of the Chinese public and external sectors has promoted growth, it has alsoled to increasing macroeconomic ......
Investment in deepwater oil and gas exploration projects:a multi-factor analysis with a real options
Deepwater oil and gas projects embody high risks from geology and engineering aspects, which exert substantial influence......
目的:研究减压干燥法在含挥发性成分中药饮片水分测定中的应用。方法采用甲苯法、减压干燥法和烘干法,分别测定丁香、砂仁、当归、川......
Characterization of Organic Aerosol at a Rural Site in the North China Plain Region: Sources, Volati
The North China Plain (NCP) is a region that experiences serious aerosol pollution. A number of studies have focused on ......
Characterization of Organic Aerosol at a Rural Site in the North China Plain Region:Sources,Volatili
The North China Plain(NCP)is a region that experiences serious aerosol pollution.A number of studies have focused on aer......
Recent extreme energy price highs and volatility have brought worldwide attention to the regulation of commodity markets......
The Impact of Investing in Emerging Markets on Firm Performance: An Exploratory Study of Taiwanese M
Ⅰ.IntroductionDuring the past two decades,many multinationalenterprises(MNEs)have made substantial investmentsin emerg......
Single crystal of potassium titanyl phosphate(KTP)has been shown to bethe most useful nonlinear optical material recent......