Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Xingzhi Yao"'
Publikováno v:
Agriculture, Vol 14, Iss 5, p 774 (2024)
Mechanized harvesting is the key technology to solving the high cost and low efficiency of manual harvesting, and the key to realizing mechanized harvesting lies in the accurate and fast identification and localization of targets. In this paper, a li
Externí odkaz:
https://doaj.org/article/66411ed916cd4b38b52e965c0d764961
Publikováno v:
SSRN Electronic Journal.
This paper addresses the role of the right jump tail under the risk-neutral measure, as a proxy for fear-of-fear, in the return predictability implicit in the VIX market. A simulation establishes that the right jump tail dominates the left jump tail
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::84f75219923b0a90ffe0a7eb41f6aea0
https://doi.org/10.2139/ssrn.4041591
https://doi.org/10.2139/ssrn.4041591
Publikováno v:
International Journal of Forecasting. 35:1318-1331
This paper proposes a cluster HAR-type model that adopts the hierarchical clustering technique to form the cascade of heterogeneous volatility components. In contrast to the conventional HAR-type models, the proposed cluster models are based on the r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c0056670e079fced88f51fcf48dc97c2
https://doi.org/10.1016/j.ijforecast.2019.04.017
https://doi.org/10.1016/j.ijforecast.2019.04.017
Publikováno v:
Economics Letters. 181:160-163
We propose a filtration technique for making inference in systems with I ( 0 ) and I ( d ) variables using the fractionally co-integrated vector autoregressive (FCVAR) model with long memory in the co-integrating residuals. Superior predictions for t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::11ef83a57b398cdeef212d9108fea179
https://doi.org/10.1016/j.econlet.2019.05.031
https://doi.org/10.1016/j.econlet.2019.05.031
This paper examines the fractional cointegration between downside (upside) components of realized and implied variances. A positive association is found between the strength of their cofractional relation and the return predictability of their differ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c72a825a0bf74e3b7921f57d1e518c89
https://doi.org/10.1002/fut.22110
https://doi.org/10.1002/fut.22110
Autor:
Marwan Izzeldin, Xingzhi Yao
Publikováno v:
Journal of Futures Markets. 38:199-218
This paper evaluates the performance of various measures of model-free implied volatility in predicting returns and realized volatility. The critical role of the out-of-the money call options is highlighted through an investigation of the relevance o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::14970669cef0100fe785ac5bf2de71f6
https://doi.org/10.1002/fut.21881
https://doi.org/10.1002/fut.21881
Publikováno v:
Journal of colloid and interface science. 279(2)
A new kind of surfactant named N-hexadecyl ethylenediamine triacetic acid (HED3A) was synthesized from anhydrous ethylenediamine, 1-bromohexadecane, and chloroacetic acid. Testing showed stability of HED3A in hard water, wetting power, dispersing pow
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::985f2dd50bdd036b6b17d9ec4fe29353
https://pubmed.ncbi.nlm.nih.gov/15464823
https://pubmed.ncbi.nlm.nih.gov/15464823