A Simple Model Correction for Modelling and Forecasting (Un)Reliable Realized Volatility

2020 ◽  
Author(s):  
Rodrigo Hizmeri ◽  
Marwan Izzeldin ◽  
Efthymios G. Tsionas
Keyword(s):  
Simple Model ◽  
Realized Volatility ◽  
Model Correction ◽  
Modelling And Forecasting

scholarly journals Modelling and forecasting multivariate realized volatility

2010 ◽  
Vol 26 (6) ◽  
pp. 922-947 ◽  
Author(s):  
Roxana Chiriac ◽  
Valeri Voev
Keyword(s):  
Realized Volatility ◽  
Modelling And Forecasting

scholarly journals Modelling and Forecasting Noisy Realized Volatility

2009 ◽  
Author(s):  
Manabu Asai ◽  
Michael McAleer ◽  
Marcelo C. Medeiros
Keyword(s):  
Realized Volatility ◽  
Modelling And Forecasting

scholarly journals Modelling and forecasting noisy realized volatility

2012 ◽  
Vol 56 (1) ◽  
pp. 217-230 ◽  
Author(s):  
Manabu Asai ◽  
Michael McAleer ◽  
Marcelo C. Medeiros
Keyword(s):  
Realized Volatility ◽  
Modelling And Forecasting

Chaos and secular cycles in a structurally simple model society

2012 ◽  
Author(s):  
Alexander Medvinsky ◽  
Alexey Rusakov
Keyword(s):  
Simple Model

A Simple Model of Changes in Lumbar Intervertebral Angles During Sagittal Torso Flexion

2011 ◽  
Author(s):  
Riley E. Splittstoesser ◽  
Greg G. Knapik ◽  
William S. Marras
Keyword(s):  
Simple Model

Discussion of the band structure effects on thermoemission as deduced from a simple model

1976 ◽  
Vol 37 (2) ◽  
pp. 149-158 ◽  
Author(s):  
A.K. Bhattacharjee ◽  
B. Caroli ◽  
D. Saint-James
Keyword(s):  
Simple Model ◽  
Band Structure

Description of a Simple Model for the Study of Bone Calcium Metabolism

1980 ◽  
Vol 19 (01) ◽  
pp. 11-15
Author(s):  
G. Roncari ◽  
L. Rapisardi ◽  
L. Conte ◽  
G. Pedroli
Keyword(s):  
Simple Model ◽  
Calcium Metabolism ◽  
Good Description ◽  
Radioactive Tracer ◽  
Normal Subjects ◽  
Bone Diseases ◽  
Compartment System ◽  
Bone Calcium ◽  
Finite Period ◽  
Kinetics Of

A simple model for the study of bone calcium metabolism is proposed. It describes the kinetics of a radioactive tracer in terms of an open single compartment system with an expanding volume for a finite period of time. In addition to the simplicity of the hypotheses introduced, the model is able to give a good description of the biological processes which regulate calcium kinetics. Moreover the functional parameters can be easily calculated, even just graphically. 15 normal subjects and 22 patients affected by various bone diseases were studied. The results were compared with those obtained by using the model proposed by Burkinshaw et al. and the method described by Reeve et al.

Electron beam induced effects in Cu/GeSe2amorphous films

2003 ◽  
Vol 777 ◽  
Author(s):  
J.S. Romero ◽  
A.G. Fitzgerald
Keyword(s):  
Thin Films ◽  
Electron Beam ◽  
Simple Model ◽  
Copper Concentration ◽  
Negative Charge ◽  
Electron Bombardment ◽  
Continuous Operation ◽  
Electron Radiation ◽  
Crystalline Product ◽  
Intense Electron

AbstractCopper migration is observed in the SEM in amorphous GeSe2/Cu thin films when an electron beam is focused in pulsed or continuous operation on the surface of these thin films. The phenomenon can be explained using a simple model in which the population of D- centers is considered to increase upon electron irradiation. The increase in the D- center population is envisaged as due to the breaking of bonds by the electron radiation and by the constant presence of negative charge in irradiated regions. Changes in copper concentration of 20%-30% have been obtained. Additionally we have observed the local crystallization of amorphous GeSe2/Cu thin films in the TEM when the samples were subjected to intense electron bombardment. The crystalline product has been identified as Berzelianite (Cu2Se).

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