Browsing by Subject "Structural change"
Now showing items 1-4 of 4
-
Article
Monitoring disruptions in financial markets
(2006)We study historical and sequential CUSUM change-point tests for strongly dependent nonlinear processes. These tests are used to monitor the conditional variance of asset returns and to provide real-time information regarding ...
-
Article
Quality control for structural credit risk models
(2008)Over the last four decades, a large number of structural models have been developed to estimate and price credit risk. The focus of the paper is on a neglected issue pertaining to fundamental shifts in the structural ...
-
Article
Regeneration of three-way automobile catalysts using biodegradable metal chelating agent-S, S-ethylenediamine disuccinic acid (S, S-EDDS)
(2011)Regeneration of the activity of three-way catalytic converters (TWCs) was tested for the first time using a biodegradable metal chelating agent (S, S-ethylenediamine disuccinic acid (S, S-EDDS). The efficiency of this novel ...
-
Article
Structural features of ball-milled nanostructured K2Bi 8Se13 thermoelectric material
(2011)In this work, K2Bi8Se13 material was ball-milled in order to develop nanostructures through the modification of structural features. Structural changes during ball-milling were followed by powder X-ray diffraction measurements, ...