Showing 1 - 10 of 56
Persistent link: https://www.econbiz.de/10010946838
Persistent link: https://www.econbiz.de/10010947857
Persistent link: https://www.econbiz.de/10015116947
Persistent link: https://www.econbiz.de/10014556698
Persistent link: https://www.econbiz.de/10014489147
Persistent link: https://www.econbiz.de/10012192693
Persistent link: https://www.econbiz.de/10005397432
This paper studies the parameter estimation problem for Ornstein-Uhlenbeck stochastic volatility models driven by Lévy processes. Estimation is regarded as the principal challenge in applying these models since they were proposed by Barndorff-Nielsen and Shephard [<italic>J. R. Stat. Soc. Ser. B</italic>, 2001,...
Persistent link: https://www.econbiz.de/10010976214
PCMs (Phase change materials) are used to enhance the thermal storage capacity of building walls, decrease indoor air temperature fluctuations, and shift peak heat transfer rates to off-peak times. PCM location within building walls is recognized to be critical for the optimum performance of the...
Persistent link: https://www.econbiz.de/10011055034
Phase change materials (PCMs) are used to enhance the thermal storage capacity of building walls. PCM incorporation into building walls poses several design challenges; a critical one being the integration method (e.g., micro- vs. macro-encapsulation) as well as the location of PCMs within the...
Persistent link: https://www.econbiz.de/10011040888