The purpose of this paper is the theoretical and empirical comparison of alternative GARCH-in-mean models. We examine three GARCH specifications: Bollerslev's (1986) GARCH model, Taylor (1986) - Schwert's (1989) GARCH model, and Nelson's (1991) Exponential GARCH model. In addition, we employ...

MnO2+δ (Manganese oxide) nanoflakes were synthesized for use as electrode material in electrochemical supercapacitors. The nanoflakes were produced via RF-magnetron sputtering with various excess oxygen contents (δ), and the electrochemical supercapacitive properties of the MnO2+δ nanoflakes...

Failure of a pipe or valve in a water distribution system causes service disruption and other inconveniences to the customers at or downstream of the failure location. To minimize the impact of such a pipe or valve failure, it is crucial to identify those pipes or valves whose failure will have...

It is proposed that electric power can be generated from wind by pulling a ship. A parafoil pulls and tows a ship. Electrical power is generated by hydraulic turbines installed on the ship below the water line. The electric power generated is expended onboard to electrolyze water to produce...

This study used numerical experiments to investigate two important concerns in simulating the cold season snowpack: the impact of the alterations of snow albedo due to anthropogenic aerosol deposition on snowpack and the treatment of snow physics using a multi-layer snow model. The snow albedo...

This paper studies whether there exists private information in the foreign exchange market, and whether speculation reduces or exacerbates volatility. It makes use of a recent data set on foreign currency positions by large market participants that include positions on options and other...

This paper considers the moment structure of the general ARMA--EGARCH model. In particular, we derive the autocorrelation function of any positive integer power of the squared errors. In addition, we obtain the autocorrelations of the squares of the observed process and cross correlations...