Results 41 to 50 of about 136,974 (263)
Using MGARCH to Estimate Value at Risk [PDF]
تحقیقات مالی, 2013 In this paper we compared multivariate GARCH models toestimate Value-at-Risk. We used a portfolio of weekly indexesincluding TEDPIX, KLSE, XU100 during ten years. To estimateValue-at-Risk, first we estimated CCC, DCC of Engle, DCC of Tseand Tsui, Dynamic
Mohammad Reza Rostami, Fatemeh Haqiqi
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Market Risk Analysis of Energy in Vietnam
Risks, 2019 The purpose of this paper is to evaluate and estimate market risk for the ten major industries in Vietnam. The focus of the empirical analysis is on the energy sector, which has been designated as one of the four key industries, together with services ...
Ngoc Phu Tran +3 more
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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Onasemnogene abeparvovec (OA) is an AAV9‐based gene therapy for spinal muscular atrophy type I (SMA I). Real‐world outcomes show increased response variability compared to clinical trials, and follow‐up data beyond 12–18 months are limited.
Marika Pane +43 more
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Nested MC-Based Risk Measurement of Complex Portfolios: Acceleration and Energy Efficiency
Risks, 2016 Risk analysis and management currently have a strong presence in financial institutions, where high performance and energy efficiency are key requirements for acceleration systems, especially when it comes to intraday analysis.
Sascha Desmettre +3 more
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Arthritis Care &Research, EarlyView.Objective Sjögren's disease is an autoimmune disorder that can impact multiple organ systems, including the peripheral nervous system (PNS). PNS manifestations, which can exist concurrently, include mononeuropathies, polyneuropathies, and autonomic nervous system neuropathies.
Anahita Deboo +88 more
wiley +1 more source
On Conditional Value at Risk (CoVaR) for tail-dependent copulas
Dependence Modeling, 2017 The paper deals with Conditional Value at Risk (CoVaR) for copulas with nontrivial tail dependence. We show that both in the standard and the modified settings, the tail dependence function determines the limiting properties of CoVaR as the conditioning ...
Jaworski Piotr
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Arthritis Care &Research, EarlyView.Objective Several case reports have proposed a potential association between COVID‐19 vaccination and the subsequent development of idiopathic inflammatory myositis (IIM). This study examined prior COVID‐19 vaccination in US veterans who developed new‐onset IIM compared to those without new‐onset IIM.
Caleb Hernández +10 more
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Arthritis Care &Research, EarlyView.People with systemic autoimmune and rheumatic diseases (SARDs) are at higher risk than the general population of experiencing adverse pregnancy and perinatal outcomes such as preeclampsia, intrauterine growth restriction, and maternal and/or fetal death.
Mehret Birru Talabi, Sonya Borrero
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Adaptive Hydrogels With Spatiotemporal Stiffening Using pH‐Modulating Enzymes
Advanced Functional Materials, EarlyView.The chemomechanical coupling in an adaptive hydrogel is studied to further the development of adaptive hydrogels. This coupling is achieved by embedding a pH‐modulating enzyme in a pH‐responsive hydrogel. The enzymatic reaction can be triggered locally, which generates a pH‐decreasing wave throughout the system, increasing the crosslinking density and ...
Natascha Gray +3 more
wiley +1 more source
BuildingsThe complexity and uncertainty of construction projects contribute to low efficiency in the construction industry. This research applied the Takt-time planning method to optimize the construction working process, and proposed a risk control framework ...
Fan Ding +5 more
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