Results 111 to 120 of about 4,229,164 (393)
Covered Interest-Rate Parity Revisited: an Extreme Value Copula Analysis
Anuario Facultad de Ciencias Económicas y Empresariales, 2015 This article studied the covered interest-rate parity (CIP) condition under extreme market movements using extreme value theory and extreme value copulas to characterize dependence between extreme interest rate differentials and forward premium.
Mikel Ugando-Peñate
doaj
Identification of Risk Extreme Values in a Time Series and Analysis with an Autoregressive Method - Application for Climate Risk Events [PDF]
, 2016 Gianluca Rosso
openalex +1 more source
Extreme Value at Risk and Expected Shortfall during Financial Crisis [PDF]
This paper investigates Value at Risk and Expected Shortfall for CAC 40, S&P 500, Wheat and Crude Oil indexes during the 2008 financial crisis. We show an underestimation of the risk of loss for the unconditional VaR models as compared with the ...
D. Dupre +3 more
core
State space modelling of extreme values with particle filters [PDF]
, 2009 State space models are a flexible class of Bayesian model that can be used to smoothly capture non-stationarity. Observations are assumed independent given a latent state process so that their distribution can change gradually over time. Sequential Monte
Wyncoll, David P.
core
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Facioscapulohumeral muscular dystrophy (FSHD) is one of the most debilitating and common muscular dystrophies. Despite its severity, no approved therapy exists for FSHD patients. However, several therapeutic candidates are currently under development, and some have recently entered clinical trials, marking the need for reliable ...
Mustafa Bilal Bayazit +11 more
wiley +1 more source
The Probability of the May 2024 Geomagnetic Superstorm
Space WeatherIn May 2024, a series of coronal mass ejections resulted in the first “severe” (G4‐level) geomagnetic storm watch in nearly 20 years. This event evolved into a significant space weather event, including an “extreme” (G5) geomagnetic storm, moderate (S2 ...
S. Elvidge, D. R. Themens
doaj +1 more source
, 2016 . Statistical approaches to study extreme events require, by definition, long time series of data. In many scientific disciplines, these series are often subject to variations at different temporal scales that affect the frequency and intensity of their ...
L. Mentaschi +6 more
semanticscholar +1 more source
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Down syndrome regression disorder is a syndrome characterized by subacute loss of cognitive, behavioral, and functional abilities in individuals with Down syndrome. Electroencephalography abnormalities are frequently observed during evaluation, but it remains unclear whether these findings represent a dynamic marker of disease ...
Jonathan D. Santoro +14 more
wiley +1 more source
Investigating the Joint Probability of High Coastal Sea Level and High Precipitation
Journal of Marine Science and EngineeringThe design strategies for flood risk reduction in coastal towns must be informed by the likelihood of flooding resulting from both precipitation and coastal storm surge.
Namitha Viona Pais +2 more
doaj +1 more source
Bi‐ and Mono‐Allelic RFC1 Expansion in a North American Cohort With Idiopathic Axonal Neuropathy
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective RFC1 biallelic repeat expansion is increasingly recognized as a cause of chronic idiopathic axonal polyneuropathy (CIAP), but it remains challenging to know who to test. This study aims to determine the prevalence of biallelic and monoallelic RFC1 expansions and their corresponding neuropathy phenotypes in CIAP patients and identify ...
Amro M. Stino +25 more
wiley +1 more source