Forecasting risk via realized GARCH, incorporating the realized range [PDF]
, 2014 The realized GARCH framework is extended to incorporate the realized range, and the intra-day range, as potentially more efficient series of information than re- alized variance or daily returns, for the purpose of volatility and tail risk forecasting in
Chao, Wang, Richard, Gerlach
core
Experimental and analytical study of the high-strain rate flexural behavior of SFRC [PDF]
Steel fiber-reinforced concrete (SFRC) with hooked-end steel fibers was created for use in urban furniture to protect against blast and impact loads. Due to the variety of impact loads that these structures may experience, it is necessary to assess the ...
Bakhshi, Mohammad +5 more
core +1 more source
Mixed Use Development Na Knížecí [PDF]
, 2017 Městský dům uzavírající rozeklaný smíchovský blok. Do dvora se otevírá bydlení stojící pevně na dvoupodlažním parteru, který využívá hloubku parcely.An urban building enclosing a jagged block of Smíchov. Housing opened to the courtyard is standing firmly
Watersová Lenka
core
Efecto hipotensor del extracto acuoso de Hibiscus sabdariffa “flor de Jamaica” en Rattus rattus var albinus con hipertensión inducida [PDF]
, 2023 Determinar si el extracto acuoso de flores de Hibiscus sabdariffa “flor de Jamaica” tiene efecto hipotensor en Rattus rattus var albinus con hipertensión inducida con L-NAME.
Leiva Calvanapón, Keli Rocio +1 more
core
Evaluation of value-at-risk models using historical data [PDF]
We study the effect of restrictions on dual trading in futures contracts. Previous studies have found that dual trading restrictions can have a positive, negative, or neutral effect on market liquidity. In this paper, we propose that trader heterogeneity
Darryll Hendricks
core +1 more source
Bayesian Assessment of Dynamic Quantile Forecasts [PDF]
, 2014 Methods for Bayesian testing and assessment of dynamic quantile forecasts are proposed. Specifically, Bayes factor analogues of popular frequentist tests for independence of violations from, and for correct coverage of a time series of, quantile ...
Chen, Cathy W.S. +2 more
core
Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets [PDF]
We introduce a new hybrid approach to joint estimation of Value at Risk (VaR) and Expected Shortfall (ES) for high quantiles of return distributions.
Randall Filer, Sasa Zikovic
core
Assessing the Performance of Value – at – Risk Models in Hang Seng Index and China Securities Index [PDF]
, 2012 : In the paper, we investigate the relative performance of different Value at Risk ( VaR ) models with the log returns of China(CSI300) and Hong Kong(HSI) stock index prior to and during the financial crisis.
LI, VIVIANA
core
Regulace exprese Ms1, sRNA z Mycobacterium smegmatis [PDF]
, 2016 Bacteria are exposed to various environmental conditions during their growth. They have to cope with rapid changes in temperature, lack of nutrition, etc. To survive, bacteria alter their gene expression.
Páleníková, Petra
core
Plumes in two-layer stratified fluid with and without background rotation [PDF]
, 2018 This thesis experimentally and numerically examines the physical processes of a turbulent descending (ascending) plume in a two-layer stratified ambient fluid with and without background rotation.
Ma, Yongxing
core +2 more sources