Results 141 to 150 of about 4,922,677 (379)
Equity Returns Around Extreme Loss: A Stochastic Event Approach
We define an extreme loss event as a daily return at the left tail of negative two standard deviations of all daily returns for a specific stock. Prior studies focus on the relationship between extreme losses and specific anticipated announcements.
Xiaomin Guo +2 more
doaj +1 more source
Optimal Changes of Gaussian Measures, with Application to Finance [PDF]
We derive optimality conditions and calculate approximate solutions to the problem of determining the optimal speed of mean reversion to be applied to a Gaussian state variable.
Henry Schellhorn
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Osteoporosis from long‐term glucocorticoid (GIOP) use elevates susceptibility to fracture. This study shows GCs impair ascorbic acid (AA) metabolism in osteoblasts, collagen synthesis and extracellular matrix integrity. AA enhanced collagen biochemical and mechanical properties and restored osteoblast and endothelial function. These findings underscore
Micaila DE Curtis +19 more
wiley +1 more source
Sovereign debt sustainability: some evidence for the US and Europe
This paper examines the sustainability of sovereign debt and its components by applying fractional integration methods to annual data starting in 1831 for the UK and the US, in 1862 for Italy and in 1881 for France and Germany, and ending in all cases in
Guglielmo Maria Caporale +3 more
doaj +1 more source
Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998 [PDF]
This paper investigates the information in monthly nominal Swedish real estate stock market returns from 1939-1998. Thus we test the weak form efficient market hypothesis.
Graflund, Andreas
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Metallofullerenol Sc3N@C80(OH)18 demonstrates strong radioprotective properties as a scavenger of both short‐ and long‐lived radicals. The study reveals protection of human erythrocytes from γ‐radiation–induced biochemical damage via post‐irradiation removal of primary and secondary reactive oxidants, supported by pulse radiolysis kinetics.
Jacek Grebowski +6 more
wiley +1 more source
Bioengineering tumor‐stroma pancreatic cancer models with potential to emulate the native immunosuppressive tumor microenvironment. Cancer‐on‐a‐bead models exhibited higher relevance for screening immunotherapies and modulating the protumoral PDAC microenvironment. ABSTRACT Pancreatic cancer is notably resistant to treatment, primarily due to its dense
Maria V. Monteiro +4 more
wiley +1 more source
Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data [PDF]
Luis A. Gil-Alaña, Rangan Gupta
openalex +1 more source
We present a strategy to enhance magnetic hyperthermia therapy by modulating nanoparticle–cell interactions. Antibody‐functionalized magnetic nanoparticles targeting the low‐internalizing CCR9 receptor enable spatially controlled membrane anchoring, reducing aggregation and maximizing heat generation under alternating magnetic fields.
David Egea‐Benavente +5 more
wiley +1 more source
"Testing the Box-Cox Parameter in an Integrated Process" [PDF]
This paper analyses the constant elasticity of volatility (CEV) model suggested by [6]. The CEV model without mean reversion is shown to be the inverse Box-Cox transformation of integrated processes asymptotically.
Jian Huang +2 more
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