Results 101 to 110 of about 49,612,787 (213)
Value at risk models in finance [PDF]
The main objective of this paper is to survey and evaluate the performance of the most popular univariate VaR methodologies, paying particular attention to their underlying assumptions and to their logical flaws.
Manganelli, Simone, Engle, Robert F.
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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Neuromyelitis optica spectrum disorder (NMOSD) is a devastating neurological disease that lacks serological biomarkers that can accurately reflect disease activity. We established a live cell‐based assay (LCBA) using serum with endogenous complement to quantify the overall cytotoxicity, offering a novel functional tool for monitoring
Xiaona Xu +10 more
wiley +1 more source
Tail Risk for Australian Emerging Market Entities [PDF]
Whilst the Australian economy is widely considered to have fared better than many of its global counterparts during the Global Financial Crisis, there was nonetheless extreme volatility experienced in Australian financial markets.
Akhmad R. Kramadibrata +3 more
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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To identify inflammatory analytes in cerebrospinal fluid (CSF) and plasma associated with cognitive decline in cognitively normal (CN) older adults at risk for Alzheimer's disease (AD). Methods In a longitudinal study of 118 CN older adults (65–80 years, 54% APOE ε4, 26% preclinical AD), 1331 CSF and 1501 plasma analytes were ...
Jagan A. Pillai +13 more
wiley +1 more source
An M-estimator of multivariate tail dependence. [PDF]
AN M-ESTIMATOR OF TAIL DEPENDENCE. Extreme value theory is the part of probability and statistics that provides the theoretical background for modeling events that almost never happen.
Krajina, A.
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Fitting the Generalized Pareto Distribution to Commercial Fire Loss Severity: Evidence from Taiwan [PDF]
, 2012 This paper focuses on modeling and estimating tail parameters of loss distributions from Taiwanese commercial fire loss severity. Using extreme value theory, we employ the generalized Pareto distribution (GPD) and compare it with standard parametric ...
Lee, Wo-chiang
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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective There is a lack of studies on seizure outcomes associated with ofatumumab therapy in patients for relapsing anti‐N‐methyl‐D‐aspartate (NMDA) receptor encephalitis. We aimed to evaluate long‐term seizure outcomes of ofatumumab therapy for relapsing anti‐NMDA receptor encephalitis.
Jian Wang, Mengjiao Li, Ping Kong
wiley +1 more source
Investigation of Complement Activation and Cytokine Signatures in AQP4+ NMOSD, MOGAD, and MS
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Aquaporin‐4‐IgG seropositive neuromyelitis optica spectrum disorder (AQP4+ NMOSD), myelin oligodendrocyte glycoprotein antibody‐associated disease (MOGAD), and multiple sclerosis (MS) are pathophysiologically distinct neuroinflammatory disorders. Complement activation is a major mechanism of injury in AQP4+ NMOSD, whereas its role in
Angeliki G. Filippatou +23 more
wiley +1 more source
VaR-implied tail-correlation matrices : [Version October 2013] [PDF]
, 2013 Empirical evidence suggests that asset returns correlate more strongly in bear markets than conventional correlation estimates imply. We propose a method for determining complete tail correlation matrices based on Value-at-Risk (VaR) estimates.
Mittnik, Stefan
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Parkinson Disease Subtype Stability and Eventual Convergence
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Previous research identified distinct Parkinson disease (PD) clinical subtypes of “Motor Only,” “Psychiatric & Motor,” and “Cognitive & Motor” based on comprehensive, multidomain classification. Whether these subtypes reflect distinct trajectories or progressive disease stages remains unknown.
Laura M. Rosok +10 more
wiley +1 more source