Results 71 to 80 of about 49,612,787 (213)
Bayesian Extreme Value Mixture Modelling for Estimating VaR [PDF]
A new extreme value mixture modelling approach for estimating Value-at-Risk (VaR) is proposed, overcoming the key issues of determining the threshold which defines the distribution tail and accounts for uncertainty due to threshold choice.
Les Oxley +3 more
core
BCG vaccination potentiates oxidative phosphorylation in neonatal myeloid‐derived suppressor cells
FEBS Open Bio, EarlyView.BCG vaccination enhances oxidative phosphorylation in neonatal MDSCs, impairing their immunosuppressive function. It upregulates electron transport chain genes and mitochondrial activity, increasing ATP and oxygen consumption. Pharmacological OXPHOS inhibition partially restores suppressive capacity, confirming causality.
Yingying Chen, Hui Li
wiley +1 more source
FEBS Open Bio, EarlyView.A rapid visual test combines DNA amplification, CRISPR–based target verification, and a lateral flow strip to detect Streptococcus suis. The assay gives results in about 45 min, reduces false‐positive interpretation, and does not require fluorescence equipment.
Liu‐xin Li +7 more
wiley +1 more source
Estimation of tail thickness parameters from GJR-GARCH models [PDF]
, 2009 We propose a method of estimating the Pareto tail thickness parameter of the unconditional distribution of a financial time series by exploiting the implications of a GJR-GARCH volatility model.
Iglesias, Emma M. +2 more
core +1 more source
Filtered Extreme Value Theory for Value-At-Risk Estimation [PDF]
Extreme returns in stock returns need to be captured for a successful risk management function to estimate unexpected loss in portfolio. Traditional value-at-risk models based on parametric models are not able to capture the extremes in emerging markets ...
Yilmazer, Sait +2 more
core
Value at Risk and Conditional Extreme Value Theory via Markov Regime Switching Models
, 2008 This study develops a new conditional extreme value theory-based (EVT) model that incorporates the Markov regime switching process to forecast extreme risks in the stock markets.
Ze-To, S.
core +1 more source
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Background and Purpose White matter hyperintensities (WMH) are a core neuroimaging marker of cerebral small vessel disease (CSVD). Sleep apnoea (SA) is a recognized vascular risk factor, but its associations with regional WMH burden, short‐interval WMH change and cognitive performance in population‐based cohorts remain incompletely defined. We
Peng Cheng +4 more
wiley +1 more source
Estimation of Tail Value at Risk for Bivariate Portfolio using Gumbel Copula
JTAM (Jurnal Teori dan Aplikasi Matematika)Investing in the stock market involves complex risks, especially under extreme and unpredictable conditions. While Value at Risk (VaR) is a widely used risk measure, it has limitations in capturing tail-end risks.
Fransiska Fransiska +2 more
doaj +1 more source
Forecasting Value at Risk in Emerging Arab Stock Markets [PDF]
The economic and political instability of most of the Arab countries may lead to the assumption that Arab stock markets are riskier and less predictable than stock markets in developed countries.
C. Guermat, K. Hadri, C. C. Kucukozmen
core
Memory and Resting‐State Connectivity in Acute Transient Global Amnesia: A Case–Control fMRI Study
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Background and Objectives Transient global amnesia (TGA) is a striking model of isolated amnesia. While hippocampal lesions are well described, the network‐level mechanisms and the precise neuropsychological profile remain debated. Our objective was thus to characterize functional and neuropsychological correlates of acute TGA and their ...
Elias El Otmani +10 more
wiley +1 more source