Results 111 to 120 of about 521,883 (320)
Estimation of tail thickness parameters from GJR-GARCH models [PDF]
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.
Emma M. Iglesias, Oliver Linton
core
CSF Monoamine Metabolites and Cognitive Trajectory in Early Parkinson's Disease
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Background Imaging and postmortem studies indicate that abnormalities in monoaminergic neurotransmission contribute to cognitive impairment in Parkinson's disease (PD). However, it remains uncertain if cerebrospinal fluid (CSF) monoamine metabolites can serve as biomarkers of cognitive decline in early PD.
Jing‐Yu Shao +7 more
wiley +1 more source
Back to Basics in Banking? A Micro-Analysis of Banking System Stability [PDF]
This paper analyzes the relationship between banks’ divergent strategies toward specialization and diversification of financial activities and their ability to withstand a banking sector crash.
De Jonghe, O.G.
core +1 more source
There is a VaR beyond usual approximations [PDF]
, 2013 Basel II and Solvency 2 both use the Value-at-Risk (VaR) as the risk measure to compute the Capital Requirements. In practice, to calibrate the VaR, a normal approximation is often chosen for the unknown distribution of the yearly log returns of ...
Kratz, Marie
core +3 more sources
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Stereoelectroencephalography‐guided radiofrequency thermocoagulation (SEEG‐RFTC) has emerged as a safe and effective minimally invasive treatment for children with drug‐resistant focal epilepsy. Although evidence from real‐world studies remains limited, numerous pediatric cases have demonstrated promising outcomes. This retrospective
Weitao Chen +7 more
wiley +1 more source
MathematicsThis paper introduces a new class of probability distributions, termed the generated log exponentiated polynomial (GLEP) family, designed to enhance flexibility in modeling complex real financial data.
Ahmad M. AboAlkhair +5 more
doaj +1 more source
Back to the basics in banking ? A micro-analysis of banking system stability [PDF]
This paper analyzes the relationship between banks’ divergent strategies toward specialization and diversification of financial activities and their ability to withstand a banking sector crash.
Olivier De Jonghe
core
Risk management and extreme scenario development using multiple regime switching approaches : a thesis presented in partial fulfilment of the requirements for the degree of Master of Business Studies in Finance at Massey University [PDF]
, 2004 Over the last twenty-five years, there have been an increasingly large number of extreme events in the financial markets. This includes market crashes and natural disasters that have led to extremely large losses and claims.
Pallem, Dinesh
core
Fat-tailed Distributions, Value at Risk and the Japanese Stock Market Returns
International Journal of Academic Research in Business and Social Sciences, 2017 The Japanese economy has been the second largest economy over the world for a long time before the Chinese economy emerged. The Tokyo Stock Exchange (TSE) is the fourth largest stock exchange in the world by aggregate market capitalization of its listed companies and largest in East Asia and Asia.
Kengo Kayaba +3 more
openaire +1 more source
The Role of Calcitonin Gene‐Related Peptide in High‐Altitude Headache: A Prospective Field Study
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective High‐altitude headache (HAH) is a common neurological condition associated with rapid ascent to high altitude. The pathophysiological mechanisms underlying HAH remain incompletely understood. Calcitonin gene‐related peptide (CGRP), a neuropeptide implicated in migraine pathophysiology, may play a key role in the pathophysiology of ...
Roman Schniepp +4 more
wiley +1 more source