Results 161 to 170 of about 141,342 (308)

Are realized volatility models good candidates for alternative Value at Risk prediction strategies?

In this paper, we assess the Value at Risk (VaR) prediction accuracy and efficiency of six ARCH-type models, six realized volatility models and two GARCH models augmented with realized volatility regressors.
Refenes, Apostolos P., Louzis, Dimitrios P., Xanthopoulos-Sisinis, Spyros   +2 more
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Evaluating the Precision of Estimators of Quantile-Based Risk Measures [PDF]

This paper examines the intra-day seasonality of transacted limit and market orders in the DEM/USD foreign exchange market. Empirical analysis of completed transactions data based on the Dealing 2000-2 electronic inter-dealer broking system indicates ...
Kevin Dowd, John Cotter
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Bubble Formation Control: Fabrication of Centimeter‐Sized Tissue‐Like Constructs by Catalase‐Coated Oxygen‐Releasing Hydrogel

Advanced Materials, EarlyView.
Oxygen‐releasing hydrogels are widely used to support cell survival in 3D cultures and to promote wound healing. However, incorporating catalase to convert H2O2 into O2 often generates additional oxygen bubbles, leading to material instability which rarely addressed.
Sukulya Bunuasunthon, Isabel F. Amaral, Ana P. Pêgo, Michiya Matsusaki   +3 more
wiley   +1 more source

Insights from Financial Economics to Value Healthcare Investments that Reduce System-Level Risks: Example of Disease Elimination and Eradication. [PDF]

Appl Health Econ Health Policy
Rao M, Freeman M, Thijssen J, Bland S, Sculpher M, Claxton K, Revill P.   +6 more
europepmc   +1 more source

Phase‐Pure and Size‐Tunable Tin Halide Perovskite Quantum Dots

Advanced Materials, EarlyView.
A trioctylphosphine oxide modulated protocol allows for the synthesis and study of the optical properties of a broad library of tin halide perovskite quantum dots across multiple A‐ and X‐site compositions with precise size tuning while eliminating unwanted 2D phases.
Ole F. Dressler, Benjamin Aymoz, Sebastian Sabisch, Stefanie Frick, Sebastian Siol, Dmitry N. Dirin, Simon C. Boehme, Maksym V. Kovalenko   +7 more
wiley   +1 more source

Operationalizing diffusion magnetic resonance imaging positivity for detection of vascular contributions to impairment and dementia. [PDF]

Alzheimers Dement
Hu M, Przybelski SA, Therneau TM, Lundt ES, Wiste HJ, Mester CT, Kamykowski M, Reid RI, Machulda MM, Knopman DS, Petersen RC, Jack CR, Graff-Radford J, Vemuri P.   +13 more
europepmc   +1 more source

Computationally intensive Value at Risk calculations [PDF]

Market risks are the prospect of financial losses- or gains- due to unexpected changes in market prices and rates. Evaluating the exposure to such risks is nowadays of primary concern to risk managers in financial and non-financial institutions alike ...
Weron, Rafał
core  

Double‐Transition‐Metal MXenes: Multimetallic 2D Platforms for Next‐Generation Biomedicine

Advanced Materials, EarlyView.
The present work explores recent progress in double‐transition‐metal MXenes and focuses on their potential as multifunctional biomedical nanoplatforms whose tunable optical, electronic, mechanical, and surface properties enable imaging, theranostics, antimicrobial activity, biosensing, tissue engineering, and drug delivery.
Parsa Namakiaraghi, Mohammad Mozafari, Masoud Soroush   +2 more
wiley   +1 more source

Equity premium forecasting with reliability-screened forward-looking signals. [PDF]

PLoS One
Huh J, Jeon J, Jeong S.
europepmc   +1 more source

Crisis, Value at Risk, and Conditional Extreme Value Theory via Garch-Jump Model

, 2010
This study develops a new conditional extreme value theory-based model (EVT) combined with the GARCH-Jump model to forecast extreme risks. This paper utilizes the GARCH-Jump model to asymmetrically feed back the past realization of jump innovation to the
Ze-To, S.
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