Results 251 to 260 of about 141,342 (308)

Genomic Map of Escherichia coli and Single Nucleotide Polymorphism Markers in Colorectal Cancer. [PDF]

Microb Biotechnol
Xi Y, Liping Z, Yating X, Yang X, Jian C, Caiyun C, Shuwen L, Zian Z, Xiaojian Y, Shuwen H, Wei W.   +10 more
europepmc   +1 more source

Image-based assessment of tail docking and tail biting in slaughtered pigs across three European countries. [PDF]

Front Vet Sci
Romano A, Baghini S, Capobianco Dondona A, Bernabò N, Marruchella G.   +4 more
europepmc   +1 more source

Population-based genome-wide association study of plasma complex lipid species. [PDF]

Nat Commun
Landstra EN, Imtiaz MA, Talevi V, Eichelmann F, Schulze MB, Aziz NA, Breteler MMB.   +6 more
europepmc   +1 more source

Do fermented herbal extracts affect pig behavior, health and productivity? An on-farm study. [PDF]

Front Vet Sci
Nöllenburg N, Metzler-Zebeli B, Schobersberger K, Winckler C, Leeb C.   +4 more
europepmc   +1 more source

Reproductive toxicity of a nano-insecticide (chlorpyrifos) on male albino mice. [PDF]

Sci Rep
Ahmed MA, Kandeel AA, Tawfik WS.
europepmc   +1 more source

Welfare and Performance of Finishing Pigs Kept at Two Group Sizes on Ad Libitum vs. Restricted Feeding. [PDF]

Animals (Basel)
Andersen IL, Wæge OB, Ocepek M, Thingnes SL, Martinsen KH, Ekker AS, Newberry RC.   +6 more
europepmc   +1 more source

Empirical issues in value at risk.

Bams, D., Wielhouwer, J.L.
core  

Backtesting value-at-risk based on tail losses

Journal of Empirical Finance, 2008
Extreme losses caused by leverage and financial derivatives highlight the need to backtest Value-at-Risk (VaR) based on the sizes of tail losses, because the risk measure currently used disregards losses beyond the VaR boundary. While Basel II backtests VaR by counting the number of exceptions, this paper proposes to use the saddlepoint technique by ...
Wong, Woon K, Wong, Woon K.
openaire   +2 more sources

Extreme Value Theory for Tail-Related Risk Measures [PDF]

, 2000
Many fields of modern science and engineering have to deal with events which are rare but have significant consequences. Extreme value theory is considered to provide the basis for the statistical modeling of such extremes. The potential of extreme value theory applied to financial problems has only been recognized recently.
Evis Këllezi, Manfred Gilli
openaire   +1 more source

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Conditional tail behaviour and Value at Risk

Quantitative Finance, 2007
In this paper we study the tail behaviour of eight major market indexes stratifying data according to the violation of a high threshold on the previous day. The distributional differences found can be exploited to improve VaR calculations in several settings, giving rise to what we call ‘MCVaR’.
Bellini F., FIGA' TALAMANCA, GIANNA
openaire   +3 more sources