Results 81 to 90 of about 141,342 (308)
Future Business JournalThe study applies the wavelet local multiple correlations to investigate the level of comovements among the tail risks of US and emerging Asian stock markets in both time and frequency domains.
Boubekeur Baba
doaj +1 more source
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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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
Assessing financial risk with extreme value theory: US financial indemnity loss data analysis
Alexandria Engineering JournalIn this paper, we presented a financial analysis of the values of financial losses for real data in light of a set of indicators for measuring financial risks.
Abdussalam Aljadani
doaj +1 more source
Modelling Risk Dependencies in Insurance Using Survival Clayton Copula [PDF]
Statistika: Statistics and Economy JournalOur aim in this paper is to show the use of survival Clayton copula as a suitable tool for modelling risk dependencies in insurance. Apurpose-built simulation of an adequate upper tail dependence can be an important part of the aggregation of risks in an
Vladimír Mucha +2 more
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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
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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
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
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
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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