Results 21 to 30 of about 7,006,649 (251)
Risk parity for Mixed Tempered Stable distributed sources of risk [PDF]
Annals of Operations Research, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lorenzo Mercuri, Edit Rroji
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Tempered stable distributions and processes
Stochastic Processes and their Applications, 2013 34 ...
Küchler, Uwe, Tappe, Stefan
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Stein's Method for Tempered Stable Distributions
, 2020 In this article, we develop Stein characterization for two-sided tempered stable distribution. Stein characterizations for normal, gamma, Laplace, and variance-gamma distributions already known in the literature follow easily. One can also derive Stein characterizations for more difficult distributions such as the distribution of product of two normal ...
Barman, Kalyan, Upadhye, N. S.
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Tempered geometric stable distributions and processes
, 2023 We introduce a notion of geometric tempering using exponentially-dampened Mittag-Leffler tempering functions and closely investigate the univariate case. Characteristic exponents and cumulants are calculated, as well as spectral densities. Absolute continuity relations are shown, and short and long time scaling limits of the associated Lévy processes ...
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Models for Heavy-tailed Asset Returns [PDF]
Many of the concepts in theoretical and empirical finance developed over the past decades – including the classical portfolio theory, the Black-Scholes-Merton option pricing model or the RiskMetrics variance-covariance approach to VaR – rest upon the ...
Weron, Rafal +2 more
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Elliptical Tempered Stable Distribution and Fractional Calculus [PDF]
, 2014 A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite divisible distribution, and particularly elliptical tempered stable distribution, with fractional calculus.
Hasan A Fallahgoul, Young Shin Kim
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FEBS Open Bio, EarlyView.TisIBP8, a fungal‐derived hyperactive ice‐binding protein, helps Caenorhabditis elegans survive dehydration. It localizes near cell membranes, reduces cell damage, and helps maintain membrane structure during drying. These results suggest that ice‐binding proteins can protect cells from dehydration stress as well as freezing stress.
Daiki Shimose +9 more
wiley +1 more source
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Progressive brain atrophy has now been widely observed in the chronic stages of moderate–severe traumatic brain injury (msTBI), but there is only coarse information regarding its prevalence and magnitude, and whether rate of atrophy accelerates or attenuates across time. We examined these questions in a Canadian inception cohort from
Robin E. A. Green +6 more
wiley +1 more source
Mixed Tempered Stable Distribution (Preprint Version) [PDF]
, 2013 In this paper we introduce a new parametric distribution, the Mixed Tempered Stable. We show that, by choosing appropriately the value of the distribution parameters, it is possible to obtain some well-known distributions as special cases. The better fit to market returns and to statistical factors, obtained performing the Independent Component ...
Edit Rroji, Lorenzo Mercuri
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Arthritis Care &Research, EarlyView.Objective Systemic lupus erythematosus (SLE) significantly impacts employment capacity. This study aimed to investigate the impact of burden of disease activity, damage, and treatment on employment outcomes and transitions in patients with SLE. Methods Using data from a single center, we analyzed employment transitions, adjusted mean disease activity ...
Javier Mencia‐Ledo +4 more
wiley +1 more source