Results 21 to 30 of about 53,466 (260)
Extreme tails behavior in Asian currency markets
Business Review, 2021 This study examines extreme tail behavior in Asian currency markets for the period of 2005-2018. Value-at-Risk (VaR) is estimated through Extreme Value Theory (EVT) approach to forecast losses incurred in a day in Asian currencies. Initially EVT approach
Sumaira Zia +2 more
doaj +1 more source
STOCK MARKET FLUCTUATIONS SIMULATION WITHIN LOWLY VOLATILE AND HIGHLY VOLATILE PERIODS
Advanced Engineering Research, 2013 The simulation of stock price fluctuations is analyzed. The statistical criteria application allows drawing the conclusion on the investigated models’ validity. Alongside with well-known Kolmogorov-Smirnov and Anderson-Darling criteria, comparatively new
Kirill Valeryevich Kirillov
doaj +1 more source
ANALYSIS OF THE MOST COMMON CALCULATION METHODS “VALUE AT RISK, VAR”
Фінансово-кредитна діяльність: проблеми теорії та практики, 2022 The Regulation of the National Bank of Ukraine on Risk Management in Ukrainian Banks stipulates that this Regulation obliges banks to use the VaR methodology to assess market risk.
Олена Pavliuk, Tetiana Melnyk
doaj +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Pediatric gastroenteropancreatic neuroendocrine neoplasms (GEP‐NENs) are extremely rare and clinically heterogeneous. Management has largely been extrapolated from adult practice. This European Standard Clinical Practice Guideline (ESCP), developed by the EXPeRT network in collaboration with adult NEN experts, provides (adult) evidence ...
Michaela Kuhlen +23 more
wiley +1 more source
VaR Methodology Application for Banking Currency Portfolios [PDF]
Theoretical and Applied Economics, 2007 VaR has become the standard measure that financial analysts use to quantify market risk. VaR measures can have many applications, such as in risk management, to evaluate the performance of risk takers and for regulatory requirements, and hence it is very
Daniel Armeanu, Florentina-Olivia Balu
doaj +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Combined oral contraceptive (COC) use in obese adult women dramatically increases the relative risk of developing a pulmonary embolism (PE). The risk of a PE in obese adolescent females taking contraceptives is currently unknown. The purpose of this investigation was to determine the effect of body mass index (BMI) and contraceptive
John Puetz, Joanne Salas
wiley +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Fertility preservation (FP) is increasingly integrated into the care of pediatric patients exposed to gonadotoxic therapy or conditioning for hematopoietic stem cell transplantation (HSCT), yet perioperative data in infants and toddlers remain scarce.
Kerstin Saalabian +13 more
wiley +1 more source
Comparing Model Selection Criteria to Distinguish Truncated Operational Risk Models
Frontiers in Applied Mathematics and Statistics, 2020 In this paper three information criteria are employed to assess the truncated operational risk models. The performances of the three information criteria on distinguishing the models are compared.
Daoping Yu
doaj +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Acute lymphoblastic leukemia (ALL) is the most common pediatric cancer, with an overall survival now surpassing 90% in developed countries. However, treatments are not without adverse effects. In this study, we apply the severe toxicity‐free survival (STFS) framework to determine the prevalence of 21 physician‐defined severe ...
Lane Collier +10 more
wiley +1 more source
An empirical evaluation of Value-at-Risk: The case of the Belgrade Stock Exchange index - BELEX15 [PDF]
Industrija, 2012 The subject of the research is to test and analyze VaR (Value-at-Risk) methods of market risk management on the financial market of the Republic of Serbia.
Anđelić Goran B. +2 more
doaj