Results 71 to 80 of about 416,632 (304)

Extreme Value Theory and Gold Price Extremes, 1975–2025: Long-Term Evidence on Value-at-Risk and Expected Shortfall

Commodities
We analyze extreme gold price movements between 1975 and 2025 using Extreme Value Theory (EVT). Using both the Block-Maxima and Peaks-over-Threshold approaches on a daily return basis, we estimate Value-at-Risk (VaR) and Expected Shortfall (ES) for the ...
Michael Bloss, Dietmar Ernst, Leander Geisinger   +2 more
doaj   +1 more source

Estimasi Nilai VaR Dinamis Indeks Saham Menggunakan Peak-Over Threshold dan Block Maxima

Jurnal Matematika, 2012
Kejadian ekstrim pada bidang finansial pada periode 2008/2009  telah menyadarkan para praktisi maupun peneliti di bidang finansial untuk mengevaluasi kembali teknik-teknik pemodelan risiko finansial.
Komang Dharmawan
doaj   +1 more source

Financial Burden Associated With Hospitalisation Among Families of Childhood Brain Tumours in Australia

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Families of children with cancer experience significant financial strain, even with universal healthcare. Indirect costs, such as productivity losses and non‐medical expenses, are rarely included in economic evaluations, and little is known about how effectively financial aid programmes alleviate this burden. Childhood brain tumours
Megumi Lim, Natalie Bradford, David Brain, Sameera Senanayake, Sanjeewa Kularatna, Kate Young, Christine Cashion, Tim Hassall, Susanna Cramb   +8 more
wiley   +1 more source

Sensitivity Analysis of Values at Risk [PDF]

The aim of this paper is to analyze the sensitivity of Value at Risk (VaR) with respect to portfolio allocation. We derive analytical expressions for the first and second derivatives of the Value at Risk, and explain how they can be used to simplify ...
Gouriéroux, Christian, Laurent, J.P., Scaillet, Olivier   +2 more
core  

A High‐Sensitivity Circulating Nucleic Acid Sequencing Assay for Assessing Treatment Response to Alectinib in a Pediatric Patient With ALK‐Rearranged Non–Small Cell Lung Cancer

Pediatric Blood &Cancer, EarlyView.
Alberto D. Guerra, Nicholas F. Evageliou, Vandana Batra, Kristen L. Dalton, Stephanie Ortel, Usman Ashraf, Tricia R. Bhatti, Lisa J. States, Lea F. Surrey, Theodore W. Laetsch   +9 more
wiley   +1 more source

The Fate (Outcome) of Clinically Apparent Single Lesion and Oligofocal Nephroblastomatosis Treated According to SIOP/GPOH Protocols for Wilms Tumor

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background The management of clinically apparent single lesions or oligofocal nephroblastomatosis, a facultative precursor of nephroblastoma, remains debated. Methods We retrospectively analyzed 37 patients with clinically apparent single or oligofocal nephroblastomatosis (two to three lesions per kidney) among 2347 patients registered between
Nils Welter, Jens‐Peter Schenk, Jenny Wegert, Manfred Gessler, Leo Kager, Stefan Wagenpfeil, Marina Müller, Jean‐Michel Wolff, Joerg Fuchs, Steven W. Warmann, Clemens‐Magnus Meier, Jochen Hubertus, Christian Rübe, Christian Vokuhl, Patrick Melchior, Lena Tschirner, Norbert Graf, Rhoikos Furtwängler   +17 more
wiley   +1 more source

Inpatient Food Insecurity and Pediatric Hematology Oncology Hospitalization Outcomes

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Children with cancer and blood disorders are at risk for food insecurity (FI). We aimed to describe the association of inpatient food insecurity (IFI) and hospitalization outcomes among patients admitted to the pediatric hematology oncology service. Of 325 caregivers screened for IFI, 60 (18.6%) screened positive.
Joanna M. Robles, Greg Russell, Leila H. DeWitt, Kimberly Montez, Callie L. Brown   +4 more
wiley   +1 more source

PENGUKURAN VALUE AT RISK PADA ASET TUNGGAL DAN PORTOFOLIO DENGAN SIMULASI MONTE CARLO

Media Statistika, 2009
Value at Risk (VaR) is the established standard for measuring market risk. VaR measures the worst expected loss under normal market conditions over a specific time interval at a given confidence level. A VaR statistic has three components: a time period,
Di Asih I Maruddani, Ari Purbowati
doaj   +1 more source

LIMITATIONS OF VALUE-AT-RISK (VAR) FOR BUDGET ANALYSIS [PDF]

Value-at-risk (VaR) is increasingly being applied to problems in agriculture, especially valuation of crop insurance and agricultural lending risk exposure.
Gustafson, Cole R.
core   +1 more source