Results 81 to 90 of about 248,583 (305)
Forecasting Value-at-Risk (VaR) in the Major Asian Economies
Theoretical Economics Letters, 2018 This is an empirical study of forecasting Value-at-Risk (VaR) in the major Asian economies. The VaR is first forecasted for Singapore, Malaysia, Hong Kong of China, Indonesia, South Korea, Philippines, Thailand, China, Taiwan of China and India using different competing models.
Faisal Nazir Zargar, Dilip Kumar
openaire +2 more sources
Forex Risk: Measurement and Evaluation using Value-at-Risk [PDF]
Over the past decade the growth of trading activity in financial markets, numerous instances of financial instability, and a number of widely publicised losses on banks' trading books have resulted in a re-analysis of the risks faced, and how they are ...
Hyde, Stuart, Bredin, Don
core
FEBS Letters, EarlyView.Embryo‐like structures (stembryos) are an innovative tool, but they are hindered by experimental variability and limited developmental potential. DNA methylation is crucial for mammalian development, but its status in stembryo models is poorly characterized.
Sara Canil +4 more
wiley +1 more source
Degradation mechanism of the von Willebrand factor A2 domain by nattokinase
FEBS Letters, EarlyView.Nattokinase, a natto‐derived protease, exhibits potent antithrombotic effects. This study demonstrates that nattokinase directly cleaves the von Willebrand factor (vWF) A2 domain in vitro. Unlike the native regulator ADAMTS13, nattokinase degrades folded vWF independently of shear stress.
Ryuichi Hyakumoto +3 more
wiley +1 more source
Modulation of Homer1 EVH1 domain internal dynamics by putative autism‐associated mutations
FEBS Letters, EarlyView.The putative autism‐associated M65I and S97L variants of the EVH1 domain of the postsynaptic scaffold protein Homer1 do not exhibit substantial changes in their overall structure or partner binding. Both of them, but especially the M65I variant, show altered internal dynamics relative to the wild‐type domain on the μs‐ms timescale, indicated by the ...
Fanni Farkas +6 more
wiley +1 more source
Risk management in investment funds – methods and effectiveness in 2007-2024
Nowoczesne Systemy ZarządzaniaResearch objectives and hypothesis/research questions The study aims to determine the impact of risk management on the long-term quality of funds and to identify the role of technological innovations in this process.
Karol Nowicki
doaj +1 more source
THE STEERING TOOL OF FINANCIAL INSTITUTIONS: CREDIT VAR (VALUE AT RISK) [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2015 In order to determine the economic capital, in terms of internal management or of application of regulations, financial institutions need to model the probability of future losses on a loan portfolio.
BĂRBULESCU MARINELA +2 more
doaj
Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model [PDF]
A resampling method based on the bootstrap and a bias-correction step is developed for improving the Value-at-Risk (VaR) forecasting ability of the normal-GARCH model.
Stefan Mittnik +2 more
core
Accurate value-at-risk forecast with the (good) old normal-GARCH model [PDF]
, 2006 A resampling method based on the bootstrap and a bias-correction step is developed for improving the Value-at-Risk (VaR) forecasting ability of the normal-GARCH model.
Hartz, Christoph +2 more
core
FEBS Letters, EarlyView.An unexpected alternative interaction site for ethyl viologen was identified in formate dehydrogenase 1 from Methylorubrum extorquens. Combined mutagenesis, kinetic analysis, and docking revealed that aromatic residues near an iron–sulfur cluster enable flavin mononucleotide‐independent electron transfer, offering a framework for engineering improved ...
Eleni G. Poloniataki, Yong Hwan Kim
wiley +1 more source