Limited change in adolescent value-based risk choices following acute sleep restriction and caffeine. [PDF]
Front PsycholLane LT +5 more
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Sequential ultrasound in arthralgia patients at risk for inflammatory arthritis: is it of added value in risk stratification? [PDF]
Scand J Rheumatol, 2023 Rogier C +4 more
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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
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Pan-Immune-Inflammatory value and risk of latent tuberculosis infection. [PDF]
Sci RepYe X, Kang X, Zhang H, Wang W.
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Diagnostic value of risk of malignancy index in the clinical evaluation of ovarian mass. [PDF]
Mol Clin Oncol, 2022 Huwidi A +4 more
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Are realized volatility models good candidates for alternative Value at Risk prediction strategies? [PDF]
In this paper, we assess the Value at Risk (VaR) prediction accuracy and efficiency of six ARCH-type models, six realized volatility models and two GARCH models augmented with realized volatility regressors.
Refenes, Apostolos P. +2 more
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THE PORTFOLIO OF FINANCIAL ASSETS OPTIMIZATION. DIFFERENT APPROACHES TO ASSESS RISK
Quantitative Methods in Economics, 2018 Petro Hrytsiuk
doaj +1 more source
Value at risk for a mixture of normal distributions: the use of quasi- Bayesian estimation techniques [PDF]
This article proposes a methodology for measuring value at risk for fat-tailed asset return distributions. Simulation-based results indicate that this approach provides better estimates of risk than one based on the assumption that asset returns are ...
Subu Venkataraman
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Impact of a comprehensive healthy lifestyle score on a broad spectrum of cardiometabolic and related diseases and its incremental value for risk prediction based on the UK biobank database. [PDF]
J Cardiothorac SurgChen X +7 more
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Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data? [PDF]
Comput Econ, 2022 Vasileiou E.
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