Results 91 to 100 of about 44,402,255 (304)

An Analysis of Exchange Rate Risk Exposure Related to the Public Debt Portfolio of Tunisia: Beyond VaR Approach [PDF]

The aim of this study is to assess the exchange rate risk associated with the Tunisian public debt portfolio through Value-at-Risk (VaR) methodology.
Samia Omrane
core  

Epigenetic reprogramming of lineage switching in cancer

FEBS Letters, EarlyView.
Cancer cells rarely commit to a single identity. Epigenetic mechanisms and tumor microenvironment cues push epithelial cells toward flexible, hybrid states that can shift into mesenchymal, neuroendocrine, or stem‐like fates, driving metastasis, drug resistance, and tumor heterogeneity. Targeting the epigenetic regulators behind these transitions, using
Ezgi Boyvatlı, Burcu Akman, Ezgi Bağırsakçı, Nese Atabey, Serap Erkek‐Ozhan   +4 more
wiley   +1 more source

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, Marc S. Paolella, Christoph Hartz   +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, Mittnik, Stefan, Paolella, Marc S.   +2 more
core  

A note on subadditivity of value at risks (VaRs): A new connection to comonotonicity

Journal of Applied Probability
Abstract In this paper, we provide a new property of value at risk (VaR), which is a standard risk measure that is widely used in quantitative financial risk management. We show that the subadditivity of VaR for given loss random variables holds for any confidence level if and only if those are comonotonic.
Yuri Imamura, Takashi Kato
openaire   +2 more sources

Autophagy and mitophagy in pancreatic β‐cell homeostasis and their involvement in diabetes pathophysiology

FEBS Letters, EarlyView.
This review focuses on the role of autophagy and mitophagy in maintaining pancreatic β‐cell function and homeostasis. We discuss how genetic defects affecting these pathways contribute to the development of type 1, type 2, monogenic, and gestational diabetes. We further explore their potential as therapeutic targets. Created in BioRender.
Yunkyeong Lee, Mingming Tong, Anna L. Gloyn   +2 more
wiley   +1 more source

Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading. [PDF]

This paper deals with the issue of calculating daily Value-at-Risk (VaR) measures within an environment of thin trading. Our approach focuses on fixed income portfolios with low frequency of transactions in which the missing data problem makes VaR ...
Diether Beuermann, Gonzalo Cortazar, Alejandro Bernales   +2 more
core  

VALUE-AT-RISK (VaR) FOR LQ – 45 COMPANIES

Journal of Applied Finance & Accounting, 2011
This paper offers a new measurement of risk, Value-at-Risk (VaR) for LQ-45 index in Indonesian Stock Exchange (ISX). Basic finance uses standard deviation in measuring and quantifying the risks. This paper uses VaR as a risk measure by using historical and analytical methods.
openaire   +2 more sources

Partial depletion of plasminogen activator inhibitor‐1 decreases subcutaneous fat cell hypertrophy and liver cholesterol in high‐fat‐fed female mice

FEBS Letters, EarlyView.
Obesity raises blood levels of PAI‐1, a protein linked to metabolic dysfunction‐associated steatotic liver disease in people with obesity. In female mice fed a high‐fat diet, partially lowering PAI‐1 led to smaller subcutaneous fat cells and lower liver cholesterol, without changing body weight or insulin sensitivity.
Claudia E. Ramirez Bustamante, Robert Sharp, Pradip K. Saha, Elizabeth S. Anaya, Elizabeth L. Lieu, Evelyn L. de Groot, Pooja Patel, Mi Jeong Heo, Aaron R. Cox, Kang Ho Kim, Sean M. Hartig   +10 more
wiley   +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