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Red List of Liverworts and Hornworts of Sicily. [PDF]
Marino ML, Dia MG, Puglisi M, Campisi P.
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Wealth creation and disease burden: Evidence from Nigeria based on a Bayesian-VAR approach. [PDF]
Lopreite M, Zhu Z.
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A novel Compound-Pareto model with applications and reliability peaks above a random threshold value at risk analysis. [PDF]
Abiad M +7 more
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Scabies as a Neglected Tropical Disease: A Comprehensive Review of Pathogenesis, Epidemiology, Clinical Manifestations, Diagnosis and Treatment. [PDF]
Paray AA +7 more
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Dynamic causal weighting-based risk propagation modeling for airport movement areas. [PDF]
Wu W, Lin J, Wei M, Wang X, Zhu L.
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Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance
Salvagnin C +4 more
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Interpreting Value at Risk (VaR) forecasts
Economic Systems, 2008Abstract Value at Risk (VaR) forecasts have been increasingly accepted globally by both risk managers and regulators as a tool to identify and control exposure to financial market risk. However, modern portfolios are characterized by a constantly changing composition of security holdings that reflect portfolio managers’ strategies, expected prices ...
Allan W. Gregory, Jonathan J. Reeves
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