Results 101 to 110 of about 44,402,255 (304)
Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index [PDF]
Value-at-risk (VaR) is a useful risk measure broadly used by financial institutions all over the world. VaR is popular among researchers, practitioners and regulators of financial institutions. VaR has been extensively used for to measure systematic risk
Iqbal, Javed, Azher, Sara, Ijza, Ayesha
core +2 more sources
Translophagy—A potential link between autophagy impairment and translational errors
FEBS Letters, EarlyView.Neurodegenerative diseases are characterised by the accumulation of abnormal proteins and protein aggregates, but their origin often remains unknown. We propose that selective autophagy removes damaged protein‐making machinery, preventing errors during protein synthesis.
Mykola V. Korolchuk +11 more
wiley +1 more source
Extreme Value Theory and Value at Risk : Application to Oil Market [PDF]
Recent increases in energy prices, especially oil prices, have become a principal concern for consumers, corporations, and governments. Most analysts believe that oil price fluctuations have considerable consequences on economic activity.
Abdelwahed Trabelsi +2 more
core
Evaluation of Value-at-Risk (VaR) using the Gaussian Mixture Models
Research in StatisticsThe normality of the distribution of stock returns is one of the basic assumptions in financial mathematics. Empirical studies, however, undermine the validity of this assumption.
Indrė Morkūnaitė +2 more
doaj +1 more source
Managing market risk with VaR (Value At Risk)
Management : Journal of Contemporary Management Issues, 2013 Market risk estimates the uncertainty of future earnings, due to the changes in market conditions. Value at Risk has become the standard measure that financial analysts use to quantify market risk. For estimating risk, the issue is that different ways to estimate volatility can lead to very different VaR calculations.
openaire +2 more sources
FEBS Letters, EarlyView.How do genomes gain new functional parts? In eukaryotes, which tend to evolve under weak selection, much of the genome is junk. Palazzo and Qiu borrow the logic of Markov chains to show how non‐functional DNA becomes functional through the appearance of intermediate states, which arise due to epistasis, buffering, and biochemical messiness, allowing ...
Alexander F. Palazzo, Yi Qiu
wiley +1 more source
Filtered Extreme Value Theory for Value-At-Risk Estimation [PDF]
Extreme returns in stock returns need to be captured for a successful risk management function to estimate unexpected loss in portfolio. Traditional value-at-risk models based on parametric models are not able to capture the extremes in emerging markets ...
Yilmazer, Sait +2 more
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FEBS Letters, EarlyView.Heterodimeric amino acid transporters consist of SLC7 and SLC3 family proteins arranged in a conserved structural organization. They regulate nutrient transport across cell membranes, supporting essential cellular functions. These transporters also contribute to xenobiotic/drug uptake and distribution.
Mariafrancesca Scalise +5 more
wiley +1 more source
VAR FOR QUADRATIC PORTFOLIO'S WITH GENERALIZED LAPLACE DISTRIBUTED RETURNS [PDF]
This paper is concerned with the e±cient analytical computation of Value-at-Risk (VaR) for portfolios of assets depending quadratically on a large number of joint risk factors that follows a multivariate Generalized Laplace Distribution.
Jules Sadefo-Kamdem, Raymond BRUMMELHUIS
core
Metastatic niche shaped by host factors influences disseminated cancer cell fate
FEBS Letters, EarlyView.Metastasis is shaped not only by cancer cells but also by the environments they encounter. This review explores how factors such as aging, diet, the microbiome, lifestyle, and environmental exposures remodel organ‐specific niches in the lung, liver, bone, and brain, influencing where metastatic cells survive, remain dormant, or grow, and ultimately ...
Gwennan Delyth Ward +2 more
wiley +1 more source