Response of Venezuelan output to monetary policy, deficit spending, and currency depreciation: a VAR model [PDF]
This study applies the VAR model to find possible responses of real GDP to selected macroeconomic variables in Venezuela. Based on an annual sample during 1961 - 2001, the author finds that the real GDP responds positively to a shcock to real M2 ...
Yu Hsing
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Magia y religión en Los ríos profundos de José María Arguedas
Kipus: Revista Andina de Letras y Estudios Culturales, 2014 La novela Los ríos profundos (1958) del escritor peruano José María Arguedas describe el proceso de madurez de Ernesto, muchacho solitario que ha de escoger una vía personal entre los elementos enfrentados que componen las dos facetas de su cultura ...
José García-Romeu
doaj
Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features [PDF]
An important aspect of empirical research based on the vector autoregressive (VAR) model is the choice of the lag order, since all inference in the VAR model depends on the correct model specification.
Carlos Enrique Carrasco Gutiérrez +2 more
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Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory [PDF]
This paper studies the performance of nonparametric quantile regression as a tool to predict Value at Risk (VaR). The approach is flexible as it requires no assumptions on the form of return distributions.
Julia Schaumburg
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Photinia chingiana var. chingiana var. chingiana
5 a.Photinia chingiana var. chingiana = Photinia austroguizhouensis Y. K. Li, Bull. Bot. Res., Harbin 6 (4): 107. 1986. Type: CHINA. Guizhou: Libo, M. Z. Yang et al. 810333 (holotype: HGAS; isotype: PE [barcode 01432751!]). = Photinia simplex Y. K. Li & X. M. Wang, Bull. Bot. Res., Harbin 8 (3): 133. 1988. Type: CHINA. Guizhou: Sandu County, Yaorenshan,
Wang, Hui +12 more
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Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets [PDF]
We introduce a new hybrid approach to joint estimation of Value at Risk (VaR) and Expected Shortfall (ES) for high quantiles of return distributions.
Randall Filer, Sasa Zikovic
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Trillium erectum, var. blandum, var. nov
, 1938 (Uploaded by Plazi from the Biodiversity Heritage Library) No abstract provided.
openaire +2 more sources
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
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The contribution of sexology in the overall care of patients consulting for the screening of IST
Journal of Virus Eradication, 2016 Sandra Guiadeur
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Seminal Plasma Metabolomic Responses to Selenium Supplementation and Testicular Heat Stress in Zulu Rams. [PDF]
CellsLekola KPM, Nkomo MA, Lehloenya KC.
europepmc +1 more source