Results 151 to 160 of about 1,170,766 (226)

Heavy-tailed distributions in VaR calculations [PDF]

The essence of the Value-at-Risk (VaR) and Expected Shortfall (ES) computations is estimation of low quantiles in the portfolio return distributions.
Rafal Weron, Adam Misiorek
core  

Tær leiddust í hjartanum á heimsveldinum

Periskop
Vár Eydnudóttir
doaj   +1 more source

Multi-Scale Entropy-Gated Deep Quantile Learning via EntropyFusion-VaR: Tail-Risk Forecasting for U.S. Energy-Sector Equities. [PDF]

Entropy (Basel)
Osman A, Wang Y, Wang Y.
europepmc   +1 more source

Pandemic Crisis and Increasing Systemic Risk Among Tunisian Listed Banks Using CoVAR Measure: The Case of the COVID-19 Crisis

Copernican Journal of Finance & Accounting
In recent years, financial institutions have become increasingly interconnected, meaning that failure of one institution can spread to the entire network. This is known as financial contagion.
Wided Khiari, Ines Ben Flah, Mohamed Amine Bouhali   +2 more
doaj  

The complete chloroplast genome of <i>Lamium purpureum</i> L. var. <i>purpureum</i> (Lamiaceae) and phylogenetic analysis. [PDF]

Mitochondrial DNA B Resour
Kim YK, Jeon YJ, Song JH.
europepmc   +1 more source

Asymmetric Monetary Transmission in EMU: The Robustness of VAR Conclusions and Cecchetti’s Legal Family Theory [PDF]

We review studies on monetary transmission in the EU countries using the VAR approach and analyse why they often lead to divergent outcomes. Firstly, we estimate 43 VAR models across ten EU countries and compare the robustness of the ranking of the ...
Jakob de Haan, Adam Elbourne
core  

Integrative Morphological and Palynological Characterization of <i>Cocos nucifera</i> L.: Insights from Macro-Traits and Pollen Ultrastructure. [PDF]

Plants (Basel)
Manikala C, Summpunn P, Khomphet T, Septia ED.   +3 more
europepmc   +1 more source

Exploring Chemical Diversity Alongside Antioxidant, Antimicrobial, Antiproliferative, Anti-Inflammatory, and <i>Caenorhabditis elegans</i> Locomotor Responses in Whole, Caps and Stipes of <i>Suillus luteus</i> and <i>Agaricus bisporus</i>. [PDF]

Pharmaceuticals (Basel)
Coyago-Cruz E, Puente-Pineda JA, Gonzalez-Pastor R, Soledispa J, Cobos AGZ, Carrillo-Naranjo O, Barba-Ostria C, Heredia-Moya J, Tafur G.   +8 more
europepmc   +1 more source

Genetic Dynamics of Allotetraploid Cotton Species (<i>Gossypium</i> spp.) and Their Utilization in Breeding for Superior Fiber Quality. [PDF]

Plants (Basel)
Ernazarova DK, Kholova MD, Erjigitov DS, Rafieva FU, Toshpulatov AK, Oripova BB, Safiullina AK, Arslanova SK, Sokiboeva DB, Mamatkulova GF, Nematullaeva EF, Yu JZ, Kushanov FN.   +12 more
europepmc   +1 more source

Agroforestry Spread of <i>Xylella fastidiosa</i> in Minorca: Vectors, Hosts, and Dynamics in Wild Olive Woods and Pastures. [PDF]

Insects
Llompart M, Cifre J, Olmo D, Juan A, Sabaté J.   +4 more
europepmc   +1 more source