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Research on volatility and VaR prediction of Shanghai and Shenzhen 300 index(沪深300指数波动率和VaR预测研究)
Zhejiang Daxue xuebao. Lixue ban, 2022 基于广义自回归得分（generalized autoregressive score，GAS）和已实现波动率异质自回归（heterogeneous autoregressive of realized volatility，HAR-RV）模型，引入投资者情绪因素，构建了HAR-RV GAS和HAR-RV-SENT GAS波动率模型，旨在预测沪深300指数波动率和风险价值（value at risk，VaR）度量。用自相关函数曲线和高级预测能力（superior predictive ability ...
SHENYinfang(沈银芳), YANXin(严鑫)
doaj +1 more source
Transcribed var genes associated with placental malaria in Malawian women [PDF]
, 2006 Determining the diversity of PfEMP1 sequences expressed by Plasmodium falciparum-infected erythrocytes isolated from placentas is important for attempts to develop a pregnancy-specific malaria vaccine.
Choong, Ee Ken +10 more
core +1 more source
Measuring financial risk : comparison of alternative procedures to estimate VaR and ES [PDF]
, 2008 We review several procedures for estimating and backtesting two of the most important measures of risk, the Value at Risk (VaR) and the Expected Shortfall (ES). The alternative estimators differ in the way the specify and estimate the conditional mean
Ruiz Ortega, Esther +2 more
core +1 more source
Revue d’Elevage et de Médecine Vétérinaire des Pays Tropicaux, 2009 Resumen en inglès, ver archivo ...
K. De Clerq +2 more
doaj +1 more source
Optimization of investment portfolio management [PDF]
Serbian Journal of Management, 2019 The task of creating an investment portfolio by a financial institution is considered. Funds for creating a portfolio are taken from two sources: enterprise's equity funds and borrowed funds. Optimization of the created portfolio is performed.
Viktor Oliinyk, Olga Kozmenko
doaj +1 more source
Which Google keywords influence entrepreneurs? Empirical evidence from Vietnam [PDF]
Asia Pacific Journal of Innovation and Entrepreneurship, 2019 Purpose - This paper aims to shed light on an impact of Google keywords on the number of new businesses (and an amount of capital registered) in Vietnam, the Southeast Asian country, after the year of an entrepreneur, 2016.
Toan Luu Duc Huynh
doaj +1 more source
Product differentiation in the fruit industry: Lessons from trademarked apples
Agribusiness, Volume 42, Issue 1, Page 148-174, Winter 2026.Abstract We derive price premiums for patented or trademarked apple varieties, also known as “club apples,” compared to open‐variety apples. We use an expansive retail scanner dataset, along with unique data on apple taste characteristics, to estimate monthly club apple premiums for 2008–2018.
Modhurima Dey Amin +3 more
wiley +1 more source
Financial Shocks, Uncertainty Shocks, and Corporate Liquidity
Journal of Applied Econometrics, Volume 40, Issue 7, Page 814-828, November/December 2025.ABSTRACT I estimate a structural VAR identified using sign restrictions to separately identify financial, macro uncertainty, and financial uncertainty shocks. The novelty of the estimation procedure relies on the qualitatively different response of corporate liquidity: Financial shocks lead firms to draw down their liquidity as they lose access to ...
Marco Brianti
wiley +1 more source
The Economic Value of Forecasts in Reducing Extreme Total Losses
Meteorological Applications, Volume 32, Issue 6, November/December 2025.This study has derived expressions for the variance of losses when making forecasts and finds that it plays an important role in determining the extreme losses that can be incurred when forecasting rare events. ABSTRACT A major aim of weather and other types of environmental forecasting is to provide early warning of extreme hazards that can then be ...
David B. Stephenson
wiley +1 more source
Hypoxis parvula var. parvula var. parvula
, 2023 H. parvula var. parvula = Hypoxis brevifolia Baker (1896: 183). Type:— SOUTH AFRICA. KwaZulu-Natal: Liddesdale, Wood 3940 (holotype NH! [image]; isotype K! [image]). Diagnostic characters and relationships:—The variety is morphologically most similar to H.
Niemann, Hendrik J. +2 more
openaire +2 more sources