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Forecasting value‐at‐risk for cryptocurrencies
International Review of Finance, Volume 25, Issue 3, September 2025.Abstract Value‐at‐Risk (VaR), the primary measure of downside risk in market risk management, relies heavily on the accuracy of volatility forecasts produced by risk models. This paper shows that, for forecasting the VaR of cryptocurrencies, the time‐heterogeneous Student's t autoregressive model outperforms standard models commonly used by ...
Michael Michaelides, Niraj Poudyal
wiley +1 more source
The role of consumer sentiment in the transmission of monetary policy to consumer expenditure
Economica, Volume 92, Issue 367, Page 823-847, July 2025.Abstract This paper shows that changes in consumer sentiment play a quantitatively important role in the transmission of monetary policy on economic activity. Specifically, the paper's empirical estimates indicate that changes in short‐term consumer sentiment may very well double the negative responses of consumer expenditure to contractionary monetary
Viet Hoang Dinh
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Bulletin de l'Académie du Var [PDF]
, 1999 19991999.Appartient à l’ensemble documentaire : Pam1Appartient à l’ensemble documentaire ...
Académie du Var. Auteur du texte
core
Urethral entrapment by an overlapping dislocation of the pubic symphysis in a cat
Journal of Feline Medicine and Surgery Open ReportsCase summary A 1-year-old neutered male domestic shorthair cat was referred with suspected uroperitoneum. Ultrasonography showed peritoneal effusion. CT further revealed a bilateral sacroiliac joint disruption associated with an overlapped dislocation of
Tiffany Pereira +3 more
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Carbonatation and Decarbonatation Kinetics in the La2O3-La2O2CO3 System under CO2 Gas Flows
Advances in Materials Science and Engineering, 2010 The carbonatation of La2O3 oxide and the decarbonatation of lanthanum carbonate phase La2O2CO3 are investigated using thermal and thermogravimetry analyses under CO2 gas flow.
Bahcine Bakiz +6 more
doaj +1 more source
Advances in Meteorology, Volume 2025, Issue 1, 2025.Introduction Reliable forecasting of meteorological variables is essential for climate‐sensitive sectors, such as agriculture, water resource, and disaster management. Time series models, such as Seasonal Autoregressive Integrated Moving Average (SARIMA) and Vector Autoregression (VAR), are widely used in forecasting climate variables.
Bodrunnahar Barna +3 more
wiley +1 more source
Bulletin de l'Académie du Var [PDF]
, 1952 19521952 (A120).Appartient à l’ensemble documentaire : Pam1Appartient à l’ensemble documentaire ...
Académie du Var. Auteur du texte
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‘Pseudo Methodios Süryanice Apokaliptik Metni’nde Son İmparator Toposu
Milel ve NihalSüryanice Apokaliptik Metin, 7. yüzyılda kaleme alınmış olup, Süryanice eskatoloji ve apokaliptisizm literatürünün temel taşlarından biri olarak kabul edilen son derece önemli bir eserdir. İnsanoğlunu kıyamete götüren dinamiklere
Umut Var
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Predicting tail risks by a Markov switching MGARCH model with varying copula regimes
Journal of Forecasting, Volume 43, Issue 6, Page 2163-2186, September 2024.Abstract To improve the dynamic assessment of risks of speculative assets, we apply a Markov switching MGARCH approach to portfolio risk forecasting. More specifically, we take advantage of the flexible Markov switching copula multivariate GARCH (MS‐C‐MGARCH) model of Fülle and Herwartz (2022). As an empirical illustration, we take the perspective of a
Markus J. Fülle, Helmut Herwartz
wiley +1 more source
Bulletin de l'Académie du Var [PDF]
, 1961 19621962 (A130).Appartient à l’ensemble documentaire : Pam1Appartient à l’ensemble documentaire ...
Académie du Var. Auteur du texte
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