نتایج جستجو برای: مدلpanel var
تعداد نتایج: 25736 فیلتر نتایج به سال:
A pooled analysis was conducted of 1257 toddlers who received a fourth dose of Haemophilus influenzae type b-Neisseria meningitidis serogroups C and Y-tetanus toxoid conjugate vaccine (HibMenCY-TT) or Hib conjugate vaccine (Hib polysaccharide conjugated to N. meningitidis outer membrane protein) coadministered with measles-mumps-rubella (MMR) and varicella (VAR) vaccines (NCT00134719/NCT0028978...
The recent financial crisis has raised numerous questions about the accuracy of value at risk (VaR) as a tool to quantify extreme losses. In this paper we develop data driven VaR approaches that are based on the principle of optimal combination and that provide robust and precise VaR forecasts for periods when they are needed most, such as the recent financial crisis. Within a comprehensive com...
One of the major virulence factors of the malaria causing parasite is the Plasmodium falciparum encoded erythrocyte membrane protein 1 (PfEMP1). It is translocated to It the membrane of infected erythrocytes and expressed from approximately 60 var genes in a mutually exclusive manner. Switching of var genes allows the parasite to alter functional and antigenic properties of infected erythrocyte...
Peanut diseases, such as leaf spot and spotted wilt caused by Tomato Spotted Wilt Virus, can significantly reduce yield and quality. Application of marker assisted plant breeding requires the development and validation of different types of DNA molecular markers. Nearly 10,000 SSR-based molecular markers have been identified by various research groups around the world, but less than 14.5% showe...
PfEMP1 are variant parasite antigens that are inserted on the surface of infected erythrocytes (IE). Through interactions with Plasmodium falciparum various host molecules, PfEMP1 mediate IE sequestration in tissues and play a key role in the pathology of severe malaria. PfEMP1 is encoded by a diverse multi-gene family called . Previous studies have shown that that expression var of specific s...
Plasmodium falciparum expresses on the host erythrocyte surface clonally variant antigens and ligands that mediate adherence to endothelial receptors. Both are central to pathogenesis, since they allow chronicity of infection and lead to concentration of infected erythrocytes in cerebral vessels. Here we show that expression of variant antigenic determinants is correlated with expression of ind...
Within the field of finance, Value-at-Risk (VaR) is a widely adopted tool to assess portfolio risk. When calculating VaR based on historical stock return data, the data could be sensitive to outliers caused by seldom occurring news events in the sampled period. Using a data set of news events, of which the irregular events are identified using a Poisson distribution, we research whether the VaR...
The Value-at-Risk (VAR) measurements are widely applied to estimate exposure to market risks. The traditional approaches to VAR computations the variance-covariance method, historical simulation, Monte Carlo simulation, and stress-testing do not provide satisfactory evaluation of possible losses. In this paper we review the recent advances in the VAR methodologies. The proposed improvements sti...
The Vector Autoregressive (VAR) model, the Error Correction Model (ECM), and the Kalman Filter Model (KFM) are used to forecast UK stock prices. The forecasting performance of the three models is compared using out of sample forecasting. The results show that the forecasting performance of the ECM is better than that of the VAR and the KFM, and that the VAR performs a forecasting better than th...
In this paper we study the model risk of Expected Shortfall (ES), extending the results of Boucher et al. (2014) on model risk of Value-at-Risk (VaR). We propose a correction formula for ES based on passing three backtests. Our results show that for the DJIA index, the smallest corrections are required for the ES estimates built using GARCH models. Furthermore, the 2.5% ES requires smaller corr...
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