I propose a new measure of common, time-varying tail risk for large cross sections of stock returns. Stock return tails are described by a power law in which the power law exponent is allowed to transition smoothly through time as a function of recent data. It is motivated by asset pricing theory and is estimable via quasi-maximum likelihood. Estimates indicate substantial time variation in sto...

soil water retention curve (swrc) is important in the studies of soil and water relationship, soil conservation, irrigation scheduling, drainage, solute transport, plant growth and crop water stress. the performance of 10 models (simons et al., libardy et al., campbell, farrell and larson, van genuchten, brooks and corey, driessen, exponential bruce-luxmore, power bruce-luxmore, and rogowski) w...

background: euroscore is a simple and rigorous risk stratification model and is, thus, commonly used in predicting the early and late outcomes of cardiac surgery across the world. we aimed to assess the discriminative power of the euroscore model to predict postoperative morbidity and total prolonged length of stay in hospital (los) and intensive care unit (icu) stay in an iranian group of card...