نتایج جستجو برای: var 1
تعداد نتایج: 2773697 فیلتر نتایج به سال:
In this paper we study both the level of Value-at-Risk (VaR) disclosure and the accuracy of the disclosed VaR figures for a sample of US and international commercial banks. To measure the level of VaR disclosures, we develop a VaR Disclosure Index that captures many different facets of market risk disclosure. Using panel data over the period 1996–2005, we find an overall upward trend in the qua...
As the intensity of malaria transmission has declined, Plasmodium falciparum parasite populations have displayed decreased clonal diversity resulting from the emergence of many parasites with common genetic signatures (CGS). We have monitored such CGS parasite clusters from 2006 to 2013 in Thiès, Senegal, using the molecular barcode. The first, and one of the largest observed clusters of CGS pa...
2 VAR models 4 2.1 Analytical results for VAR models . . . . . . . . . . . . . . . . . . . . 4 2.1.1 The Diffuse Prior . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.1.2 The Natural Conjugate Prior . . . . . . . . . . . . . . . . . . . 5 2.1.3 The Minnesota Prior . . . . . . . . . . . . . . . . . . . . . . . . 5 2.2 Estimation of VARs using the Gibbs sampler . . . . . . . . . . . . . 6...
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem. We propose a computationally tractable approximation method for minimizing the VaR of a portfolio based on robust optimization techniques. The method results in the optimization of a modified VaR measure, Asymmetry-Ro...
UNLABELLED PREMISE OF THE STUDY The exploitation of Labisia pumila for commercial demand is gradually increasing. It is therefore important that conservation is prioritized to ensure sustainable utilization. We developed microsatellites for L. pumila var. alata and evaluated their polymorphism across var. alata, var. pumila, and var. lanceolata. • METHODS AND RESULTS Ten polymorphic micros...
Let us suppose that in a result of some action in a random time X we get a random receipt Y. If actions are repeated one-by-one, then in the time interval [0, t] we are interested in the cumulative process of receipts. Let (X, Y) and (Xn, Yn), with n ! 1, be independent equidistributed random vectors. Let X be a positive random variable and Y be a nonnegative integer random variable. We assume ...
The species Deguelia utilis and Deguelia rufescens var. urucu, popularly known as "timbó," have been used for many years as rotenone sources in insecticide formulations. In this work, a method was developed and validated using a high-performance liquid chromatography-photodiode array (HPLC-PDA) system, and results were analyzed using hierarchical cluster analysis (HCA). By quantifying the major...
Drosophila melanogaster heterochromatin protein 2 (HP2) interacts with heterochromatin protein 1 (HP1). In polytene chromosomes, HP2 and HP1 colocalize at the chromocenter, telomeres, and the small fourth chromosome. We show here that HP2 is present in the arms as well as the centromeric regions of mitotic chromosomes. We also demonstrate that Su(var)2-HP2 exhibits a dosage-dependent modificati...
Cytoadherance of Plasmodium falciparum-infected erythrocytes in the brain, organs and peripheral microvasculature is linked to morbidity and mortality associated with severe malaria. Parasite-derived P. falciparum Erythrocyte Membrane Protein 1 (PfEMP1) molecules displayed on the erythrocyte surface are responsible for cytoadherance and undergo antigenic variation in the course of an infection....
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید