نتایج جستجو برای: الگوی var mgarch
تعداد نتایج: 69794 فیلتر نتایج به سال:
African histoplasmosis caused by Histoplasma capsulatum var. duboisii is an important deep mycosis endemic in Central and West Africa and in the island of Madagascar. The disease is characterized by presence of granulomatous lesions in the skin, subcutaneous tissues and bones. Lungs and other internal organs are rarely involved. The natural reservoir of the etiological agent has only been recen...
PURPOSE Cowden syndrome (CS), a Mendelian autosomal-dominant disorder, predisposes to breast, thyroid, and other cancers. Germline variations in succinate dehydrogenase genes (SDHx) occur in approximately 10% PTEN mutation-negative CS and CS-like (CSL) individuals (SDH(var+)). We previously showed that SDHx variants result in elevated reactive oxygen species (ROS), disruption of nicotinamide ad...
Common subexpression elimination is a well-known compiler optimisation that saves time by avoiding the repetition of the same computation. To our knowledge it has not yet been applied to lazy functional programming languages, although there are several advantages. First, the referential transparency of these languages makes the identification of common subexpressions very simple. Second, more c...
Purpose This paper aims to study the co-movement dynamics of Islamic equity returns explain international portfolio diversification opportunities for investors having a heterogeneous stock holding period in light Brexit. Design/methodology/approach The authors use following three recent methodologies: multivariate generalised autoregressive conditional heteroskedastic-dynamic correlations, cont...
To better understand the morphological variation for Perilla crop in different areas of China, we studied the morphological variation in 87 accessions (84 cultivated var. frutescens and three cultivated var. crispa) from high latitude (Northeast China) and middle latitude (North and Northwest China) areas of China by examining seven quantitative and 10 qualitative characters. Analysis of the mo...
In this paper, we show that although minimum-variance hedging unambiguously reduces the standard deviation of portfolio returns, it tends to increase portfolio kurtosis and consequently the effectiveness of hedging in terms of a more general measure of risk such as VaR is uncertain. We compare the reduction in standard deviation with the reduction in 99% VaR for thirteen cross-hedged currency p...
A nalytic variance-covariance value-at-risk is an established technique for measuring exposure to market-based financial risk (Smithson, 1996i and 1996ii). Given a description of the market characteristics and the user’s portfolio, the objective of VAR is to determine how much value might be lost over a given time, with a given level of probability, in a given currency. For example, JP Morgan’s...
To elucidate the taxonomy of the Lecanorchis nigricans Honda, 1931 species complex, the present study investigated the detailed morphology of three L. nigricans varieties in Japan. While L. nigricans var. patipetala Y.Sawa, 1980 and L. nigricans var. yakusimensis T.Hashim., 1990 have often been treated as synonyms of L. nigricans var. nigricans, the present study demonstrates that the three var...
The Pinus armandii and Quercus aliena var. acuteserrata mixed forest is one of the major forest types in the Qinling Mountains, China. P. armandii is considered to be a pioneer species during succession and it is usually invaded by late successional Q. aliena var. acuteserrata. However, the mechanism that underlies its invasion remains unclear. In the present study, we tracked seed dispersal of...
The essential JIL-1 histone H3S10 kinase is a key regulator of chromatin structure that functions to maintain euchromatic domains while counteracting heterochromatization and gene silencing. In the absence of the JIL-1 kinase, two of the major heterochromatin markers H3K9me2 and HP1a spread in tandem to ectopic locations on the chromosome arms. Here we address the role of the third major hetero...
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