Ait-Sahalia and Lo (2000) and Panigirtzoglou and Skiadopoulos (2004) have argued that Economic VaR (E-VaR), calculated under the option market implied risk neutral density is a more relevant measure of risk than historically based VaR. As industry practice requires VaR at high confidence level of 99%, we propose Extreme Economic Value at Risk (EE-VaR) as a new risk measure, based on the General...

Bromus setifolius var. pictus (Hook) Skottsb., B. setifolius var. setifolius Presl. and B.setifolius var. brevifolius Ness are three native Patagonian taxa in the section Pnigma Dumort of the genus Bromus L. AFLP and RAPD analysis, in conjunction with genetic distance measurements and statistical techniques, revealed variation within this group and indicated that B. setifolius var. brevifolius ...

A simple method for indoor and outdoor cultivation of Mesocyclops aspericornis, Macrocyclops albidus and Mesocyclops n. sp. copepods is presented. This method utilizes Chilomonas sp., Paramecium caudatum and fresh lettuce as food sources for copepod cultures. Steps for initiating and maintaining copepod cultures are provided.

The formulation of the National Centers for Environmental Prediction four-dimensional variational dataassimilation (4D-Var) system is described. Results of applying 4D-Var over a one-week assimilation period, with a full set of physical parametrizations, are presented and compared with those of 3D-Var. The linearization has been performed without simplifications and, therefore, the tangent-line...

Compact chromatin structure, induction of gene silencing in position-effect variegation (PEV), and crossing-over suppression are typical features of heterochromatin. To identify genes affecting crossing-over suppression by heterochromatin we tested PEV suppressor mutations for their effects on crossing over in pericentromeric regions of Drosophila autosomes. From the 46 mutations (28 loci) stud...

A variety of methods is available to estimate a portfolio’s Value-at-Risk. Aside from the overall VaR there is an apparent need for information about marginal VaR, component VaR and incremental VaR. Expressions for these VaR metrics have been derived under the restrictive normality assumption. In this paper we investigate these VaR concepts in an elliptical world and in a general distribution-f...

Antigenic variation in the human malaria parasite Plasmodium falciparum depends on the transcriptional regulation of the var gene family. In each individual parasite, mRNA is expressed exclusively from 1 var gene out of ∼60, while the rest of the genes are transcriptionally silenced. Both modifications to chromatin structure and DNA regulatory elements associated with each var gene have been im...

Cyclopoid copepods and mosquito larvae were surveyed in southwestern Louisiana rice fields. Almost every rice field had a natural population of Mesocyclops ruttneri, Acanthocylops vernalis, or Macrocyclops albidus. Judging from the abundance of pupae, 29% of the fields were responsible for virtually all Anopheles quadrimaculatus production, apparently because larval mortality suppressed product...

After publication of the article [1], it has been brought to our attention that the original version of this Article contained a typo in the 3rd paragraph of the section 'Review process and data extraction'. It concerns the equation published as "Var(lnRR) = Var(lnR1 + lnR0)". On the right part, the "+" within the parenthesis should be "-", as defined and derived from the left part. As a result...