In financial market risk measurement, Value-at-Risk (VaR) techniques have proven to be a very useful and popular tool. Unfortunately, most VaR estimation models suffer from major drawbacks: the lognormal (Gaussian) modeling of the returns does not take into account the observed fat tail distribution and the non-stationarity of the financial instruments severely limits the efficiency of the VaR ...

In financial market risk measurement, Value-at-Risk (VaR) techniques have proven to be a very useful and popular tool. Unfortunately, most VaR estimation models suffer from major drawbacks: the lognormal (Gaussian) modeling of the returns does not take into account the observed fat tail distribution and the non-stationarity of the financial instruments severely limits the efficiency of the VaR ...

Electrophoretic karyotypes of 15 type strains of the taxa in the Candida guilliermondii complex including Candida fukuyamaensis Nakase et al. and Candida xestobii Yarrow et S. A. Meyer were comparatively analysed by using the CHEF (contour-clamped homogeneous electric field) method of PFGE. Eighteen strains (isolated from various natural sources in China) which were originally identified as C. ...

Plants recognize invading pathogens and respond biochemically to prevent invasion or inhibit colonization in plant cells. Enhancing this response in crop plants could improve sustainable methods to manage plant diseases. To enhance disease resistance in soybean, the soybean phytoalexin glyceollin was assessed in soybean hairy roots of two soybean genotypes, Spencer and PI 567374, transformed wi...

Nine, commercial ly available, ambien t cured, thin-f i lm lining sys t ems were evalua ted for their tolerance to var ious levels of na tu ra l and artificially applied chloride con tamina t ion on steel subs t ra tes . The l inings were tes ted by immers ion in water or h y d r o c a r b o n / w a t e r at var ious t empe ra tu r e s for a du ra t ion of 13 and 6 m o n t h s respectively. The...

The i,o,truciurai ch;Lrge iran;icr ;Rit, IBEDT-TTF) ;jHSO~)j tn(1 [Niidddi)j1;jHSO~) are nier;tilic ;it room temperaiure and exhibit metai 1tlin,uia1tlr trat~,it<on, ai 131) K ;tnd ?5 K. re,pectiveiy. X-ray difi'u,e ;cattent~g mea;uremet~t, l'or jBEDT-TTF),jHSO~lj and tight-bind<ng bond btrttctttre caicttlation; ior bath ;dits sttgge,t that the,e tran;<tien; are mo;t likely due to ,light ,truct...

In particular, the location of S in R d is immaterial (stationarity) and E(N(S)) = λμ =Var(N(S)) (equality of mean and variance). An alternative characterization of the Poisson process involves the limit of the uniform distribution on expanding cubes C ⊆ R . Let ν denote the volume of C. Given m independent uniformly distributed particles in C and a measurable set S ⊆ C of volume μ, the probabi...

Let S be a finite nonabelian simple group, and let H be a subgroup of S . In this work, the dominion (in the sense of Isbell) of H in S in Var(S) is determined, generalizing an example of B.H. Neumann. A necessary and sufficient condition for H to be epimorphically embedded in S is obtained. These results are then extended to a variety generated by a family of finite nonabelian simple groups. S...