نتایج جستجو برای: مدل garch evt

تعداد نتایج: 124021  

2008
Miguel Piera Martínez Emmanuel Vazquez Éric Walter Gilles Fleury

In many engineering applications, data samples are expensive to get and limited in number. In such a difficult context, this paper shows how classification based on Reproducing Kernel Hilbert Space (RKHS) can be used in conjunction with Extreme Value Theory (EVT) to estimate extreme multivariate quantiles and small probabilities of failure. For estimating extreme multivariate quantiles, RKHS on...

2017
Binan Zhu Yuting Lu Leilin Chen Binbin Yu Yuexin Liu Min Song Taijun Hang

A sensitive and selective method was developed for the separation and characterization of related substances (RSs) in EVT-401 by hyphenated LC-MS techniques. Complete separation of the RSs was achieved with an Inertsil ODS-SP column (250 mm×4.6 mm, 5 µm) by linear gradient elution using a mobile phase consisting of 0.2% formic acid solution, methanol and acetonitrile. EVT-401 was found to be su...

2015
Tasuku Higashihara Nobuo Shiode Tomoharu Kawase Hiromichi Tamekiyo Masaya Otsuka Tomokazu Okimoto Yasuhiko Hayashi

A 65-year-old man presented to our hospital due to intermittent claudication and swelling in his left leg. He had Leriche syndrome and deep vein thrombosis. We performed endovascular therapy (EVT) for Leriche syndrome, and a temporary filter was inserted in the inferior vena cava. He received anticoagulation therapy for deep vein thrombosis. The stenotic lesion in the terminal aorta was stented...

Journal: :Human Reproduction (Oxford, England) 2008
Alejandro Tapia Lois A. Salamonsen Ursula Manuelpillai Evdokia Dimitriadis

BACKGROUND Leukemia inhibitory factor (LIF) is a pleiotropic cytokine that is essential for blastocyst implantation in mice. It has been suggested that LIF may play a role in human first trimester extravillous trophoblast (EVT) invasion. The aim of the present study was to establish whether LIF induces changes in EVT function related to invasiveness. METHODS Primary first trimester human EVT ...

2017

The main focus of this paper is to previous termstudynext term empirically the previous termimpact of terrorismnext term on the behavior of stock, bond and commodity previous termmarkets.next term We consider terrorist events that took place in 25 countries over an 11-year time period and implement our analysis using different methods: an event-previous termstudynext term approach, a non-parame...

2008
SIEGFRIED HÖRMANN

The augmented GARCH model is a unification of numerous extensions of the popular and widely used ARCH process. It was introduced by Duan and besides ordinary (linear) GARCH processes, it contains exponential GARCH, power GARCH, threshold GARCH, asymmetric GARCH, etc. In this paper, we study the probabilistic structure of augmented GARCH(1,1) sequences and the asymptotic distribution of various ...

2005
Patrick Burns

This brief note offers an explicit algorithm for a multivariate GARCH model, called PC-GARCH, that requires only univariate GARCH estimation. It is suitable for problems with hundreds or even thousands of variables. PC-GARCH is compared to two other techniques of getting multivariate GARCH using univariate estimates.

Journal: :Nuclear Instruments and Methods in Physics Research Section A: Accelerators, Spectrometers, Detectors and Associated Equipment 2016

Journal: :Proceedings of the National Academy of Sciences of the United States of America 1999
R Krappa A Nguyen P Burrola D Deretic G Lemke

We have identified two vesicular proteins, designated evectin (evt)-1 and -2. These proteins are approximately 25 kDa in molecular mass, lack a cleaved N-terminal signal sequence, and appear to be inserted into membranes through a C-terminal hydrophobic anchor. They also carry a pleckstrin homology domain at their N termini, which potentially couples them to signal transduction pathways that re...

Journal: :Arteriosclerosis, thrombosis, and vascular biology 2013
Alison E Wallace Judith E Cartwright Runa Begum Ken Laing Baskaran Thilaganathan Guy S Whitley

OBJECTIVE During pregnancy, fetal trophoblast disrupt endothelial cell and vascular smooth muscle cell (VSMC) interactions in spiral arteries of the maternal decidua to enable increased nutritional and oxygen delivery to the fetus. Little is known regarding this transformation because of difficulties of studying human pregnancy in vivo. This study investigated how trophoblast-secreted factors a...

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