نتایج جستجو برای: مدل garch evt
تعداد نتایج: 124021 فیلتر نتایج به سال:
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...
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...
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...
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 ...
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...
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 ...
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.
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...
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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