نتایج جستجو برای: مدل garch evt

تعداد نتایج: 124021  

Journal: :JCP 2012
Yan Gao Chengjun Zhang Liyan Zhang

Since ARCH and GARCH models are presented, more and more authors are interested in the study of volatilities in financial markets with GARCH models. Method for estimating the coefficients of GARCH models is mainly the maximum likelihood estimation. Now we consider another method—MCMC method to substitute for maximum likelihood estimation method. Then we compare three GARCH models based on it. M...

2007
Samit Paul Andrew Barnes John F. Welch

We are interested in the risk of large losses of certain common financial portfolios (e.g. credit portfolios with default risk). In these cases, we would like to estimate a risk statistic called Value-at-Risk (VaRα) at an extremely high risk level α (typically 99.99%). This high risk level corresponds to rare events for which it is difficult or impossible to obtain data. We first use Monte Carl...

2017
Ying Zhu Ming Cheng Haixiang Zang

The dual power flow wind energy conversion system (DPF-WECS) is a novel system which is based on the electrical variable transmission (EVT) machine. The proposed sensorless control for the DPF-WECS is based on the model reference adaptive system (MRAS) observer by combining the sliding mode (SM) theory. The SM-MRAS observer is on account of the calculations without the requirement of the propor...

2017
Byung Moon Kim

In a meta-analysis of individual patient data from 5 randomized controlled trials, endovascular treatment (EVT) mainly using a stent retriever achieved successful recanalization in 71.1% of patients suffering from acute stroke due to anterior circulation large artery occlusion (LAO). However, EVT still failed in 28.9% of LAO cases in those 5 successful trials. Stent retriever failure may occur ...

2016
Vinod K. Ravikumar Allen L. Ho Jonathon J. Parker Elizabeth Erickson-DiRenzo Casey H. Halpern

Tremulous voice is characteristically associated with essential tremor, and is referred to as essential vocal tremor (EVT). Current estimates suggest that up to 40% of individuals diagnosed with essential tremor also present with EVT, which is associated with an impaired quality of life. Traditional EVT treatments have demonstrated limited success in long-term management of symptoms. However, v...

2014
Xi Shen Kanchana Chokethaworn Chukiat Chaiboonsri

This paper used different copula-based GARCH models (Copula-GARCH model and Copula-GJR-GARCH model) to analyze the dependence structure among gold price, stock price index of gold mining companies and Shanghai Composite Index in China. The empirical results found that the suitable margins were skew-t distribution, and the GJR-GARCH marginal distribution had better explanatory ability than the G...

حمید خالقی مقدم سعید مشیری کامران پاکیزه,

این مقاله به مقایسه صحت پیش بینی تلاطم مدلهای ساده با مدلهای پیچیده تر سری های زمانی، مدل های شرطی طبقه آرچ، در بورس اوراق بهادار تهران و بورس های توسعه یافته شامل دو شاخص اصلی بورس اوراق بهادار تهران و 8 شاخص دیگر از بورس های بین المللی به مدت 10 سال، طی دوره 1378 تا 1387، میپردازد. صحت پیش بینی این مدل ها در بورسهای مختلف با استفاده از روش شناسی خارج از نمونه مورد ارزیابی واقع میشود. مدل های ...

Journal: :Stroke 2017
Urs Fischer Heinrich P Mattle

See related article, p XXX Whether intravenous or endovascular stroke therapy should be withhold in patients with acute ischemic stroke with blood pressure (BP) levels above certain thresholds is one of the major unresolved issues in acute stroke management. The post hoc analysis of data of the MR CLEAN trial (Multicenter Randomized Clinical Trial of Endovascular Treatment for Acute Ischemic St...

2017
Claus Z. Simonsen Irene K. Mikkelsen Sanja Karabegovic Pia Kjaer Kristensen Albert J. Yoo Grethe Andersen

Introduction Endovascular therapy (EVT) is now evidence based in anterior circulation stroke caused by large vessel occlusion. Outcome is related to infarct size, but data on predictors of infarct growth is limited. We analyzed our cohort of EVT treated patients primarily selected by magnetic resonance imaging (MRI) to examine predictors of infarct growth and the association between infarct siz...

Journal: :Journal of virology 2003
Masakazu Terauchi Hideki Koi Chikako Hayano Noriko Toyama-Sorimachi Hajime Karasuyama Yuji Yamanashi Takeshi Aso Masaki Shirakata

Human cytomegalovirus (HCMV) downregulates the class I major histocompatibility complexes (MHCs), HLA-A and -B, in infected fibroblasts to escape from antigen-specific cytotoxic T lymphocytes. The HCMV genes responsible for the downregulation of MHCs are US2, US3, US6, and US11, which encode type I membrane proteins working at the endoplasmic reticulum (ER). However, it is largely unknown wheth...

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