In this paper, we briefly review the basics of copula theory and the problem of estimating Value at Risk (VaR) of portfolio composed by several assets. We present two VaR estimation models in which each return series is assumed to follow AR(1)-GARCH(1, 1) model and the innovations are simultaneously generated using Gaussian copula and Student t copula. The presented models are applied to estima...

In cointegrated vector autoregressive (VAR) analyses various nonlinear functions of the co-eecients are of interest. Notable examples are impulse responses. A general theory for asymptotic inference on such functions is developed under the assumption that the actual data generation process (DGP) is of potentially innnite VAR order although nite order VAR models are tted to the data and are used...

Plasmodium falciparum relies on monoallelic expression of 1 of 60 var virulence genes for antigenic variation and host immune evasion. Each var gene contains a conserved intron which has been implicated in previous studies in both activation and repression of transcription via several epigenetic mechanisms, including interaction with the var promoter, production of long noncoding RNAs (lncRNAs)...

P. falciparum phenotypic plasticity is linked to the variant expression of clonal multigene families such as the var genes. We have examined changes in transcription and histone modifications that occur during sporogonic development of P. falciparum in the mosquito host. All var genes are silenced or transcribed at low levels in blood stages (gametocyte/ring) of the parasite in the human host. ...

Copyright: © 2015 Silva D , et al . This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Cryptococcosis is a systemic human and animal infection that has emerged as a life-threatening opportunistic mycoses since th...

Portfolio optimization problems involving Value-at-Risk (VaR) are often computationally intractable and require complete information about the return distribution of the portfolio constituents, which is rarely available in practice. These difficulties are compounded when the portfolio contains derivatives. We develop two tractable conservative approximations for the VaR of a derivative portfoli...

BACKGROUND The root of Boehmeria spp (ramie) is a hepatoprotective Chinese herbal medicine. Medicinal properties vary between Boehmeria nivea var. nivea and Boehmeria nivea var. tenacissima, which are local species found in Taiwan. As commercial preparations may use either species, there is a need for a rapid and simple assay to identify variants for quality control. METHODS Four methods were...

The var gene family of Plasmodium falciparum encodes the immunodominant variant surface antigens PfEMP1. These highly polymorphic proteins are important virulence factors that mediate cytoadhesion to a variety of host tissues, causing sequestration of parasitized red blood cells in vital organs, including the brain or placenta. Acquisition of variant-specific antibodies correlates with protecti...

The histone methyltransferase SU(VAR)3-9 plays an important role in the formation of heterochromatin within the eukaryotic nucleus. Several studies have shown that the formation of condensed chromatin is highly regulated during development, suggesting that SU(VAR)3-9's activity is regulated as well. However, no mechanism by which this may be achieved has been reported so far. As we and others h...