نتایج جستجو برای: مدل garch evt
تعداد نتایج: 124021 فیلتر نتایج به سال:
در این مقاله اثر شوکهای نرخ ارز را در تلاطم شاخص فلزات اساسی لحاظ کرده و برای مدلسازی آن از یک مدل ARJI-GARCH استفاده میکنیم. به این منظور ابتدا از مدل شدت جهش شرطی خودبرگشت (ARJI) برای مدلسازی تلاطم نرخ ارز استفاده میکنیم، سپس نتیجة آن را برای برآورد تلاطم شاخص صنعت فلزات اساسی در یک مدل GARCH به کار میبریم. در ادامه از تلاطم برآورد شده با مدل ARJI-GARCH ارزش در معرض ریسک (VaR) شاخص فلز...
Migration of extravillous trophoblasts (EVT) into decidua and myometrium is a critical process in the conversion of maternal spiral arterioles and establishing placenta perfusion. EVT migration is affected by cell-to-cell communication and oxygen tension. While the release of exosomes from placental cells has been identified as a significant pathway in materno-fetal communication, the role of p...
BACKGROUND AND PURPOSE Because the long-term security of endovascular treatments remains uncertain, a follow-up study of the patients treated in the International Subarachnoid Aneurysm Trial was performed to compare the frequency, timing, and consequences of aneurysm recurrence. METHODS Patient data were reclassified by actual treatment performed. Aneurysm and patient characteristics, includi...
AIMS Evidence from randomized controlled trials (RCTs) evaluating possible benefits of endovascular therapy (EVT) for acute ischaemic stroke has shown conflicting results. The purpose of this meta-analysis was to systematically examine clinical outcomes in RCTs comparing the use of intravenous (IV) fibrinolysis alone to IV fibrinolysis plus EVT, for the treatment of acute ischaemic stroke. ME...
The transformation of cytotrophoblast (CTB) to extravillous trophoblast (EVT) is an essential process for placental implantation. EVT generated at the tips of the anchoring villi migrate away from the placenta and invade the endometrium and maternal spiral arteries, where they modulate maternal immune responses and remodel the arteries into high-volume conduits to facilitate uteroplacental bloo...
OBJECTIVE Extravillous trophoblast (EVT) cells invade the endometrium and the maternal spiral arterioles during the first trimester. Mammary Serine Protease Inhibitor (Maspin, SERPINB5) plays a putative role in regulating the invasive activity of cytotrophoblasts. The maspin gene is silenced in various cancers by an epigenetic mechanism that involves aberrant cytosine methylation. We investigat...
pletely inhibit EVT migration, plateletderived soluble factors other than chemokines most likely also play a role in EVT migration. Though other studies have suggested that a lipid mediator, sphingosine-1-phosphate (S1P), is released from platelets,4 Sato and colleagues found that lipid removal from platelet-CM by charcoal stripping did not affect migration. However, heat inactivation of peptid...
INTRODUCTION Stroke is the crucial cause of death annually. Inconsistent results from the randomized controlled trials (RCTs) aroused controversy on efficacy of endovascular treatment (EVT). MATERIALS AND METHODS To evaluate the efficacy of EVT in stroke patients. We searched three databases including PubMed, Web of science and the Cochrane Library from Jan 2011 to Apr 2017. Eligible studies ...
This paper investigates the forecasting ability of four different GARCH models and the Kalman filter method. The four GARCH models applied are the bivariate GARCH, BEKK GARCH, GARCH-GJR and the GARCH-X model. The paper also compares the forecasting ability of the non-GARCH model the Kalman method. Forecast errors based on twenty UK company weekly stock return (based on timevary beta) forecasts ...
BACKGROUND AND STUDY AIMS Endoscopic Vacuum Therapy (EVT) has been reported as a novel treatment option for esophageal leakage. We present our results in the treatment of iatrogenic perforation with EVT in a case series of 10 patients. PATIENTS AND METHODS An open pore polyurethane drainage was placed either intracavitary through the perforation defect or intraluminal covering the defect zone...
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