Expanding the realized variance concept through realized skewness and kurtosis is a straightforward process. We calculate one-day forecasts for these moments with a simple exponentially weighted ...
Inverse psoriasis is a condition that affects folds of skin. Skin cells multiply too quickly, and a rash forms in places like your armpits and groin where there is a lot of friction. Inverse psoriasis ...
It may be misleading to estimate value-at-risk (VAR) or other risk measures assuming normally distributed innovations in a model for a heteroscedastic financial return series. Using the t-distribution ...
Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 14, No. 2/3 (1965), pp. 201-205 (5 pages) ...
Osteocalcin is involved in the progression of nonalcoholic fatty liver disease (NAFLD) in animal models and humans. In this study we investigated the relationship between serum osteocalcin levels and ...
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