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Vigna radita (L.) R. Wilczek var. raditaVigna unguiculata (L.) Walp. var. unguiculataFabaceae
Vigna radita (L.) R. Wilczek var. radita: Azukia radiata (L.) Ohwi; Phaseolus abyssinicus Savi; Phaseolus aureus Roxb.; Phaseolus bundoo Siebold;...
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Fallstudie – Shunt-VAR-Kompensator
Dieses Kapitel beschreibt, wie ein Benutzer eine Shunt-verbundene dreiphasige VAR-Kompensation, die mit einem zweistufigen Spannungsquellen-Konverter...
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On Fairness, Justice, and VAR Russia 2018 and France 2019 World Cups in a Historical Perspective
This book analyzes the 2018 and 2019 men's and women's World Cups to understand how the use of Video Assistant Referees (VAR) affected each...
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Modelling and Estimating of VaR Through the GARCH Model
This study focuses on the analysis of fiscal series with time-varying conditional variance utilizing the ARIMA-GARCH with Value at Risk (VaR) model....
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Characterization and Comparison of Single VAR-Remelted and Double VAR-Remelted Ingots of INCOLOY ® Alloy 925
Alloy 925 is a nickel-based superalloy usually produced by Electric Arc Furnace (EAF), followed by Argon Oxygen Decarburization (AOD) and Vacuum Arc...
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Control of VAr Compensator in the Quarry Electric Network
AbstractIn the electrical networks of mining enterprises, power supply to powerful loads, e.g., mining excavators, is carried out using cantilever...
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Asymptotic Behaviors of the VaR and CVaR Estimates for Widely Orthant Dependent Sequences
This paper considers some asymptotics of value-at-risk (VaR) and conditional value-at-risk (CVaR) estimates in the cases of extended negatively...
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Human-Centered Gatekeeping: “Neyim Var?”
Information asymmetry, which is physician-oriented, unilateral domination of information, is the main characteristic of healthcare services and the...
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Expression and purification of epinecidin-1 variant (Ac-Var-1) by acid cleavage
AbstractThe demand for massive quantities of therapeutic active antimicrobial peptides (AMPs) is high due to their potential as alternatives to...
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Mean-Variance-VaR portfolios: MIQP formulation and performance analysis
Value-at-risk is one of the most popular risk management tools in the financial industry. Over the past 20 years, several attempts to include VaR in...
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Vegetable Price Forecasting Using ARIMA and VAR Modeling
Price forecasting of agricultural products has gained the attention of researchers to help farmers, policymakers, and insurance companies. Price...
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Energy Management in Power Distribution Network via Volt-VAr-Watt Control
The growing concern for exponential load growth, depletion of conventional energy resources, security threats, and environmental concerns are...
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Exploring mycorrhizal diversity in sympatric mycoheterotrophic plants: a comparative study of Monotropastrum humile var. humile and M. humile var. glaberrimum
Mycoheterotrophic plants (MHPs) rely on their mycorrhizal fungus for carbon and nutrient supply, thus a shift in mycobionts may play a crucial role...
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A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns
We present the first application of the mixed-frequency VAR (MF-VAR) method in the market microstructure literature, studying the interaction between...
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Senna spectabilis var. excelsa (Schrad.) H.S. Irwin & Barneby Fabaceae
Cassia spectabilis DC., Cassia excelsa Schrad., Cassia carnaval Speg., Cassia humboldtiana DC., Cassia macranthera DC., Cassia macranthera Colladon,...
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Optimization of Asset Allocation and Liquidation Time in Investment Decisions with VaR as a Risk Measure
Asset allocation and investment times are two correlated aspects of investments; however, most research on investment decisions focuses on asset...
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A new sample-size planning approach for person-specific VAR(1) studies: Predictive accuracy analysis
Researchers increasingly study short-term dynamic processes that evolve within single individuals using N = 1 studies. The processes of interest are...
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Forecasting VaR and ES by using deep quantile regression, GANs-based scenario generation, and heterogeneous market hypothesis
Value at risk (VaR) and expected shortfall (ES) have emerged as standard measures for detecting the market risk of financial assets and play...
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Time-variation in response of inflation to monetary policy shocks in India: evidence from TVP-VAR models
This study attempts to explore the time-variation in the response of inflation to monetary policy shocks in India for the period April 1999 to March...
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Su(var)3-9 mediates age-dependent increase in H3K9 methylation on TDP-43 promoter triggering neurodegeneration
Aging progressively modifies the physiological balance of the organism increasing susceptibility to both genetic and sporadic neurodegenerative...
