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31 articles for “Value at Risk (VaR)”
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Research ArticleOpen accessIn the abstractAre There Smaller Leverage Effects in Less-Developed Markets? Evidence from an Oil Exporting CountryMosayeb Phalavani, Parinaz EzzatiProblem statement: This study uses daily data from the Tehran Stock Market (TSM) to illustrate the nature of stock market volatility in an undeveloped and young stock market. Although most studies suggest that a negative shock to stock prices will generate more volatility than a positive shock of equal magnitude but there is no evidence of asymmetric effect in TSM. … …American Journal of Applied Sciences, Vol. 7, Issue 1 · 31 Jan 2010 · 7,521 accessesView PDFCite
Research ArticleOpen accessIn the abstractLiquefaction Susceptibility in the Northern Provinces of ThailandSupot Teachavorasinskun, Pichai Pattararattanakul, Pulpong PongvithayapranuProblem statement: There are quite a few active faults recently found in the western and northern parts of Thailand, which could possibly induce earthquakes of magnitude (ML) of 5.5-6.5. Although seismic design code has been enforced in the area since 1980, the fundamental knowledge on dynamic soil behavior has not been extensively attained. Approach: Collection of existing borehole information in … …American Journal of Engineering and Applied Sciences, Vol. 2, Issue 1 · 31 Mar 2009 · 8,337 accessesView PDFCite
EditorialOpen accessIn the abstractThe Timeless Contribution of Rootstocks towards Successful Horticultural Farming: From Ancient Times to the Climate Change EraIoannis E. PapadakisGrafting is a horticultural practice by which living vegetative plant organs (root, stem and/or buds) of either the same genotype or, usually, different genotypes belonging to the same species, genus, subfamily and/or family, are tightly connected to each other to form a double-compound plant. In fact, it is a method of asexual (clonal-vegetative) propagation of plants. The basal part of … …American Journal of Agricultural and Biological Sciences, Vol. 11, Issue 4 · 16 Dec 2016 · 9,527 accessesView PDFCite
Research ArticleOpen accessIn the abstractAntileishmanial and Antibacterial Activity of Essential Oils of Medicinal Plant Achillea santolina L.Abdulkarim Dakah, Mohammed MaarroufAchillea santolina is medicinal plant widely used in folk medicine for gastrointestinal disorders, anti-inflammatory and anti-diuretic. The World Health Organization (WHO) reports that about 350 million people are considered to be at risk of contracting leishmaniasis especially among people living in the developing countries. This research will be the first time that evaluate antileishmanial activity of essential oils of A. … …OnLine Journal of Biological Sciences, Vol. 19, Issue 1 · 2 Mar 2019 · 9,202 accessesView PDFCite
Research ArticleOpen accessIn the abstractRecycle of Plastic Bag Wastes with Organic Wastes to Energy for RDF ProductionsRithy Kan, Chatchai Kungkajit, Thaniya KaosolThis paper studies the utilization potential of Refuse Derived Fuel (RDF) approach to recover the discarded plastics from Hatyai solid waste disposal site in Songkhla province, Thailand. The excavated plastic bag wastes from the closure landfill of Hatyai, unused plastic bag wastes and waste residues are the raw materials for RDF productions. The raw materials are characterized for proximate analysis … …American Journal of Applied Sciences, Vol. 14, Issue 12 · 30 Dec 2017 · 8,724 accessesView PDFCite
Research ArticleOpen accessIn the abstractThe Relationship of Parents Knowledge Level and Socioeconomic Factor to Oral Health of Down Syndrome ChildrenYetty Herdiyati, Puspita HajardhiniDifferent conditions of the oral cavity in children with Down syndrome which are compared to children without Down syndrome increase higher parents knowledge and the risk factors in maintaining oral health of children with Down syndrome. Correlation test with descriptive analytic by survey techniques was aimed to know the relationship of parents knowledge level and socioeconomic factor to oral health … …American Journal of Applied Sciences, Vol. 14, Issue 8 · 24 May 2017 · 7,208 accessesView PDFCite
Research ArticleOpen accessIn the abstractOverdominance Effects between Malaria and Visceral Leishmaniasis in the 5q31 RegionMutaz Amin, Abdelbadea Elhassan, Kirk Rocket, Muntasir IbrahimA group of SNPs in 5q31, genotyped from Hausa tribe of Koka village in eastern Sudan; an area endemic with malaria and visceral leishmaniasis, were analyzed by The Leishmaniasis research group and found to have significant excess of heterozygosis level and departure from HWE and assumed to be due to natural selection resulting from notorious deadly outbreaks since various ethnic … …OnLine Journal of Biological Sciences, Vol. 15, Issue 4 · 18 Sep 2015 · 7,119 accessesView PDFCite
Research ArticleOpen accessIn the abstractSTRESS; THE VULNERABILITY AND ASSOCIATION WITH DRIVING PERFORMANCEB. M.T. Shamsul, S. Khairunnisa, Y. G. Ng, M. Y. Irwan SyahSeveral factors may contribute to occurrence of road accidents which are human factors, vehicle factor, road factor and environmental factor. There has been recent evidence of a relationship between road accidents and emotional distress as well as fatigue. Monotonous and complex road environments are the road factor that relates to the internal factor within driver. The overall aim of this … …American Journal of Applied Sciences, Vol. 11, Issue 3 · 11 Jan 2014 · 7,720 accessesView PDFCite
Research ArticleOpen accessIn the abstractNutritional Supplements and its Effect on Quality of Life and SleepSara Sarrafi Zadeh, Khyrunnisa BegumProblem statement: Inadequate sleep has been recognized as a risk factor for poor health status. Mental stress, body pains, melatonin deficiency, late night awakening disturbing the body clock are triggers for poor quality of sleep and fatigue. Fatigue due to insomnia is a major cause for poor quality of life. Evidences suggest certain nutrients to exert profound influence on quality … …Current Research in Medicine, Vol. 2, Issue 2 · 1 Dec 2011 · 9,260 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordTesting VaR Accuracy for CDS Portfolios Using Historical Simulation and Delta-Normal ModelsViviane Y. NaimyThis paper studies the accuracy of the VaR using the Delta-Normal and Historical approaches in measuring the risk of CDS portfolios in three different zones, US, Europe and Asia, for the period March 2013-November 2015. The portfolios consist exclusively of CDS of high rated banks and financial institutions. We found that at the 95% confidence level both approaches were accurate … …Journal of Mathematics and Statistics, Vol. 12, Issue 2 · 16 Apr 2016 · 7,507 accessesView PDFCite