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En empirisk studie av Value-at-Risk-prediktering med hjälp av GARCH-modeller

This paper describes a study examining four different GARCH models AR(1)-GARCH(1,1), AR(1)-EGARCH(1,1), AR(1)-APGARCH(1,1) and AR(1)-GJR-GARCH(1,1), and their ability to predict future volatility and thereby providing more reliable estimates for Value-at-Risk. The study is based on daily observations for the return of the OMX Stockholm 30 Index, during the time period 31st December 1996 to 29th De

Impact of socioeconomic factors and antibiotic prescribing on penicillin- non-susceptible Streptococcus pneumoniae in the city of Malmö.

Carriage or infection with penicillin-non-susceptible Streptococcus pneumoniae (PNSP) has been associated with antibiotic prescribing, socioeconomic factors, and attendance at day-care centres (DCCs). In the present study, linear regression was used to estimate the relation between these risk factors and the incidence of PNSP cases (non-susceptible defined as MIC >= 0.5 mu g/ml for penicillin) in

Testing the Applicability of Quartz and Feldspar for Luminescence Dating of Pleistocene Alluvial Sediments in the Tatra Mountain Foothills, Slovakia

Luminescence dating is a widely used method in combination with sedimentological analysis for reconstructing the landscape development of the Quaternary period. In this study, quartz and K-feldspar measurements were used to evaluate the luminescence characteristics with the aim of dating the deposits. The sediments were sampled from an abandoned gravel pit in the Biely Váh valley and eight sites i

Prognostic implications of cytogenetic findings in kidney cancer

Objective. To evaluate the prognostic impact of cytogenetic findings in renal cell carcinoma (RCC). Patients and methods. Tumour cytogenetics, histomorphology, DNA ploidy and S-phase fraction, stage, size, and grade were related to survival in 50 consecutive patients with RCC. The mean follow-up was 3.9 years (median 4.2. range 0-8.8). Results. The predictive probability for recurrence-free surviv

The dung beetle wind compass: a structural and behavioural study

Vind, sol och en hel del dynga Innan den sydafrikanska dyngbaggen Kheper lamarcki kan kasta sig över sin gourmetmåltid måste den ta sig bort från dynghögen och den hastigt ökande konkurrensen. Det mest effektiva sättet att åstadkomma detta på är att backa i en rak linje. Hur lyckas man med detta om man är en dyngbagge? Studier har visat att dessa baggar har förmågan att utnyttja himlavalvets olikOnce the South African dung beetle Kheper lamarcki has constructed its ball of dung, it strives to escape the competition at the dung pile and locate soft ground to dig down. The most efficient way to do this is to move away along a straight path. One way to achieve this is by using celestial cues as orientation references. However, when these cues fail to provide sufficient directional informatio

Performance of protein stability predictors.

Stability is a fundamental property affecting function, activity, and regulation of biomolecules. Stability changes are often found for mutated proteins involved in diseases. Stability predictors computationally predict protein-stability changes caused by mutations. We performed a systematic analysis of 11 online stability predictors' performances. These predictors are CUPSAT, Dmutant, FoldX, I-Mu

Wartenberg pendulum test: objective quantification of muscle tone in children with spastic diplegia undergoing selective dorsal rhizotomy.

The aim of this study was to investigate the reliability and sensitivity of the Wartenberg pendulum test for quantification of muscle tone in young children with spastic diplegia undergoing selective dorsal rhizotomy (SDR). Fourteen nondisabled children (mean age of 5.5 years, age range 2.3 to 8.8 years, one female and one male in each year) were tested twice. Twenty children with spastic diplegia

DNS-embedded service endpoint registry for distributed e-Infrastructures

Distributed e-Infrastructure is a key component of modern BIG Science. Service discovery in e-Science environments, such as Worldwide LHC Computing Grid (WLCG), is a crucial functionality that relies on service registry. In this paper we re-formulate the requirements for the service endpoint registry based on our more than 10 years experience with many systems designed or used within the WLCG e-In

Nomenclature and Definition of Atrophic Lesions in Small Bowel Capsule Endoscopy : A Delphi Consensus Statement of the International CApsule endoscopy REsearch (I-CARE) Group

(1) Background: Villous atrophy is an indication for small bowel capsule endoscopy (SBCE). However, SBCE findings are not described uniformly and atrophic features are sometimes not recognized; (2) Methods: The Delphi technique was employed to reach agreement among a panel of SBCE experts. The nomenclature and definitions of SBCE lesions suggesting the presence of atrophy were decided in a core gr

The use of environmental DNA (eDNA) in biological monitoring of the Natterjack toad (Epidalea calamita)

Environmental DNA (eDNA) is a promising new tool in the field of conservation management, which can contribute to non-destructive species determination as well as improved data on species occurrence. Still, it is important to gain knowledge on how eDNA works compared to conventional monitoring methods in order to evaluate the detection efficiency. In this study, I have investigated the use of eDN

What drives the organic private label customer? A study of the influencing variables on the purchase behaviour

Purpose: The purpose of this thesis is to examine, which of those variables suggested by past research – i.e. consumer attitude, store image, perceived price, packaging and perceived quality - have a significant influence on the customer’s purchase behaviour of organic private labels. Methodology: A quantitative study with a deductive approach and a cross-sectional design was chosen to obtain qua

A comparison of methods for converting rhizotron root length measurements into estimates of root mass production per unit ground area

Rhizotrons provide valuable information about plant root production, but measurements are usually made in units of root length per unit surface area of observation window surface. These measurement units are not easily comparable to above-ground plant growth. To address this deficiency, several techniques have been developed to convert rhizotron measurement units into root mass production per unit

Assessing practicalities of Benford’s Law - A study of the law’s potential to detect fraud in transactional data

Abstract In modern anti-money laundering operations, data analysis plays a vital role. One method of detecting fraudulent data is Benford’s law, which predicts the distribution of the first significant digits in logarithmically distributed data. Deviation from Benford’s law in data where it should be present might indicate manipulated data. We investigate the Chi2 and Kolmogorov-Smirnov tests’ pr

Evaluation of selective enrichment PCR procedures for Yersinia enterocolitica.

Four enrichment PCR protocols for detecting unlysed cells of pathogenic Yersinia enterocolitica were studied. First, the probability of detecting Y. enterocolitica cells of known concentrations by a multiplex PCR assay was determined, and it was found to follow a logistic regression model. From this model, the probability of detecting Y enterocolitica at a specific concentration could be estimated