Search Results - "Jacquier, E"

Intakes and sources of total and added sugars among 4 to 13‐year‐old children in China, Mexico and the United States by Afeiche, M. C., Koyratty, B. N. S., Wang, D., Jacquier, E. F., Lê, K.‐ A.

“…Summary Background Intakes of dietary sugars is a global concern, and many national and international organizations have set targets to limit consumption…”
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Schmallenberg virus in Culicoides Latreille (Diptera: Ceratopogonidae) populations in France during 2011‐2012 outbreak by Ségard, A., Gardès, L., Jacquier, E., Grillet, C., Mathieu, B., Rakotoarivony, I., Setier‐Rio, M.‐L., Chavernac, D., Cêtre‐Sossah, C., Balenghien, T., Garros, C.

“…Summary Following the emergence of the Schmallenberg virus (SBV) in 2011 in Germany and its rapid spread in Europe, Culicoides (Diptera: Ceratopogonidae)…”
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130 A MULTIVALENT ADENOVIRUS-BASED IMMUNOTHERAPEUTIC FOR TREATMENT OF CHRONIC HEPATITIS B INDUCES BROAD, ROBUST AND POLYFUNCTIONAL T CELLS IN NAIVE AND HBV TOLERANT MICE by Martin, P, Dubois, C, Jacquier, E, Evlachev, A, Boukhebza, H, Dion, S, Mancini-Bourgine, M, Godon, O, Findeli, A, Schlesinger, Y, Brandely, R, Marchand, J.-B, Menguy, T, Silvestre, N, Schirmbeck, R, Michel, M.-L, Inchauspé, G

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Sources of Dietary Fiber: Data from the Feeding Infants and Toddler Study 2016 by Finn, K., Jacquier, E., Storm, H., Kineman, B., Carvalho, R.

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Bayesian analysis of stochastic volatility models with fat-tails and correlated errors by Jacquier, Eric, Polson, Nicholas G., Rossi, Peter E.

“…The basic univariate stochastic volatility model specifies that conditional volatility follows a log-normal auto-regressive model with innovations assumed to…”
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A Heterologous Prime/Boost Vaccination Strategy Enhances the Immunogenicity of Therapeutic Vaccines for Hepatitis C Virus by Fournillier, Anne, Frelin, Lars, Jacquier, Emilie, Ahlén, Gustaf, Brass, Anette, Gerossier, Estelle, Holmström, Fredrik, Broderick, Kate E., Sardesai, Niranjan Y., Bonnefoy, Jean-Yves, Inchauspé, Geneviève, Sällberg, Matti

“…Background. We explored the concept of heterologous prime/boost vaccination using 2 therapeutic vaccines currently in clinical development aimed at treating…”
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Disentangling Continuous Volatility from Jumps in Long-Run Risk-Return Relationships by Jacquier, E., Okou, C.

“…Realized variance can be broken down into a continuous volatility and a jump components. We show that these two components have very different degrees of power…”
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Predicting systematic risk: Implications from growth options by Jacquier, Eric, Titman, Sheridan, Yalçın, Atakan

“…In accordance with the well-known financial leverage effect, decreases in stock prices cause an increase in the levered equity beta for a given unlevered beta…”
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Bayesian Analysis of Stochastic Volatility Models by Jacquier, Eric, Polson, Nicholas G, Rossi, Peter E

“…New techniques for the analysis of stochastic volatility models in which the logarithm of conditional variance follows an autoregressive model are developed. A…”
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Bayesian Analysis of Stochastic Volatility Models by Jacquier, Eric, Polson, Nicholas G., Rossi, Peter E.

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Remission of Ectopic Cushing Syndrome Secondary to Medullary Thyroid Cancer With Vandetanib and Selpercatinib by Jazdarehee, Aria, Abdel-Rahman, Omar, Jacquier, Jennifer E

“…Medullary thyroid cancer (MTC) is a neuroendocrine tumor associated with activating mutations of the rearranged during transfection ( ) proto-oncogene. These…”
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Geometric or Arithmetic Mean: A Reconsideration by Jacquier, Eric, Kane, Alex, Marcus, Alan J.

“…An unbiased forecast of the terminal value of a portfolio requires compounding of its initial value at its arithmetic mean return for the length of the…”
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Bayesian analysis of contingent claim model error: Econometric methods for derivative securities and risk management by JACQUIER, E, JARROW, R

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Bayesian analysis of contingent claim model error by Jacquier, Eric, Jarrow, Robert

“…This paper formally incorporates parameter uncertainty and model error into the implementation of contingent claim models. We make hypotheses for the…”
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Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk by Kane, Alex, Jacquier, Eric, Marcus, Alan J

“…It is well known that an unbiased forecast of the terminal value of a portfolio requires compounding at the arithmetic mean return over the investment horizon…”
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Asset Allocation Models and Market Volatility by Jacquier, Eric, Marcus, Alan J.

“…Asset allocation and risk management models assume at least short-term stability of the covariance structure of asset returns, but actual covariance and…”
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Econometric methods for derivative securities and risk management by GARCIA, René, RENAULT, Eric, GHYSELS, Eric

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Remission of Ectopic Cushing Syndrome Secondary to Medullary Thyroid Cancer With Vandetanib and Selpercatinib by Jazdarehee, Aria, Abdel-Rahman, Omar, Jacquier, Jennifer E

“…Medullary thyroid cancer (MTC) is a neuroendocrine tumor associated with activating mutations of the rearranged during transfection (RET) proto-oncogene. These…”
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Bayesian analysis of stochastic volatility models: Reply by Jacquier, Eric, Polson, Nicholas G, Rossi, Peter E

“…A response is presented to the various points raised in the 8 comments on the article, Bayesian analysis of stochastic volatility models (1994). Andersen's…”
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