Jelena Jockovic

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Generalized Pareto distributions (GPD) are widely used for modeling excesses over high thresholds (within the framework of the POT-approach to modeling extremes). The aim of the paper is to give the review of the classical techniques for estimating GPD quantiles, and to apply these methods in finance to estimate the Valueat-Risk (VaR) parameter, and discuss(More)
OBJECTIVES The main objective of this study was to develop a mathematical model for the characterization of diclofenac sodium diffusion from polyethylene oxide (PEO) matrices. A model was developed on the basis of the diffusion theory accounting for the characteristics of the polymer: swelling with subsequent dissolution in water. The(More)
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