Restaging of Differentiated Thyroid Carcinoma by the Sixth Edition AJCC/UICC TNM Staging System: Stage Migration and Predictability
Background ::: The AJCC/UICC TNM staging system (TNM) is a widely accepted system for differentiated thyroid carcinoma (DTC). The objective of the present study was to evaluate the potential changes in cancer-specific survival (CSS) after reclassification from fifth to sixth edition TNM.
As is pointed out by Gourieroux (1997), the volatility effects in financial time series vary according to the signs of the return rates and therefore asymmetric Threshold-GARCH (TGARCH, henceforth) processes are natural extensions of the standard GARCH toward asymmetric volatility modeling. For preliminary detection of asymmetry in volatility, we suggest graphs of squared-log-returns for various financial time series including KOSPI, KOSDAQ and won-Euro exchange rate. Next, asymmetric TGARCH(1,1) model fits are provided in comparisons with standard GARCH(1.1) models.