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Aas Czado Frigessi Bakken: Pair-copula constructions of multiple dependence Sonderforschungsbereich 386 Paper 487 2006 Online unter: http:epububuni-muenchende Projektpartner…
ar X iv :1 30 3. 48 90 v1 [ m at h. ST ] 2 0 M ar 2 01 3 Bernoulli 19(2), 2013, 462–491 DOI: 10.3150/12-BEJ413 Parameter estimation for pair-copula constructions INGRID…
Copula-Based Modeling of Dependence Structure among International Food Grain Markets Mansur Ahmed1 and Barry Goodwin Department of Economics North Carolina State University…
Journal of Banking & Finance 30 (2006) 1171–1199 www.elsevier.com/locate/jbf Nonlinear term structure dependence: Copula functions, empirics, and risk implications…
Markus Junker1 Alex Szimayer2∗ Niklas Wagner3 1 caesar Financial Engineering, D-53175 Bonn, Germany 2 University of Western Australia, Crawley, WA 6009, Australia
Eva Klingvall, Lund University Abstract This paper investigates two types of Tough Construction in Swedish: artikeln ar latt att lasa (‘the paper is easy to read’)
Copula-based local dependence among energy, agriculture and metal commodities marketsPreprint submitted on 1 Apr 2020 HAL is a multi-disciplinary open access archive for
Microsoft PowerPoint - presentation [Compatibility Mode]Workshop on Copulas and Extremes Grenoble, France, November 19th, 2013 Kjersti Aas Norwegian Computing Center Joint
Heft 254 Suroso Asymmetric Dependence Based Spatial Copula Models: Empirical Investigations and Consequences on Precipitation Fields Asymmetric Dependence Based Spatial Copula…
Faculty of Engineering and Information Technology University of Technology Sydney Copula-based High Dimensional Dependence Modelling A thesis submitted in partial fulfillment…
J. Stat. Appl. Pro. 1, No. 1, 1-14 (2012) Statistical Dependence: Copula Functions and Mutual Information Based Measures Pranesh Kumar Department of Mathematics and Statistics,…
J Stat Appl Pro 1 No 1 1-14 2012 Statistical Dependence: Copula Functions and Mutual Information Based Measures Pranesh Kumar Department of Mathematics and Statistics University…
Risk Factors, Copula Dependence and Risk Sensitivity of a Large Portfolio Catherine Bruneau∗, Alexis Flageollet†, Zhun Peng‡ June 2014 Abstract In this
Copula-Based Orderings of Dependence between Dimensions of Well-being Koen Decancq Departement of Economics - KULeuven Oxford – June 2009 * Why multidimensional approach?…
Copula-Based Orderings of Dependence between Dimensions of Well-being Koen Decancq Departement of Economics - KULeuven Canazei – January 2009 * 1. Introduction Individual…
2016 Vol 2 No 4: 34 Research Article DOI: 10217672471-8041100034 iMedPub Journals http:wwwimedpubcom 1© Under License of Creative Commons Attribution 30 License This article…
Unconditional Copula-Based Simulation of Tail Dependence for Co-movement of International Equity Markets Wei Sun Institute for Statistics and Mathematical Economics University…
7/27/2019 Large Asymmetry and Directional Dependence by Using Copula Modeling to Currency Exchange Rates 1/14Model Assisted Statistics and Applications 7 (2012) 327340 327DOI…
Dependence Copula Applications Motivation 1. What is the joint probability of concurrent heavy precipitation and high streamflow? 1. What is the joint probability of concurrent…
Studies in Ethiopian Languages, 4 2015, 17-34 17 Copula Construction in Dime* Mulugeta Seyoum Ph.D Addis Ababa University** [email protected] Abstract In this paper…