Search Results - subject:"constructions"

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Pair-copula constructions for financial applications: A review

Aas, Kjersti - In: Econometrics 4 (2016) 4, pp. 1-15

This survey reviews the large and growing literature on the use of pair-copula constructions (PCCs) in financial …

Persistent link: https://www.econbiz.de/10011755354

Application of vine copulas to credit portfolio risk modeling

Geidosch, Marco; Fischer, Matthias - In: Journal of risk and financial management : JRFM 9 (2016) 2, pp. 1-15

In this paper, we demonstrate the superiority of vine copulas over conventional copulas when modeling the dependence structure of a credit portfolio. We show statistical and economic implications of replacing conventional copulas by vine copulas for a subportfolio of the Euro Stoxx 50 and the...

Persistent link: https://www.econbiz.de/10011544001

Pair-copula constructions for financial applications : a review

Aas, Kjersti - In: Econometrics : open access journal 4 (2016) 4, pp. 1-15

This survey reviews the large and growing literature on the use of pair-copula constructions (PCCs) in financial …

Persistent link: https://www.econbiz.de/10011650530

IMPACT OF ECONOMIC AND FINANCIAL CRISIS IN THE CONSTRUCTION INDUSTRY

NISTORESCU, Tudor; PLOSCARU, Cristina - In: Management and Marketing Journal VIII (2010) 1, pp. 25-36

-residential constructions. In addition, in the West the medium budget per capita spent on construction is 3-4 times higher than that spent in … on a European and national level, as the sustainable constructions that may represent the sector’s future. …

Persistent link: https://www.econbiz.de/10008467424

Estimating Pair-Copula Constructions Using Empirical Tail Dependence Functions: an Application to Russian Stock Market

Travkin, A. - In: Journal of the New Economic Association 25 (2015) 1, pp. 39-55

advantages of pair-copula constructions as models of multivariate dependence. …

Persistent link: https://www.econbiz.de/10011276286

Identity constructions in the annual reports of international development NGOs : preserving institutional interests?

Dhanani, Alpa - In: Critical perspectives on accounting : an international … 59 (2019), pp. 1-31

Persistent link: https://www.econbiz.de/10011999374

Dynamic D-vine copula model with applications to Value-at-Risk (VaR)

Tófoli, Paula V.; Ziegelmann, Flávio A.; Candido, Osvaldo - In: Journal of time series econometrics 11 (2019) 2, pp. 1-34

Persistent link: https://www.econbiz.de/10012022874

Modifier Incorporation In Dargwa Nominals

Lander, Yury A. - National Research University Higher School of Economics - 2014

In Dargwa languages, which constitute a branch of the Northeast Caucasian language family, certain nominal attributes may be either marked with a dedicated attributive suffix or appear without it. While it is sometimes said that the short form of the modifier serves as a base for deriving the...

Persistent link: https://www.econbiz.de/10011098884

IDENTIFICATION OF THE STAGES OF DEVELOPMENT AND THE PROBLEMS IN THE ACTIVITY OF THE CONSTRUCTION SECTOR FROM THE REPUBLIC OF MOLDOVA

COZMA, Radu; SVERDLIC, Valentin - In: ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal (2014) 3, pp. 153-156

The construction branch has a central role in the economic development of the Republic of Moldova. A series of international studies have shown, on the basis of the economical general patterns of stability, the major interdependence between this branch and the rest of the economic sectors. This...

Persistent link: https://www.econbiz.de/10011161690

The Use of the Passive Voice Constructions in Business German in Contrast to Business Czech

Höppnerová, Věra - In: Acta Oeconomica Pragensia 2014 (2014) 3

Passive constructions are a typical morphological feature of business German. At the same time, this phenomenon is … in fact also other, corresponding means of expression may be used in Czech: active constructions, refl exive passive … agents in both the languages; shows the reasons for preferring passive constructions in German and for using various …

Persistent link: https://www.econbiz.de/10011195100