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This paper proposes a new approach to measure dependencies in multivariate financial data. Data in finance and insurance often cover a long time period. Therefore, the economic factors may induce some changes within the dependence structure. Recently, two methods have been proposed using copulas...
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Designed for the applied practitioner, this book is a compact, entry-level guide to modeling and analyzing non-Gaussian and correlated data. Many practitioners work with data that fail the assumptions of the common linear regression models, necessitating more advanced modeling techniques. This...
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of the efficiency figure. Efficiency is measured by looking at fund performance, fund cost, fund risk exposure and … manager ability over the period December 1990-November 2005. Findings – The introduction to portfolio performance evaluation … of a new tool for evaluating fund performance (namely, the efficiency rating) is recommended. From a sample of Australian …
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of the efficiency figure. Efficiency is measured by looking at fund performance, fund cost, fund risk exposure and … manager ability over the period December 1990‐November 2005. Findings – The introduction to portfolio performance evaluation … of a new tool for evaluating fund performance (namely, the efficiency rating) is recommended. From a sample of Australian …
Persistent link: https://www.econbiz.de/10014940151
Paper aimed to consider of approaches to big data (social network content) utilization for understanding of social behavior in the conflict zones, and analysis of dynamics of illegal armed groups. Analysis directed to identify of underage militants. The probabilistic and stochastic methods of...
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