This paper proposes a novel flexible approach to modelling time variation in asset return dependence by means of … mixture copulas. We distinguish between the strength of dependence as determined by the parameter(s) of a given copula, and … the structure of dependence as determined by the copula specification. The suggested time-varying mixture copula allows …

In this study we propose the use of the Student's t dependence function to model dependence between asset returns when … necessary, specifying the marginal distributions and their dependence. Traditionally, dependence is described by a correlation … matrix, implying the use of the dependence function inherent in the multivariate normal (Gaussian) distribution. Recent …

better handles monotonicity noise. …

paper addresses the problem of noise due to violation of the monotonicity constraints and proposes a modification of the …

-follower analysis, our first Study (N = 306) confirms that followers’ identification and satisfaction with their leaders are stronger … unique variance in followers’ identification and satisfaction with their leader. Study 3 (N = 136) replicates the previous …

diversity beliefs as a moderator of the relationship between work group diversity and individuals' identification with the work … studies support the prediction that work group diversity and group identification are more positively related the more …

assessed via subordinates’ identification with their leaders, their appraisal respect for their leaders, their feeling of …