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 …

The dependence between asset returns varies. Its strength can become stronger or weaker. Also, its structure can change … different copulas with time variation. Our model shows both types of changes in the dependence between several equity market …

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

better handles monotonicity noise. …

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

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 …

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