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The three-point extension hypernetted chain-mean spherical theory of liquids is solved for a system formed by two charged plates immersed in a model unsymmetrical electrolyte. The charge on the plates is fixed as a function of the distance between the plates. The extent to which the local...
Persistent link: https://www.econbiz.de/10011059016
Risk measurement has both theoretical and practical significance in risk management. Using daily sample of 10 international stock indices, firstly this paper models the internal structures among different stock markets with C-Vine, D-Vine and R-Vine copula models. Secondly, the Value-at-Risk...
Persistent link: https://www.econbiz.de/10010939947