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Fitting high-dimensional Copulae to Data

Okhrin, Ostap - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2010

This paper make an overview of the copula theory from a practical side. We consider different methods of copula … Gaussian copulae but also Hierarchical Archimedean Copulae. Afterwards we provide an empirical part to support the theory. …

Persistent link: https://www.econbiz.de/10008552435

Detection of Structural Breaks in Copula Models

Brodsky, Boris; Penikas, Henry; Safaryan, Irina - In: Applied Econometrics 16 (2009) 4, pp. 3-15

The paper presents the research results on detection of structural breaks in copula models of multivariate time …

Persistent link: https://www.econbiz.de/10009018538

Villes globales et inégalités: Mondialisation ou financiarisation?

Godechot, Olivier; Woloszko, Nicolas - 2021

inequality. But do they really contribute to the increase in inequality? And, if so, what are the reasons? Is it because they are … financial centers contribute more than other urban areas to the increase in inequality, both at the national and local levels …

Persistent link: https://www.econbiz.de/10013467149

"Le système doit être mis à jour": Renforcer la protection contre le cyberharcèlement et contre la violence et le harcèlement fondés sur les TIC dans le monde du travail

De Stefano, Valerio; Durri, Ilda; Stylogiannis, Charalampos - 2020

The term 'cyberbulling' has been used to describe aggressive conducts carried out through information and communication technologies (ICT), and can involve picture/video clips, emails, or social network sites, among others. Cyberbullying in the world of work is a relatively recent and unexplored...