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Transition from planned to a market economy is an evolutionary process. Evolutions do not have finite beginning and ending points. We may look to the beginning of transition in 1991 when the Soviet Union broke up, or we may see it as beginning earlier, when the Soviet Union began to allow its...
Persistent link: https://www.econbiz.de/10009477248
information exchange gateways, the core AIS, the functional area services, and the supporting CIS infrastructure. The IPv6 naming …
Persistent link: https://www.econbiz.de/10009482360
Persistent link: https://www.econbiz.de/10012629813
The paper emphasizes that the Commonwealth of Independent States (CIS) was created after the collapse of the former … of traditional economic ties was very important for the post-Soviet countries included in the CIS. Soon it became clear … that Russia used the CIS to strengthen its influence on its member states. Because of this, some countries, including …
Persistent link: https://www.econbiz.de/10012014616
is modelled using extreme value theory and the joint density of hedge fund index returns is constructed using a copula …
Persistent link: https://www.econbiz.de/10009440952
preserves a given set of marginals, a copula approach can be used to characterize the joint yield and price risk of corn and … soybeans, which are usually highly correlated. The copula approach has been spurred by the recent developments in the whole …. As a part of the study, various copula models are investigated for their suitability in modeling yield and price risks …
Persistent link: https://www.econbiz.de/10009443274
. In financial science, copula functions are frequently used insteadof correlation coefficients to model joint price … less use of thismethod. This research uses the concept of “partly nested Archimedean copula” to model therelationship …
Persistent link: https://www.econbiz.de/10009443376
conditions in different locations.For that purpose copula methods are employed that allow an adequate descriptionof stochastic …
Persistent link: https://www.econbiz.de/10009444681
conditions in different locations. For that purpose copula methods are employed that allow an adequate description of stochastic …
Persistent link: https://www.econbiz.de/10009444820
incorporating a copula dependence parameter into the VaR estimation. In addition, an alternative risk measure was also calculated …
Persistent link: https://www.econbiz.de/10009446300