Narrow search
Showing 1 - 10 of 2,691
Cover Image
Validation of association
Ćmiel, Bogdan; Ledwina, Teresa - In: Insurance / Mathematics & economics 91 (2020), pp. 55-67
Persistent link: https://www.econbiz.de/10012241981
Cover Image
Measuring financial risks with copulas
Mendes, Beatriz Vaz de Melo; Souza, Rafael Martins de - In: International review of financial analysis 13 (2004) 1, pp. 27-45
Persistent link: https://www.econbiz.de/10002066867
Cover Image
Estimating risk with copulas
Mihaylova, Iva - 2014
Persistent link: https://www.econbiz.de/10010366882
Cover Image
Detecting Atypical Observations in Financial Data : The Forward Search for Elliptical Copulas
Bellini, Tiziano - 2013
In the last few years, copulas have been widely applied in many field of studies. Concentrating our attention on financial applications, we pursue the goal to detect multivariate atypical observations by extending to elliptical copulas the forward search originally introduced in linear and...
Persistent link: https://www.econbiz.de/10013087333
Cover Image
Bivariate copulas based on counter-monotonic shock method
El Ktaibi, Farid; Bentoumi, Rachid; Sottocornola, Nicola; … - In: Risks : open access journal 10 (2022) 11, pp. 1-20
parameter using the method of moments is considered, then a simulation study is carried out to evaluate the performance of the …
Persistent link: https://www.econbiz.de/10013556869
Cover Image
Messy data : missing observations, outliers, and mixed-frequency data
Hill, Rufus Carter (contributor) - 1999
approach / Jeremy Penzer -- Simulation of multinomial probit probabilities and imputation of missing data / Steven Stern …
Persistent link: https://www.econbiz.de/10009628680
Cover Image
Messy data - missing observations, outliers, and mixed-frequency data
Fomby, Thomas B. (ed.); Hill, Rufus Carter (ed.) - 1998
Persistent link: https://www.econbiz.de/10009628697
Cover Image
Handbook of financial time series
Andersen, Torben (ed.); Davis, Richard A. (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003494231
Cover Image
Stochastic volatility : selected readings
Shephard, Neil G. (contributor); Shephard, Neil (ed.) - 2005
Persistent link: https://www.econbiz.de/10001718768
Cover Image
Topics in dynamic model analysis : advanced matrix methods and unit-root econometrics representation theorems
Faliva, Mario; Zoia, Maria Grazia - 2006
Persistent link: https://www.econbiz.de/10003055663