various dependence properties. We present multivariate generalizations of this class studying symmetry and dependence concepts …, measuring the dependence among the components of each class and providing several examples. …

This paper investigates the level and development of cross-country stock market dependence using daily returns on stock … modelling the dependence between markets using parametric families of copulas which offer various alternatives to the commonly … assumed normal dependence structure. Moreover, the dependence across stock markets is allowed to vary over time through a …

. Otherwise, copulas are a statistic tool to model the dependence in a realistic and less restrictive way, taking better account … of the stylized facts in finance. This paper is a practical implementation of the copulas theory to model dependence … the bivariate VaR level curves and to study extremal dependence between hedge funds strategies and share index returns …

the cost of the resources associated to the dependence of the elderly, to allow for an evaluation of the cost of an … consequence, the dependence of the elderly and the related costs of care. The issue is considered as a social risk which should be …

problem of dependence, and are applied to a study of fluconazole resistance in Candida albicans. …