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Bank consolidation and market structure in Nigeria : application of the Herfindahl-Hirschman Index
Titilayo, Bashorun Oladipo; Victor, Ojapinwa Taiwo - In: International journal of economics and finance 6 (2014) 2, pp. 235-243
Persistent link: https://www.econbiz.de/10010339075
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A minimum expected regret model for the shortest path problem with solution-dependent probability distributions
Conde, Eduardo - In: Computers & operations research : and their … 77 (2017), pp. 11-19
Persistent link: https://www.econbiz.de/10011630908
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Market concentration index and performance : evidence from Indonesian banking industry
Jumono, Sapto; Abdurrahman; Mala, Chajar Matari Fath - In: International journal of economics and financial issues … 7 (2017) 2, pp. 249-258
Persistent link: https://www.econbiz.de/10011786585
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On multivariate extensions of the conditional value-at-risk measure
Di Bernardino, Elena; Fernández-Ponce, J. M.; … - In: Insurance / Mathematics & economics 61 (2015), pp. 1-16
Persistent link: https://www.econbiz.de/10010515946
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Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł; Koopman, Siem Jan; Lucas, André - In: Journal of empirical finance 29 (2014), pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
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Informationally dynamized Gaussian copula
Crépey, S.; Jeanblanc, Monique; Wu, Dong Li - In: International journal of theoretical and applied finance 16 (2013) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10009748717
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Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł; Koopman, Siem Jan; Lucas, André - 2011
Persistent link: https://www.econbiz.de/10009720703
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On multivariate extensions of Conditional-Tail-Expectation
Cousin, Areski; Di Bernardino, Elena - In: Insurance / Mathematics & economics 55 (2014), pp. 272-282
Persistent link: https://www.econbiz.de/10010366166
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Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas
Avanzi, Benjamin; Tao, Jamie; Wong, Bernard; Yang, Xinda - In: Annals of actuarial science : publ. by the Institute of … 10 (2016) 1, pp. 87-117
Persistent link: https://www.econbiz.de/10011554307
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The large homogeneous portfolio approximation with a two-factor Gaussian copula and random recovery rate
Choe, Geon Ho; Kwon, Soon Won - In: The journal of credit risk : published quarterly by … 10 (2014) 3, pp. 137-158
Persistent link: https://www.econbiz.de/10010426459