conduct given the high probability of dependence and the high costs of long term care. For that purpose, we survey various …

We investigate the dependence structure between Polish and foreign financial assets, including stocks, bonds and … contagion. We work in the copula framework, which offers a full description of the dependence structure. Importantly, we assess … extent long-term sovereign bonds exhibit economically significant tail dependence, while short-term bonds appear relatively …

. One of the challenges with their application in finance is accounting for the temporal dependence between the observations … proposed to capture the dependence. Commonly a two-stage approach is taken, where the volatility dependence is removed using a …

simulation that include the potential dependence between the durations, i.e. the inter-arrival times, in two successive states …. The proposed model is compared with two alternative models that do not include this dependence. …

In this paper we estimate the dependence structure between economic sectors in the Brazilian financial market through … structure. BB1, BB7, BB8, Frank and Joe copulas also fit into some relationships. Regarding dependence, tail measures obtain … relevant values in most relationships. Lower tail dependence exceeds absolute, measured by Kendall's Tau, and upper tail in …

trends affecting different age groups at different times. From a statistical point of view, this indicates a dependence … structure. Also the dependence between ages is an important component in the modeling of mortality (Barrieu et al., 2011). It is … to be high (as noted in Denton et al., 2005). This suggests that there is value in exploring the dependence structure …