Drivers of firm-level tail dependence : a machine learning approach
Thomas Conlon, John Cotter, Ioannis Ropotos
| Year of publication: |
[2024]
|
|---|---|
| Authors: | Conlon, Thomas ; Cotter, John ; Ropotos, Ioannis |
| Publisher: |
[Dublin] : Financial Mathematics and Computation Research Cluster |
| Subject: | Firm-level tail dependence | Copulas | Determinants | Random forest regression | Machine learning | Künstliche Intelligenz | Artificial intelligence | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution | Theorie | Theory | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model |
| Extent: | 1 Online-Ressource (circa 44 Seiten) Illustrationen |
|---|---|
| Series: | Michael J. Brennan Irish finance working paper series research paper. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ZDB-ID 3010081-1. - Vol. 24, 9 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.2139/ssrn.5018428 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015197988