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  • Search: subject:"Multivariate normal distributions"
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Subject
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multivariate normal distributions 2 Currency risk 1 Dirichlet and multivariate normal distributions RR2 in pairs PF2 densities 1 Diversification 1 Exchange rate risk 1 Foreign currency exposure 1 Foreign exchange management 1 Hedging 1 Multiperiod averaging of discount rates 1 Multivariate normal distributions 1 Operating exposure 1 Portfolio selection 1 Portfolio-Management 1 Riemannian symmetric space 1 Statistical regression 1 Systematic (Hedgeable) risk 1 Theorie 1 Theory 1 Währungsmanagement 1 Währungsrisiko 1 causal model 1 center of mass 1 covariance structure models 1 curvature 1 decision analysis 1 geodesic distance 1 influence diagrams 1 multivariate hypergeometric 1 negative and positive dependence stochastic ordering multinomial 1 risk analysis 1
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Undetermined 3
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Article 4
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
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Undetermined 3 English 1
Author
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Block, Henry W. 1 Burns, William J. 1 Clemen, Robert T. 1 Lovric, Miroslav 1 Min-Oo, Maung 1 Ruh, Ernst A. 1 Savits, Thomas H. 1 Shaked, Moshe 1 Singh, J. P. 1
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Economics & finance notes 1 Journal of Multivariate Analysis 1 Management Science 1 Statistics & Probability Letters 1
Source
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RePEc 3 ECONIS (ZBW) 1
Showing 1 - 4 of 4
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An exposition on foreign currency exposure
Singh, J. P. - In: Economics & finance notes 3 (2014) 1, pp. 51-91
Persistent link: https://www.econbiz.de/10010426225
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Multivariate Normal Distributions Parametrized as a Riemannian Symmetric Space
Lovric, Miroslav; Min-Oo, Maung; Ruh, Ernst A. - In: Journal of Multivariate Analysis 74 (2000) 1, pp. 36-48
slightly different metric on the space of multivariate normal distributions on n. Our metric is based on the fundamental idea …
Persistent link: https://www.econbiz.de/10005199374
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Covariance Structure Models and Influence Diagrams
Burns, William J.; Clemen, Robert T. - In: Management Science 39 (1993) 7, pp. 816-834
Statisticians use covariance structure modeling as a versatile tool for modeling and testing theory. The models that result provide explicit and detailed descriptions of stochastic systems. We show how covariance structure models are related---mathematically, conceptually, philosophically and...
Persistent link: https://www.econbiz.de/10009191793
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A concept of negative dependence using stochastic ordering
Block, Henry W.; Savits, Thomas H.; Shaked, Moshe - In: Statistics & Probability Letters 3 (1985) 2, pp. 81-86
A concept of negative dependence called negative dependence by stochastic ordering is introduced. This concept satisfies various closure properties. It is shown that three models for negetive dependence satisfy it and that it implies the basic negative orthant inequalities. This concept is also...
Persistent link: https://www.econbiz.de/10005137834
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