Search Results - subject:"dependence structures"

Peer effects with multifaceted network dependence structures in R&D investment decisions : evidence from Chinese listed firms

Zhu, Yanli; Yin, Li; Lu, Xueyan - In: Research in international business and finance 70 (2024) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10015055090

Mathematical finance with applications

Wong, Wing Keung (contributor); Guo, Xu (contributor); … - 2020

Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the...

Persistent link: https://www.econbiz.de/10012606040

Determining distribution for the product of random variables by using copulas

Ly, Sel; Pho, Kim-Hung; Ly, Sal; Wong, Wing Keung - In: Risks 7 (2019) 1, pp. 1-20

and distribution of the product for two or more random variables via copulas to capture the dependence structures among …

Persistent link: https://www.econbiz.de/10013200441

Determining distribution for the quotients of dependent and independent random variables by using copulas

Ly, Sel; Pho, Kim-Hung; Ly, Sal; Wong, Wing Keung - In: Journal of Risk and Financial Management 12 (2019) 1, pp. 1-27

Determining distributions of the functions of random variables is a very important problem with a wide range of applications in Risk Management, Finance, Economics, Science, and many other areas. This paper develops the theory on both density and distribution functions for the quotient Y=X1X2...

Persistent link: https://www.econbiz.de/10012611156

Determining distribution for the product of random variables by using copulas

Ly, Sel; Pho, Kim-Hung; Ly, Sal; Wong, Wing Keung - In: Risks : open access journal 7 (2019) 1/23, pp. 1-20

and distribution of the product for two or more random variables via copulas to capture the dependence structures among …

Persistent link: https://www.econbiz.de/10012015948

Determining distribution for the quotients of dependent and independent random variables by using copulas

Ly, Sel; Pho, Kim-Hung; Ly, Sal; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 12 (2019) 1/42, pp. 1-27

Persistent link: https://www.econbiz.de/10012022301

COVID-19 pandemic and the dependence structure of global stock markets

Aslam, Faheem; Mughal, Khurrum Shahzad; Aziz, Saqib; … - In: Applied economics 54 (2022) 18, pp. 2013-2031

Persistent link: https://www.econbiz.de/10012875715

Bivariate Kumaraswamy models via modified FGM copulas: Properties and applications

Ghosh, Indranil - In: Journal of Risk and Financial Management 10 (2017) 4, pp. 1-13

Kumaraswamy type copulas and discuss their structural properties, including dependence structures. It is established that …

Persistent link: https://www.econbiz.de/10012610985

Bivariate Kumaraswamy models via modified FGM copulas : properties and applications

Ghosh, Indranil - In: Journal of risk and financial management : JRFM 10 (2017) 4, pp. 1-13

Kumaraswamy type copulas and discuss their structural properties, including dependence structures. It is established that …

Persistent link: https://www.econbiz.de/10011854865

Extreme dependence in investor attention and stock returns : consequences for forecasting stock returns and measuring systemic risk

Scheffer, Marcus; Weiß, Gregor - In: Quantitative finance 20 (2020) 3, pp. 425-446

Persistent link: https://www.econbiz.de/10012194900