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Aktienindex 1 Archimedean copula 1 Börsenkurs 1 Gini index 1 Income inequality 1 Lorenz curves generator function 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Multivariate Verteilung 1 Multivariate distribution 1 Risikomaß 1 Risk measure 1 Share price 1 Simulation 1 Stock index 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1 dependence 1 generator function 1 lineal convex combination of Lorenz curves 1 stock prices 1 value at risk 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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FERNÁNDEZ, GARCÍA 1 Guloksuz, Cigdem Topcu 1 HERRERÍAS PLEGUEZUELO, R. 1 Kumar, Pranesh 1 Mª, R. 1
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Estudios de Economía Aplicada 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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A new bivariate Archimedean copula with application to the evaluation of VaR
Guloksuz, Cigdem Topcu; Kumar, Pranesh - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 2, pp. 273-285
Persistent link: https://www.econbiz.de/10013334726
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Un análisis de la desigualdad de la renta entre las provincias andaluzas, a partir de los datos de la E.B.P.F. y de renta corregidos (1990-91), utilizando estimaciones de combinaciones lineales convexas de curvas de Lorenz
HERRERÍAS PLEGUEZUELO, R.; FERNÁNDEZ, GARCÍA; Mª, R. - In: Estudios de Economía Aplicada 19 (2001) Diciembre, pp. 21-36
generator function and finally can be estimated by the method of the least square.Secondly, it is demonstrated that all lineal …
Persistent link: https://www.econbiz.de/10005690254
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