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Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan; Ken Seng Tan; Yang, Fan - In: Insurance / Mathematics & economics 99 (2021), pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
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Modeling asset allocations and a new portfolio performance score
Chalkis, Apostolos; Christoforou, Emmanouil; Emiris, … - In: Digital finance : smart data analytics, investment … 3 (2021) 3/4, pp. 333-371
Persistent link: https://www.econbiz.de/10012697982
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The integrated copula spectrum
Goto, Yuichi; Kley, Tobias; Van Hecke, Ria; Volgushev, … - 2021
Persistent link: https://www.econbiz.de/10012698536
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Enhancing mine risk assessment through more accurate reproduction of correlations and interactions between uncertain variables
Ardian, Aldin; Kumral, Mustafa - In: Mineral economics : raw materials report 34 (2021) 3, pp. 411-425
Persistent link: https://www.econbiz.de/10012622875
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Optimal look-back period for adequate and less procyclical credit capital forecasts
Lee, Yong Woong; Cho, Yongbok; Yang, Kisung - In: Applied economics 53 (2021) 46, pp. 5337-5353
Persistent link: https://www.econbiz.de/10012626877
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On a High-Dimensional Model Representation method based on Copulas
Tsionas, Efthymios G.; Andrikopoulos, Athanasios - In: European journal of operational research : EJOR 284 (2020) 3, pp. 967-979
Persistent link: https://www.econbiz.de/10012238926
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Co-movement, dependence structure and ethical investment funds under GFC
Luo, Hang; Bhatti, Muhammad Ishaq - In: Theoretical economics letters 9 (2019) 6, pp. 1852-1872
Persistent link: https://www.econbiz.de/10012239703
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Validation of association
Ćmiel, Bogdan; Ledwina, Teresa - In: Insurance / Mathematics & economics 91 (2020), pp. 55-67
Persistent link: https://www.econbiz.de/10012241981
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Copula-based Markov process
Fang, Jun; Jiang, Fan; Liu, Yong; Yang, Jingping - In: Insurance / Mathematics & economics 91 (2020), pp. 166-187
Persistent link: https://www.econbiz.de/10012242005
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Measuring cumulative deprivation and affluence based on the diagonal dependence diagram
Decancq, Koen - 2020
Persistent link: https://www.econbiz.de/10012244087