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Composition, Similarity, and the Measurement of Economic Homogeneity
Chandra, Siddharth - 2005
The concept of economic homogeneity in regional science is based on two very different notions: composition and similarity. In the case of the states of the US, measures of homogeneity based on these different notions are negatively correlated with each other, suggesting that the results of...
Persistent link: https://www.econbiz.de/10014063384
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Modelling, estimation and visualization of multivariate dependence for high-frequency data
Brodin, Erik; Klüppelberg, Claudia - In: Statistical modelling and regression structures : …, (pp. 267-300). 2010
Persistent link: https://www.econbiz.de/10003964488
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Spatial structures : Introducing the study of spatial systems in human geography
Johnston, Ron - 1973 - 1. publ.
Persistent link: https://www.econbiz.de/10000556835
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Quantifying time variation and asymmetry in measures of covariance risk : a simulation approch
Henry, Ólan Thomas John; Olekalns, Nilss; Shields, … - In: Handbook of research methods and applications in …, (pp. 457-475). 2013
Persistent link: https://www.econbiz.de/10011897560
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Modelling, estimation and visualization of multivariate dependence for risk management
Hsing, Tailen (contributor);  … - 2004
terms of the Value-at-Risk, the multivariate normal model with linear correlation as its natural dependence measure is by no …
Persistent link: https://www.econbiz.de/10002638723
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Capital allocation based on the tail covariance premium adjusted
Wang, Min - In: Insurance / Mathematics & economics 57 (2014), pp. 125-131
Persistent link: https://www.econbiz.de/10010402702
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Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix; Giudici, Paolo; Mojtahedi, Fatemeh - In: International review of financial analysis 73 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012803601
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New Tests of Correlation and the Choice of Measures of Portfolio Performance
Adcock, Christopher J. - 2017
ratio. For large sample sizes, the correlation between pairs of performance measures is asymptotically equal to unity …. Therefore, a new specification for tests of correlation between pairs of performance measures, as well as a new multivariate …
Persistent link: https://www.econbiz.de/10012973178
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Risk measures in finance : congruent or contrasting?
Lalwani, Vaibhav; Bedi, Prateek; Shankar, Devesh - In: Business analyst : a refereed journal of Shri Ram … 39 (2018) 1, pp. 165-180
Persistent link: https://www.econbiz.de/10012391033
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Tail risk measurement In crypto-asset markets
Ahelegbey, Daniel Felix; Giudici, Paolo; Mojtahedi, Fatemeh - 2020
Persistent link: https://www.econbiz.de/10012321939