Search Results - "Copulas models"

1

Portfolio optimization from a Copulas-GJR-GARCH-EVT-CVAR model: Empirical evidence from ASEAN stock indexes

by Sang Phu Nguyen, Toan Luu Duc Huynh
Published 2019-09-01

Subjects: “...Copulas models...”

Get full text

Article

2

Copula模型在信用連結債券的評價與實證分析

by 林彥儒, Lin, Yen Ju

Subjects: “...Copula Model...”

Get full text

3

Three Essays in Time Series Econometrics:

by Wang, Bo
Published 2020

Subjects: “...Copula models...”

Get full text

Others

4

A copula based representation for tailings dam failures

by Canno Ferreira Fais Laura Maria, González-López Verónica Andrea, Rodrigues Diego Samuel, Rodrigues de Moraes Rafael
Published 2020-01-01

Subjects: “...copula models...”

Get full text

Article

5

What forces drive the dynamic interaction between regional housing prices?

by Yun-Ling Wu, Chien-Lin Lu, Ming-Chi Chen, Fang-Ni Chu
Published 2017-07-01

Subjects: “...Copula model...”

Get full text

Article

6

“… Exercise opportunities became very important”: Scottish older adults’ changes in physical activity during Covid19’

by Andreis, F., Coffee, P., Connelly, J., Kirkland, A., Martin, J.G, McCabe, L., Neely, K.C, Pina, I., Ryde, G.C, Swales, B., Tomaz, S.A, Watchman, K., Whittaker, A.C
Published 2022

Subjects: “...Copula model...”

View Fulltext in Publisher

Article

7

Conditional dependence between oil prices and CEE stock markets: a copula-GARCH approach

by Ngo Thai HUNG
Published 2020-06-01

Subjects: “...copula model...”

Get full text

Article

8

Gaussian Copula–based Regression Models for the Analysis of Mixed Outcomes: An Application on Household's Utilization of Health Services Data

by Z. Rezaei Ghahroodi, R. Aliakbari Saba, T. Baghfalaki

Subjects: “...Copula models...”

Get full text

Article

9

A copula-based quantifying of the relationship between race inequality among neighbourhoods in São Paulo and age at death

by González-López Verónica Andrea, Rodrigues de Moraes Rafael
Published 2020-01-01

Subjects: “...copula models...”

Get full text

Article

10

Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis

by Wahbeeah Mohti, Andreia Dionísio, Paulo Ferreira, Isabel Vieira
Published 2019-02-01

Subjects: “...copula models...”

Get full text

Article

11

Copula Modelling on the Dynamic Dependence Structure of Multiple Air Pollutant Variables

by Nurulkamal Masseran, Saiful Izzuan Hussain
Published 2020-10-01

Subjects: “...copula model...”

Get full text

Article

12

Multi-Time Scale Spillover Effect of International Oil Price Fluctuation on China’s Stock Markets

by Jingran Zhu, Qinghua Song, Dalia Streimikiene
Published 2020-09-01

Subjects: “...t-Copula model...”

Get full text

Article

13

Spatial Copula Model for Imputing Traffic Flow Data from Remote Microwave Sensors

by Xiaolei Ma, Sen Luan, Bowen Du, Bin Yu
Published 2017-09-01

Subjects: “...copula model...”

Get full text

Article

14

A copula-based approach to investigate vertical shock price transmission in the italian hog market

by Fabian Capitanio, Felice Adinolfi, Barry K. Goodwin, Giorgia Rivieccio
Published 2021-09-01

Subjects: “...copula model...”

Get full text

Article

15

Extreme return-volume relationship in cryptocurrencies: Tail dependence analysis

by Muhammad Naeem, Kashif Saleem, Sheraz Ahmed, Naeem Muhammad, Faisal Mustafa
Published 2020-01-01

Subjects: “...egarch-copula model...”

Get full text

Article

16

Why Ordinal Variables Can (Almost) Always Be Treated as Continuous Variables: Clarifying Assumptions of Robust Continuous and Ordinal Factor Analysis Estimation Methods

by Alexander Robitzsch, Alexander Robitzsch
Published 2020-10-01

Subjects: “...Gaussian copula model...”

Get full text

Article

17

Dynamics in the co-movement of economic growth and stock return: comparison between the United States and China

by Yu Jiang
Published 2019-01-01

Subjects: “...time-varying copula model...”

Get full text

Article

18

Copula Model Selection for Vehicle Component Failures Based on Warranty Claims

by Kathryn Wifvat, John Kumerow, Arkady Shemyakin
Published 2020-06-01

Subjects: “...copula models...”

Get full text

Article

19

Integration Capability Evaluation of Wind and Photovoltaic Generation in Power Systems Based on Temporal and Spatial Correlations

by Hua Zhou, Huahua Wu, Chengjin Ye, Shijie Xiao, Jun Zhang, Xu He, Bo Wang
Published 2019-01-01

Subjects: “...copula model...”

Get full text

Article

20

STATISTICAL METHODS FOR THE GENETIC ANALYSIS OF DEVELOPMENTAL DISORDERS

by Sucheston, Lara E.
Published 2007

Subjects: “...longitudinal copula model...”

Get full text

Narrow Search