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Search Result for: (dependence)
Document Title Author Issue Date
An Analysis of a Heuristic Procedure to Evaluate.. [Ferreira, Marta][Silva, Sergio] 12-24-2014
Asymmetric Increasing Trends in Dependence in In.. [Okimoto, Tatsuyoshi] 6-15-2014
A Note on Nonparametric Estimation of Bivariate .. [Bucher, Axel] 5-31-2014
Distorted Mix Method for Constructing Copulas wi.. [Yang, Jingping][Li, Lujun][Yuen, K.C.] 5-25-2014
Nonparametric Tests for Constant Tail Dependence.. [Bucher, Axel][Jaschke, Stefan R.][Wied, Dominik] 4-25-2014
Measuring Portfolio Risk Under Partial Dependenc.. [Bernard, Carole][Denuit, Michel][Vanduffel, Steven] 4-11-2014
Extreme Dependence for Multivariate Data [Galichon, Alfred][Bosc, Damian] 4-9-2014
Modelling Tail Dependence Between Energy Market .. [Pan, Zhiyuan] 4-9-2014
Modeling Dependence of Operational Loss Frequenc.. [Brechmann, Elke C.][Czado, Claudia][Paterlini, Sandra] 3-1-2014
Co-dependence of Extreme Events in High Frequenc.. [Polanski, Arnold][Stoja, Evarist] 2-23-2014
Does Tail Dependence Make A Difference in the Es.. [Jiang, Chuanliang] 2-18-2014
Operational Risk Aggregation across Business Lin.. [Li, Jianping][Zhu, Xiaoqian][Chen, Jianming][Gao, Lijun][Feng, Jichuang][Wu, Dengsheng][Sun, Xiaolei] 1-21-2014
Assessing Tail Dependence in Electricity Markets [Aderounmu, Adebayo A.][Wolff, Rodney C.] 1-20-2014
Extreme Negative Dependence and Risk Aggregation [Wang, Bin][Wang, Ruodu] 1-20-2014
Risk Aggregation, Dependence Structure and Diver.. [Dacorogna, Michel][Iles, Roger][Buergi, Roland] 1-4-2014
What Makes Dependence Modeling Challenging? Pitf.. [Mai, Jan-Frederik][Scherer, Matthias] 12-29-2013
Dependence and Extreme Dependence of Crude Oil a.. [ben Aissa, Mohamed Safouane][Aloui, Riadh][Hammoudeh, Shawkat][Nguyen, Duc Khuong] 12-29-2013
Risk Aggregation with Dependence Uncertainty [Bernard, Carole][Wang, Ruodu][Jiang, Xiao] 10-12-2013
A Conditional Value-at-Risk Based Portfolio Sele.. [De Luca, Giovanni][Zuccolotto, Paola] 9-28-2013
Dynamic Dependence in Corporate Credit [Christoffersen, Peter][Jin, Xisong][Langlois, Hugues][Jacobs, Kris] 9-8-2013
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