Ergebnisse für: copula functions
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In this innovative study, Professor Narahara offers a multi-disciplinary description of the Japanese copula, revealing it to be at the interface of morphology, syntax, semantics and pragmatics. Most striking is her discovery of the copula's function to express the speaker's knowledge or ignorance ab...
This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear independent increments assumpt...
In this innovative study, Professor Narahara offers a multi-disciplinary description of the Japanese copula, revealing it to be at the interface of morphology, syntax, semantics and pragmatics. Most striking is her discovery of the copula's function to express the speaker's knowledge or ignorance ab...
In this innovative study, Professor Narahara offers a multi-disciplinary description of the Japanese copula, revealing it to be at the interface of morphology, syntax, semantics and pragmatics. Most striking is her discovery of the copula's function to express the speaker's knowledge or ignorance ab...
This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear independent increments assumpt...
This book describes multi-site diversity modelling of induced rain attenuation statistics for satellite communication systems using copula functions. It gathers all relevant state-of-the-art knowledge, provides the missing pieces and rounds them up in a way that the reader is given a compl...
This book describes multi-site diversity modelling of induced rain attenuation statistics for satellite communication systems using copula functions. It gathers all relevant state-of-the-art knowledge, provides the missing pieces and rounds them up in a way that the reader is given a compl...
The author focuses on a method to price Collateralized Debt Obligations (CDO) tranches. The original method is developed by Castagna, Mercurio and Mosconi in 2012. The Thesis provides an extension of the original work by generalizing the Gaussian dependence in terms of Copula functions. In particula...
The author focuses on a method to price Collateralized Debt Obligations (CDO) tranches. The original method is developed by Castagna, Mercurio and Mosconi in 2012. The Thesis provides an extension of the original work by generalizing the Gaussian dependence in terms of Copula functions. In particula...
At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational t...
Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal policie...
Entropy theory has wide applications to a range of problems in the fields of environmental and water engineering, including river hydraulic geometry, fluvial hydraulics, water monitoring network design, river flow forecasting, floods and droughts, river network analysis, infiltration, soil moisture,...