THE CORRELATION AND CONTAGION EFFECT BETWEEN US REITS AND JAPAN REITS - BASED ON THE ARMAX-GJR-GARCH-COPULA MODEL Journal title: Asian Economic and Financial Review Authors: Miin-Yu Peng| Ph.D student ,School of Economics, Nankai University,China, Wo-Chiang Lee| Department... Subject(s): Economics, Finance and Financial Services
DEPENDENCE OF REAL ESTATE AND EQUITY MARKETS IN CHINA WITH THE APPLICATION OF COPULA Journal title: Asian Economic and Financial Review Authors: Iou-Ming Wang| Assistant Professor, Department of International Business, Providence University, Tai... Subject(s): Economics, Finance and Financial Services
The Effect of Mechanical Vs. Non-mechanical teaching of Comparative Adjectives on Iranian High School EFL Learners’ Knowledge of Comparative Adjectives Journal title: Journal of Science and today’s world Authors: Mohammad Mehdi RostamiShokravi, Reza Pasha, Zabohollah Allahi, Karim Tavakoli Vaskas Subject(s): Chemistry, Environmental Sciences, Physics, Cellular Biology, Zoology and Animal Science, Geology, Mathematics Education
PCR Detection of Scopulariopsis brevicaulis Journal title: Polish Journal of Microbiology Authors: Milena Kordalewska, Anna Brillowska-Dąbrowska Subject(s):
The Impact of the Exchange Rate Dynamics on the Dependencies in Global Stock Market Journal title: Dynamic Econometric Models Authors: Małgorzata Doman, Ryszard Doman Subject(s): Economics, Orthopedics, Health Care Sciences & Services, Medicine, Research & Experimental, Public, Environmental & Occupational Health, Primary Health Care, Business, Business, Finance
A Posteriori Pareto Front Diversification Using a Copula-Based Estimation of Distribution Algorithm Journal title: International Journal of Advanced Computer Science & Applications Authors: Abdelhakim Cheriet, Foudil Cherif Subject(s):
Valiutos kursų daugiamatės priklausomybės tyrimas jungties funkcijomis Journal title: Jaunųjų mokslininkų darbai Authors: Kristina Šutienė, Žaneta Bugienė Subject(s):
Modeling the Dependence Structure of the WIG20 Portfolio Using a Pair-copula Construction Journal title: Dynamic Econometric Models Authors: Ryszard Doman Subject(s): Economics, Orthopedics, Health Care Sciences & Services, Medicine, Research & Experimental, Public, Environmental & Occupational Health, Primary Health Care, Business, Business, Finance
Some Results on Foreign Equity Portfolio Risk Backtesting via Lévy Ordinary Copula Model Journal title: Journal of Competitiveness Authors: Aleš Kresta, Tomáš Tichý Subject(s):
Zastosowanie kopuli w zadaniu minimalizacji wartości zagrożonej portfela Journal title: Optimum. Economic Studies Authors: Agnieszka Lach Subject(s):
RISKY RISK MEASURES: A NOTE ON UNDERESTIMATING FINANCIAL RISK UNDER THE NORMAL ASSUMPTION Journal title: Copernican Journal of Finance & Accounting Authors: Christiane Goodfellow, Christian Salm Subject(s):
USING OF MULTILEVEL APPROACH IS FOR RESEARCH OF TRANSNATIONAL REGIONALISM Journal title: Сталий розвиток економіки Authors: Vitalii Zakharchenko, Tetiana Metil Subject(s):
Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins Journal title: Review of Economics & Finance Authors: Chirag Shekhar, Mark Trede Subject(s):
A Copula Statistic for Measuring Nonlinear Dependence with Application to Feature Selection in Machine Learning Journal title: International Journal of Advanced Computer Science & Applications Authors: Mohsen Ben Hassine, Lamine Mili, Kiran Karra Subject(s):
“Successful Reproductive Cycle Strategy (Extra-pair copulations in Nicrophorus Germanicus (LINNAEUS,1758)) ( Nicrophorus Kirby; Silphidae Coleoptera” Journal title: Advance Research Journal of Multidisciplinary Discoveries Authors: Sergey Viktorovich Pushkin Subject(s):
