Turnitin
降AI改写
早检测系统
早降重系统
Turnitin-UK版
万方检测-期刊版
维普编辑部版
Grammarly检测
Paperpass检测
checkpass检测
PaperYY检测
Diversification and portfolio theory: a review
Diversification is one of the major components of investment decision-making under risk or
uncertainty. However, paradoxically, as the 2007–2009 financial crisis revealed, the concept …
uncertainty. However, paradoxically, as the 2007–2009 financial crisis revealed, the concept …
[كتاب][B] Actuarial theory for dependent risks: measures, orders and models
The increasing complexity of insurance and reinsurance products has seen a growing
interest amongst actuaries in the modelling of dependent risks. For efficient risk …
interest amongst actuaries in the modelling of dependent risks. For efficient risk …
Goodness‐of‐fit procedures for copula models based on the probability integral transformation
Wang & Wells [J. Amer. Statist. Assoc. 95 (2000) 62] describe a non‐parametric approach for
checking whether the dependence structure of a random sample of censored bivariate data …
checking whether the dependence structure of a random sample of censored bivariate data …
[كتاب][B] Extreme financial risks: From dependence to risk management
Y Malevergne, D Sornette - 2006 - books.google.com
Portfolio analysis and optimization, together with the associated risk assessment and
management, require knowledge of the likely distributions of returns at different time scales …
management, require knowledge of the likely distributions of returns at different time scales …
The Euro and European financial market dependence
A time-varying copula model is used to investigate the impact of the introduction of the Euro
on the dependence between 17 European stock markets during the period 1994–2003. The …
on the dependence between 17 European stock markets during the period 1994–2003. The …
Modelling sample selection using Archimedean copulas
By a theorem due to Sklar, a multivariate distribution can be represented in terms of its
underlying margins by binding them together using a copula function. By exploiting this …
underlying margins by binding them together using a copula function. By exploiting this …
On the structure and estimation of hierarchical Archimedean copulas
In this paper we provide a method for estimating multivariate distributions defined through
hierarchical Archimedean copulas. In general, the true structure of the hierarchy is unknown …
hierarchical Archimedean copulas. In general, the true structure of the hierarchy is unknown …
Archimedean copulae and positive dependence
In this paper, we consider different issues related to Archimedean copulae and positive
dependence. In the first part, we characterize Archimedean copulae that possess positive …
dependence. In the first part, we characterize Archimedean copulae that possess positive …
[كتاب][B] Applied quantitative finance
WK Härdle, CYH Chen, L Overbeck - 2017 - Springer
Applied quantitative finance Statistics and Computing Wolfgang Karl Härdle Cathy Yi-Hsuan
Chen Ludger Overbeck Editors Applied Quantitative Finance Third Edition Page 2 Statistics …
Chen Ludger Overbeck Editors Applied Quantitative Finance Third Edition Page 2 Statistics …
Copula modeling from Abe Sklar to the present day
Copula modeling from Abe Sklar to the present day - ScienceDirect Skip to main contentSkip
to article Elsevier logo Journals & Books Search RegisterSign in View PDF Download full …
to article Elsevier logo Journals & Books Search RegisterSign in View PDF Download full …