Results 61 to 70 of about 2,059 (191)
Estimación del riesgo en un portafolio de activos
Apuntes del CENES, 2013 Este trabajo introduce el uso de la teoría de valor extremo (EVT) y cópulas para la estimación del valor en riesgo (VaR). Se considera como aplicación a un portafolio compuesto por tres activos representativos del mercado colombiano.
Luis Guillermo Díaz +2 more
doaj
Bounds for Trivariate Copulas with Given Bivariate Marginals
Journal of Inequalities and Applications, 2009 We determine two constructions that, starting with two bivariate copulas, give rise to new bivariate and trivariate copulas, respectively. These constructions are used to determine pointwise upper and lower bounds for the class of all trivariate copulas ...
doaj +1 more source
Managing Competency‐Based Resistance in Video‐Mediated L2 Peer Feedback Sessions
TESOL Quarterly, EarlyView.Abstract Though there is growing empirical evidence on managing advice resistance as an institutional work of higher status party with superior epistemic knowledge domain (e.g., trainer) across diverse settings (e.g., supervision meetings), there is still a lack of research on how second language (L2) learners handle peer resistance in real time once ...
Kübra Ekşi
wiley +1 more source
Revista Ingenierías Universidad de Medellín, 2013 Este artículo revisa la literatura más reciente en cuanto a la obtención de la distribución de pérdidas para riesgo operativo cuando se emplea el modelo de distribución de pérdidas agregadas (LDA, por sus siglas en inglés), y dependencia entre las líneas
Andrés Mora Valencia
doaj
TESOL Quarterly, EarlyView.Abstract Current trends encouraging a move away from monolingual teaching have sparked a renewed interest in the role of translation in language instruction. Yet, there are few theoretically and empirically grounded proposals regarding specific uses of translation in the language classroom.
Monika Bader +2 more
wiley +1 more source
El Trimestre Económico, 2013 En este artículo se mide la interrelación y trasmisión de choques que existe entre los mercados financieros de la América Latina. El indicador más utilizado ha sido el coeficiente de correlación; el principal problema de éste es que no es robusto a la ...
Miguel Chirinos G.
doaj
Energy Internet, EarlyView.ABSTRACT Extreme icing disasters increasingly undermine the reliability of integrated power and heat networks by causing line outages, supply shortages and sharp thermal load fluctuations. To address these challenges, this paper proposes a comprehensive optimisation framework that exploits the spatiotemporal flexibility of data centres for coordinated ...
Yan Wang +6 more
wiley +1 more source
Bi‐level capacity planning for park IES considering energy supply reliability
Energy Conversion and Economics, EarlyView.Abstract Carbon emissions and energy consumption of urban buildings represent a notable fraction of global energy utilization. In pursuit of the “carbon peaking and carbon neutrality” goals, urban park building integrated energy system (IES) energy saving technology is regarded as a key technology to achieve sustainable urban development.
Chenxi Wu +5 more
wiley +1 more source
Market‐Driving Capability: An Empirical Study on Antecedents and Consequences
British Journal of Management, EarlyView.Abstract What enables market‐driving behaviour, and is it a worthwhile business strategy? This fundamental question intrigues both managers in firms and researchers in marketing and strategic management, yet surprisingly, it remains underexplored. To this end, we assess the antecedents and consequences of market‐driving capability.
Owais Khan +2 more
wiley +1 more source
Dependence Modeling, 2018 We review various methods for constructing bivariate copulas with given diagonal sections from seminal work to the most recent research on copulas with given diagonal and opposite diagonal sections.
Fernández-Sánchez Juan +1 more
doaj +1 more source