Results 31 to 40 of about 7,683 (263)

El tratamiento de la cópula verbal en la historia del pensamiento lingüístico

Estudios de Lingüística, 2004
Throughout the history of Linguistics, the verbal copula has been analysed from different viewpoints. Some approaches considered the copula simply as an ordinary verb, without any special features.
Ventura Salazar García
doaj   +1 more source

Penerapan Metode GARCH-Vine Copula untuk Estimasi Value at Risk (VaR) pada Portofolio

Jurnal Fourier, 2018
Salah satu alat ukur yang digunakan untuk menghitung risiko portofolio adalah Value at Risk (VaR). Beberapa metode pengukuran VaR mengasumsikan return berdistribusi normal dan ukuran dependensi antar saham menggunakan korelasi linear.
Herida Okta Pintari, Retno Subekti
doaj   +1 more source

Realized Copula [PDF]

SSRN Electronic Journal, 2012
We introduce the notion of realized copula. Based on assumptions of the marginal distributions of daily stock returns and a copula family, realized copula is defined as the copula structure materialized in realized covariance estimated from within-day high-frequency data.
Matthias R. Fengler, Ostap Okhrin
openaire   +4 more sources

The Challenge of Handling Structured Missingness in Integrated Data Sources

Advanced Intelligent Discovery, EarlyView.
As data integration becomes ever more prevalent, a new research question that emerges is how to handle missing values that will inevitably arise in these large‐scale integrated databases? This missingness can be described as structured missingness, encompassing scenarios involving multivariate missingness mechanisms and deterministic, nonrandom ...
James Jackson, Marius Hofert, Eleni‐Rosalina Andrinopoulou, Niels Hagenbuch, Sarah McGough, Chris Harbron, Robin Mitra   +6 more
wiley   +1 more source

VALUE AT RISK ESTIMATION FOR STOCK PORTFOLIO USING THE ARCHIMEDEAN COPULA APPROACH

Barekeng
Investment is one of the many ways to achieve future profits. One form of investment that is widely made is stocks. The return obtained in investing in stocks is potentially higher than other investment alternatives, but the risks borne are amplified, so
Mohammad Dicky Saifullah, Umu Sa'adah, Kwardiniya Andawaningtyas, Endang Wahyu Handamari   +3 more
doaj   +1 more source

Quasi-copulas as linear combinations of copulas

Fuzzy Sets and Systems
We prove that every quasi-copula can be written as a uniformly converging infinite sum of multiples of copulas. Furthermore, we characterize those quasi-copulas which can be written as a finite sum of multiples of copulas, i.e., that are a linear combination of two copulas.
Gregor Dolinar, Bojan Kuzma, Nik Stopar
openaire   +5 more sources

Leveraging Reverse Engineering for CSCM Practices: Demystifying the Roles of Compositional Capability and Cooperative Orientation Under Humane Orientation and Competition Intensity

Business Strategy and the Environment, EarlyView.
ABSTRACT Circular supply chain management (CSCM) practices are seen as a solution for addressing society's many significant environmental challenges. Although existing studies recognise the importance of reverse engineering in combating poverty, there is limited knowledge about its effectiveness in shaping CSCM practices to address climate change and ...
Yaw Agyabeng‐Mensah, Charles Baah, Ebenezer Afum   +2 more
wiley   +1 more source

The Perils of Environmental, Social, and Governance (ESG) Controversies: Implications for a Firm's Financial and Nonfinancial Performance

Business Strategy and the Environment, EarlyView.
ABSTRACT Although ESG controversies are on the rise, research investigating them yields contradictory findings. The paper provides resolutions to the debate through investigating (a) how ESG controversies influence firms' short‐term and long‐term financial performance; (b) how firms navigate ESG controversies' effect; and (c) how ESG controversies ...
Amalesh Sharma, Sourav Bikash Borah, Anirban Adhikary, Sanjay Kumar Jena   +3 more
wiley   +1 more source

Calibrating and Simulating Copula Functions in Financial Applications

Frontiers in Applied Mathematics and Statistics, 2021
Copula functions can be utilized in financial applications to determine the dependence structure of the financial asset returns in the portfolio. Empirical evidence has proved the inadequacy of the multi-normal distribution, traditionally adopted to ...
Annalisa Di Clemente, Claudio Romano
doaj   +1 more source

Sustainability Orientation and Sustainable Innovation: Can Organisational Resilience Clarify the Missing Link?

Business Strategy and the Environment, EarlyView.
ABSTRACT Although firms that integrate a sustainability orientation (SO) may experience a significant improvement in their resource efficiency, many, particularly small‐ and medium‐sized enterprises (SMEs), still struggle with the complexities of incorporating sustainability into their business models.
Michael Adu Kwarteng, David Sarpong, Kwadwo Asante, Petr Novak   +3 more
wiley   +1 more source