Results 71 to 80 of about 27,516 (250)
Zhejiang Daxue xuebao. Lixue ban, 2013 利用Copula-GARCH模型，研究上证地产股指数和金融股指数收益率的相关性.利用边缘函数推断法(IFM)建立2个股指对数收益率的时间序列的GARCH(1，1)-t模型.对边缘分布概率积分变化后的2个服从均匀分布的序列，分别建立常相关的二元Copula模型，包括正态Copula函数、Clayton Copula函数、Gumbel Copula函数、t-Copula函数、SJC-Copula函数和时变相关的二元Copula模型 ...
LIUGui-mei(刘桂梅), ZHAOLi(赵丽)
doaj +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Although prior studies show that overall product environmental sustainability enhances consumer value perceptions, it remains unclear how consumers interpret environmental sustainability signals across phases of the life cycle assessment process.
Yingfei Hu +2 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Why do firms facing similar sustainability pressures differ substantially in circular economy implementation? Existing research provides limited insight into how institutional pressures are internally interpreted and translated into organizational action. Drawing on institutional theory, paradox theory, and the dynamic capabilities perspective,
Owais Khan, Samuli Patala
wiley +1 more source
Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known [PDF]
At the heart of the copula methodology in statistics is the idea of separating marginal distributions from the dependence structure. However, as shown in this paper, this separation is not to be taken for granted: in the model where the copula is known ...
Werker, B.J.M. +2 more
core
When Does SDG Adoption Increase ESG Risk? The Mediating Role of Risk Management
Business Strategy and the Environment, EarlyView.ABSTRACT Corporate engagement with the United Nations' Sustainable Development Goals (SDGs) has expanded rapidly, yet its implications for firms' environmental, social and governance (ESG) risk remain insufficiently understood. Prior research has focused on the performance outcomes of SDG adoption while largely overlooking its potential to generate ESG
Francisco J. López‐Arceiz +1 more
wiley +1 more source
A copula model for dependent competing risks [PDF]
Many popular estimators for duration models require independent competing risks or independent censoring. In contrast, copula based estimators are also consistent in presence of dependent competing risks.
Ralf Wilke, Simon M. S. Lo
core +2 more sources
Two Copulas associated with extremum(与极值相关的两类Copula)
Zhejiang Daxue xuebao. Lixue ban, 2008 利用阿基米德Copula，生存阿基米德Copula，对随机变量与极值统计量之间的相依关系进行了初步的探讨，构造了两类Copula.并在此基础上提出了一种生成Copula的方法.这种方法将特殊Copula函数结构应用到逆方法之中，为生成具有特殊性质的相依结构提供了平台.
WANGQin(王沁) +2 more
doaj +1 more source
Asymptotic properties of the Bernstein density copula for dependent data [PDF]
Copulas are extensively used for dependence modeling. In many cases the data does not reveal how the dependence can be modeled using a particular parametric copula. Nonparametric copulas do not share this problem since they are entirely data based.
ROMBOUTS, Jeroen V.K. +2 more
core
Business Strategy and the Environment, EarlyView.ABSTRACT This study aims to investigate the relationship between big data and predictive analytics (BDPA) capability and triple bottom line (TBL) sustainability performance in BRICS manufacturing firms. Grounded in the resource‐based view (RBV), we conceptualise BDPA capability as a third‐order hierarchical construct comprising tangible resources (data
Gift Kugara +4 more
wiley +1 more source
Joint Probability Distribution of Wind–Wave Actions Based on Vine Copula Function
Journal of Marine Science and EngineeringDuring its service life, a deep-sea floating structure is likely to encounter extreme marine disasters. The combined action of wind and wave loads poses a threat to its structural safety.
Yongtuo Wu +3 more
doaj +1 more source