Results 121 to 130 of about 5,166,535 (297)
Seismic Reliability Analysis of Reinforced Concrete Arch Bridges Considering Component Correlation
BuildingsTo more effectively account for the correlation between components in the seismic reliability analysis of reinforced concrete arch bridges, this study proposes a system seismic reliability analysis method based on the D-vine Copula function. First, based
Jianjun Liu +4 more
doaj +1 more source
On the Distortion of a Copula and its Margins [PDF]
This article examines the notion of distortion of copulas, a natural extension of distortion within the univariate framework. We study three approaches to this extension: (1) distortion of the margins alone while keeping the original copula structure, (2)
Valdez, Emiliano A.
core
Copula-based dynamic conditional correlation multiplicative error processes : [Version 18 April 2013] [PDF]
, 2013 We introduce a copula-based dynamic model for multivariate processes of (non-negative) high-frequency trading variables revealing time-varying conditional variances and correlations.
Hautsch, Nikolaus, Bodnar, Taras
core
Pacific Economic Review, EarlyView.ABSTRACT This study investigates the impact of China's recent real estate crisis, stemming from Evergrande's struggles, on the return and risk profiles of US‐listed exchange traded funds (ETFs) tracking Chinese stock market indexes. Analysing 26 funds from February 2, 2018 to December 31, 2024, we first employ a VAR model to assess contagion and ...
Gerasimos Rompotis +2 more
wiley +1 more source
Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas [PDF]
Model risk in the estimation of value-at-risk is a challenging threat for the success of any financial investments. The degree of the model risk increases when the estimation process is constructed with a portfolio in the emerging markets.
Ozun, Alper, Cifter, Atilla
core
Integrative Zoology, EarlyView.Sexual cannibalism (SC), where one mating partner consumes the other in the context of mating, is especially prevalent among spiders. However, the evolution of SC in spiders is still not fully understood. We review key hypotheses for SC and explore how female‐initiated SC has driven the evolution of various male counter‐adaptations to mitigate its ...
Simona Kralj‐Fišer +3 more
wiley +1 more source
RELIABILITY ANALYSIS FOR JACK-UP GEARBOX BASED ON COPULA BAYESIAN NETWORK
Jixie qiangdu, 2018 A reliability analysis method for complicated mechanical system is proposed which is based on Copula Bayesian network. Since the variables in complicated mechanical system are numerous and correlated to each other,the traditional analysis methods are ...
ZHANG Qing +3 more
doaj
Copulas for Stochastic Volatility Models
MathematicsIn this article, a Fokker–Planck equation framework for the copula density associated with a two-dimensional stochastic differential equations system is developed.
Mauricio Contreras González +2 more
doaj +1 more source
Efficient Estimation of Copula-based Semiparametric Markov Models [PDF]
This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized by nonparametric invariant (one-dimensional marginal) distributions and parametric bivariate copula functions ...
Yanping Yi, Xiaohong Chen, Wei Biao Wu
core
Business Ethics, the Environment &Responsibility, EarlyView.ABSTRACT A common assumption is that firms become more socially responsible over time. Indeed, numerous conceptual papers focus on the issue of describing the CSR states that firms advance through. Yet, related empirical research remains limited and the assumption of steady progression across CSR states remains untested.
Christopher Groening +1 more
wiley +1 more source