Results 161 to 170 of about 5,166,535 (297)

Pricing bivariate option under GARCH processes with time-varying copula [PDF]

This paper develops a method for pricing bivariate contingent claims under General Autoregressive Conditionally Heteroskedastic (GARCH) process. As the association between the underlying assets may vary over time, the dynamic copula with time-varying ...
Dominique Guegan, Jing Zhang
core  

Animal Logic: Locke and the Nature of Inference

Noûs, EarlyView.
ABSTRACT Can animals reason? If so, what would their reasoning consist in, and how, if at all, would it differ from its human counterpart? On these questions, John Locke stakes out a position that also merits consideration today. I argue that, for Locke, reasoning is a matter of the subject's construing her mental states as support for a conclusion ...
Walter Ott
wiley   +1 more source

A Copula-based framework for seismic resilience assessment of civil engineering structural systems. [PDF]

MethodsX
Xie C, Xu S, Zheng Q, Liu Y, Zhou J, Li J, Zhang K, Zhang W.   +7 more
europepmc   +1 more source

Response diversity increases functional but decreases compositional stability of grassland communities

New Phytologist, EarlyView.
Response space of grassland plant species to increasing land‐use intensity based on response dissimilarities quantified by using a novel approach. The response space clusters species that benefit from land‐use intensification (‘winners’, green), are negatively affected (‘losers’, yellow), and those with nonmonotonic responses (blue).
Manuel Pitzer, Vincent Zieschank, Wolfgang Trutschnig, Robert R. Junker   +3 more
wiley   +1 more source

Kolmogorov-Smirnov-type test for dependently double-truncated durations: A copula approach. [PDF]

Lifetime Data Anal
Toparkus AM, Weißbach R.
europepmc   +1 more source

Copulas in finance and insurance [PDF]

Copulas provide a potential useful modeling tool to represent the dependence structure among variables and to generate joint distributions by combining given marginal distributions. Simulations play a relevant role in finance and insurance. They are used
Elisa M. Molanes, Rosario Romera
core  

Assessing the Effectiveness of Workers' Selection Exams: The Case of the Bank of Italy

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT High‐stakes exams can be used to rank and select candidates for job openings, and the ability of those selected hinges on the design of the exam. I propose a method to model candidates' performance to assess how effective the exam is at selecting high‐ability candidates.
Santiago Pereda‐Fernández
wiley   +1 more source

Identifiable Copula-Double-Cox Models: A Fully Parametric Framework for Dependent Right-Censored Survival Data. [PDF]

Stat Med
Yu H, Zhang R, Zhang L.
europepmc   +1 more source

Toxic utopia: Unseen ideology and “Le Politique” in China Miéville's The City & The City

Orbis Litterarum, EarlyView.
Abstract What if ideology were not just hidden—but aesthetic? This article reads China Miéville's The City & The City not as a metaphor for division, but as a speculative blueprint for how politics operates through enforced invisibility. By threading Derrida's Absolute Other and Rancière's le politique through Miéville's uncanny urban layering, we ...
Bo Kampmann Walther, Rune Graulund
wiley   +1 more source

A Bayesian Local Gaussian-Copula Allocation Model for Bivariate Discrete-Time First-Event Data With Time-Dependent Covariates. [PDF]

Stat Med
Michimae H.
europepmc   +1 more source