How Does Systematic Risk Impact US Credit Spreads? A Copula Study [PDF]
, 2003 It is well known that some relationship between systematic risk and credit risk prevails in financial markets. In our study, the return of S&P 500 stock index is our market risk proxy whereas credit spreads represent our credit risk proxy as a ...
Hayette Gatfaoui
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Interactive Visualization and Computation of 2D and 3D Probability Distributions. [PDF]
SN Comput Sci, 2022 Bobrovnikov M, Chai JT, Dinov ID.
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Correcting for selection bias in HIV prevalence estimates: an application of sample selection models using data from population-based HIV surveys in seven sub-Saharan African countries. [PDF]
J Int AIDS Soc, 2022 Palma AM +13 more
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Considering the temporal interdependence of human mobility and COVID-19 concerning Indonesia's large-scale social distancing policies. [PDF]
Qual Quant, 2023 Ahdika A, Primandari AH, Adlin FN.
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A New Family of Continuous Probability Distributions. [PDF]
Entropy (Basel), 2021 El-Morshedy M +4 more
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Copula-based measures of asymmetry between the lower and upper tail probabilities. [PDF]
Stat Pap (Berl), 2022 Kato S, Yoshiba T, Eguchi S.
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Survival Amblard-Girard copulas [PDF]
, 2018 A copula is a function that completely describes the dependence structure between the marginal distributions. One of the most important para-metric family of copulas is the Farlie-Gumbel-Morgenstern (FGM) family. In practical applications this copula has
Stoica, Emil
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Uni-variate and bi-variate Inverted Exponential Teissier distribution in Bayesian and non-Bayesian framework to model stochastic dynamic variation of climate data. [PDF]
Theor Appl Climatol, 2022 Thakur D, Bhattacharya S, Das I.
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A non symmetric extension of Amblard-Girard copulas [PDF]
, 2014 A copula is a function that completely describes the dependence structure between the marginal distributions. One of the most important parametric family of copulas is the Farlie-Gumbel-Morgenstern (FGM) family.
Stoica, Emil
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Bivariate lifetime models in presence of cure fraction: a comparative study with many different copula functions. [PDF]
Heliyon, 2020 de Oliveira Peres MV +2 more
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