Results 141 to 150 of about 88,133 (162)

Tail dependence between bitcoin and green financial assets

Economics Letters, 2021
Muhammad Abubakr B Naeem, Sitara Karim
exaly  

Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications

Resources Policy, 2021
Muhammad Abubakr B Naeem, Elie Bouri, Mabel D Costa   +2 more
exaly  

Nonlinear tail dependence in cryptocurrency-stock market returns: The role of Bitcoin futures

Research in International Business and Finance, 2021
Ahmed Jeribi
exaly  

Correlation, Tail Dependence and Diversification

2013
In this contribution we analyze the interplay between correlation, tail dependence and diversification between risks which has a great impact on the calculation of the Solvency Capital Requirement under the Solvency II directive. The analysis shows that the prevailing assumption of an economic relationship between diversification and correlation or ...
openaire   +1 more source

Long-range dependence and heavy tail characteristics for remaining useful life prediction in rolling bearing degradation

Applied Mathematical Modelling, 2022
Song Wanqing, He Liu, Enrico Zio
exaly  

Tail Dependence

2005
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Treating Tobacco Dependence in a Medical Setting

Ca-A Cancer Journal for Clinicians, 2009
Jon O Ebbert, J Taylor Hays
exaly  

Tail dependence in the return-volume of leading cryptocurrencies

Finance Research Letters, 2020
Muhammad Naeem, Elie Bouri, David Roubaud   +2 more
exaly  

Tail dependence structure of the foreign exchange market: A network view

Expert Systems With Applications, 2016
Gang-Jin Wang, Chi Xie
exaly  

Heavy Tailed Dependent Data

2017
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