Results 261 to 270 of about 456,548 (292)

Mesomorphism dependence on tail group

Molecular Crystals and Liquid Crystals, 2016
ABSTRACTA chalconyl homologous novel series of thermotropic liquid crystals (LC) have been synthesized and studied with a view to understand and establish the effects of molecular structure on LC properties in thermotropic behaviors. Homologous series RO-C6H4-COO-C6H4-CO-CH=CH-C6H4-OC14H29 consists of 13 homologs (C1–C18), C1–C6 homologs are nonliquid ...
B. B. Jain, R. B. Patel
openaire   +1 more source

Portfolio management with tail dependence

Applied Economics, 2018
ABSTRACTMany publications, that treated with Portfolio Management, were devastating for all asset allocation models in the context of portfolios.
Daniel Reed Bergmann, Jose Roberto Ferreira Savoia, Claudio Felisoni de Angelo, Eduardo Augusto do Rosário Contani, Fabiana Lopes da Silva   +4 more
openaire   +1 more source

Tail Dependence of a Pareto Process

2014
Heavy-tailed autoregressive processes defined with minimum or maximum operator are good alternatives to classic linear ARMA with heavy tail noises, in what concerns extreme values modeling. In this paper we present a full characterization of the tail dependence of the autoregressive minima process, Yeh-Arnold-Robertson Pareto(III).
openaire   +3 more sources

Tail-weighted measures of dependence

Journal of Applied Statistics, 2014
Multivariate copula models are commonly used in place of Gaussian dependence models when plots of the data suggest tail dependence and tail asymmetry. In these cases, it is useful to have simple statistics to summarize the strength of dependence in different joint tails.
Pavel Krupskii, Harry Joe
openaire   +1 more source

Micro Correlations and Tail Dependence

2010
An elementary though seemingly under-appreciated finding shows that small global correlations are amplified by aggregation.
Cooke, Roger M, Kousky, Carolyn, Joe, Harry   +2 more
openaire   +1 more source

Multivariate tail dependence coefficients

2009
The aim of this paper is to give a measure of the tail dependence for ndimensional Archimedean copula functions. We propose the upper and lower tail dependence coefficients, in a multivariate framework, extending their bivariate definition given in ...
DE LUCA, GIOVANNI, RIVIECCIO, GIORGIA
openaire   +1 more source

Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions

2016
Generalized hyperbolic distributions have been well established in finance during the last two decades. However, their application, in particular the computation of distribution functions and quantiles, is numerically demanding. Moreover, they are, in general, not stable under convolution which makes the computation of quantiles in factor models driven
openaire   +1 more source

The electrical conductivity of solution-processed nanosheet networks

Nature Reviews Materials, 2021
Adam G Kelly, Dómhnall Ó Súilleabháin, Jonathan N Coleman   +2 more
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

Recent Advances in Carbon Dioxide Hydrogenation to Methanol via Heterogeneous Catalysis

Chemical Reviews, 2020
Xiao Jiang, Xiaowa Nie, Xinwen Guo
exaly