Results 261 to 270 of about 1,282,215 (298)

Temperature-dependent functional inversion of Ca_v3.2 channels during repetitive activity. [PDF]

Mol Brain
Pawlak K, Daněk P, Jurkovičová-Tarabová B, Weiss N.   +3 more
europepmc   +1 more source

Interplay of Conventional and Spin-Exchange Auger Recombination in Magnetically Doped Quantum Dots. [PDF]

ACS Nano
Pinchetti V, Jin H, Livache C, Klimov VI.   +3 more
europepmc   +1 more source

Habitat Heterogeneity Drives Niche Partitioning and Morphological Divergence in Two Parapatric <i>Diploderma</i> Lizard Species. [PDF]

Ecol Evol
Wen Y, Tan S, Xiang Y, Gao W, Guo P, Dong B, Wu Y.   +6 more
europepmc   +1 more source

Exendin-4 enhances GLP-1 signaling and reduces anxiety-like behaviors in male heroin withdrawal mice. [PDF]

PLoS One
Xiang Y, Yan X, Li R, Li C, Yin D, Luo C, Xiong Y, Hong Y, Li Y, Xia B.   +9 more
europepmc   +1 more source

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Copulas, diagonals, and tail dependence

Fuzzy Sets and Systems, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Juan Fernandez-Sanchez, Fabrizio Durante   +1 more
exaly   +5 more sources

Non-parametric Estimation of Tail Dependence

Scandinavian Journal of Statistics, 2006
Abstract.  Dependencies between extreme events (extremal dependencies) are attracting an increasing attention in modern risk management. In practice, the concept of tail dependence represents the current standard to describe the amount of extremal dependence.
Schmidt, Rafael, Stadtmüller, Ulrich
exaly   +2 more sources

Tail dependence for elliptically contoured distributions

Mathematical Methods of Operations Research, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rafael Schmidt
exaly   +3 more sources

DETECTING AND MODELING TAIL DEPENDENCE

International Journal of Theoretical and Applied Finance, 2004
The aim of this work is to develop a nonparametric tool for detecting dependence in the tails of financial data. We provide a simple method to locate and measure serial dependence in the tails, based on runs tests. Our empirical investigations on many financial time series reveal a strong departure from independence for daily logreturns, which is not ...
Bellini F., FIGA' TALAMANCA, GIANNA
openaire   +3 more sources

The simple econometrics of tail dependence

Economics Letters, 2011
The aim of this paper is to show that measures on tail dependence can be estimated in a convenient way by regression analysis. This yields the same estimates as the non-parametric method within the multivariate Extreme Value Theory framework. The advantage of the regression approach is contained by its straightforward extension to the estimation of ...
Maarten R.C. van Oordt, Chen Zhou
openaire   +1 more source