Results 291 to 300 of about 2,569,963 (324)
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Mesomorphism dependence on heterocyclic tail
Molecular Crystals and Liquid Crystals, 2016ABSTRACTA novel homologous series of liquid crystal materials containing a heterocyclic ring was synthesized with a view to understanding and establishing the relation between liquid crystal (LC) properties and a molecular structure; and with a view to curing skin-related diseases following biological activity studies.
G. N. Bhola, U. C. Bhoya
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Quantile correlation coefficient: a new tail dependence measure
Statistical Papers, 2018A quantile correlation coefficient is newly defined as the geometric mean of two quantile regression slopes—that of X on Y and that of Y on X—in the same way that the Pearson correlation coefficient is related to regression coefficients.
Ji-Eun Choi, D. Shin
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Tail-dependence in stock-return pairs [PDF]
, 2002 The empirical joint distribution of return-pairs on stock indices displays high tail-dependence in the lower tail and low tail-dependence in the upper tail. The presence of tail-dependence is not compatible with the assumption of (conditional) joint normality.
Fortin, Ines, Kuzmics, Christoph
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Asymmetric tail dependence between green bonds and other asset classes
, 2021L. Pham, C. Nguyen
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Tail dependence and skew distributions
Quantitative Finance, 2011Luciano and Schoutens (2006) successfully implemented the multivariate skew Variance Gamma (VG) distribution to fit to a set of basic derivatives.
Thomas Fung, Eugene Seneta
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Australian Economic Papers, 2018
This study proposes a diversified portfolio construction method based on the tail dependence between the financial assets and adopting both market prior information and the exports’ subject views.
Hao Ji, Hao Wang, B. Liseo
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This study proposes a diversified portfolio construction method based on the tail dependence between the financial assets and adopting both market prior information and the exports’ subject views.
Hao Ji, Hao Wang, B. Liseo
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Mesomorphism dependence on tail group
Molecular Crystals and Liquid Crystals, 2016ABSTRACTA 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
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Portfolio management with tail dependence
Applied Economics, 2018ABSTRACTMany publications, that treated with Portfolio Management, were devastating for all asset allocation models in the context of portfolios.
Daniel Reed Bergmann +4 more
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Tail Dependence of a Pareto Process
2014Heavy-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).
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Tail-weighted measures of dependence
Journal of Applied Statistics, 2014Multivariate 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
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