Results 241 to 250 of about 94,299 (278)

Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model

The North American journal of economics and finance
Yinhong Yao, Xiuwen Chen, Zhensong Chen
semanticscholar   +1 more source

Engineered polyamine accumulation in tomato enhances phytonutrient content, juice quality, and vine life

Nature Biotechnology, 2002
Avtar K Handa, Autar K Mattoo
exaly  

Process monitoring method based on vine copula and transfer learning strategy

Computers and Chemical Engineering
Yifan Zhang, Shaojun Li
semanticscholar   +1 more source

An ensemble vine copula quantile regression model with non-stationary margins (EVQR-NS) for soil moisture prediction

Journal of Hydrology
Chenlu Yu, Dong Wang, Vijay P. Singh, Pengcheng Xu, Along Zhang, Zhuo Yang, Zitong Wang, Xiankui Zeng, Jianguo Jiang, Jichun Wu   +9 more
semanticscholar   +1 more source

Copula and Vine Modeling for Finance

2017
This article gives an introduction to copulas, pair copula constructions, and vines and presents some examples of their applications to financial problems.
openaire   +1 more source

Pair-copula constructions of multiple dependence

Insurance: Mathematics and Economics, 2009
Claudia Czado, Arnoldo Frigessi
exaly  

Multi-scenario stochastic assessment of operational risk of integrated energy system based on R-vine Copula

Electric power systems research
Zhuoxiang Wu, Shunfu Lin, Jin Tan, Dongdong Li   +3 more
semanticscholar   +1 more source

Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model

Energy Economics, 2019
Qiang Ji
exaly  

Ultra-microporous adsorbents prepared from vine shoots-derived biochar with high CO2 uptake and CO2/N2 selectivity

Chemical Engineering Journal, 2018
Joan J Manyà, Manuel Azuara
exaly  

Investigating the Nexus Between GHG Emissions and AFOLU Activities: New Insights from C-Vine Copula Approach

Agricultural Research
P. Pakrooh, Muhamad Abdul Kamal, Cosimo Magazzino   +2 more
semanticscholar   +1 more source