Keywords: توابع کوالا; Currency options hedging; Exporting strategies; Copula functions; Equivalence transformation method;
مقالات ISI توابع کوالا (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: توابع کوالا; Statistics of extremes; Kendall's tau; Copula functions; Extreme rainfall
Keywords: توابع کوالا; PEM fuel cell; Condition monitoring; Flooding; Drying; Dependence structure; Copula functions;
Keywords: توابع کوالا; Econophysics; Stock exchanges; Copula functions; Hurst exponent; Detrended Fluctuation Analysis; Safe investment portfolios
Keywords: توابع کوالا; Stress testing; Commodity futures; Risk measures; Extreme value theory; Copula functions;
Keywords: توابع کوالا; Econophysics; Warsaw Stock Exchange; Copula functions; Hurst exponent; Detrended fluctuation analysis; Copula selection procedure;
Keywords: توابع کوالا; Copula functions; Storm tides; Detrended fluctuations analysis; Anomalous diffusion; Correlations; Hurst exponent;
Keywords: توابع کوالا; Dependent competing risks model; Lifetimes; Failure times; Overall survival function; Copula functions; Cause elimination; Cause removal;
Keywords: توابع کوالا; G21; H63; Marshall-Olkin distribution; Copula functions; Systemic risk; Financial crisis; Country risk; Sovereign default;
Keywords: توابع کوالا; Distortion measure; Copula functions; Systemic risk; Contagion
Measure-invariance of copula functions as tool for testing no-arbitrage assumption
Keywords: توابع کوالا; 62H15; 62P05; 62H99; Change of measure; Copula functions; Invariance property; Transform of margins; Absence of arbitrages;
The contagion channels of July–August-2011 stock market crash: A DAG-copula based approach
Keywords: توابع کوالا; 2011 stock market crash; Financial contagion; Transmission channels; Copula functions; Directed acyclic graph
Snow-melt flood frequency analysis by means of copula based 2D probability distributions for the Narew River in Poland
Keywords: توابع کوالا; Flood frequency analysis (FFA); 2D Normal probability distribution; Copula functions; Elliptical Gaussian copula; Archimedean 1-parameter Gumbel–Hougaard copula; Goodness-of-fit tests; Narew River; Poland
Granger-causality in quantiles between financial markets: Using copula approach
Keywords: توابع کوالا; C5; Contagion in financial markets; Copula functions; Inverting conditional copula; Granger-causality in conditional quantiles;
Bivariate censored regression relying on a new estimator of the joint distribution function
Keywords: توابع کوالا; Bivariate censoring; M-estimation; Regression modeling; Copula functions; Kaplan–Meier estimator; i.i.d. representations
On the distribution of the (un)bounded sum of random variables
Keywords: توابع کوالا; 60E05; 62H99; 91B30; Copula functions; Sum of dependent random variables; Reinsurance;
Optimal joint survival reinsurance: An efficient frontier approach
Keywords: توابع کوالا; Optimal excess of loss reinsurance; Probability of ruin; Appell polynomials; Joint survival of cedent and reinsurer; Expected profit; Efficient frontier; Copula functions;
Pricing multiasset equity options: How relevant is the dependence function?
Keywords: توابع کوالا; C52; G12; Multiasset equity options; Copula functions; Monte Carlo simulation; Correlation;
Bounds for the sum of dependent risks having overlapping marginals
Keywords: توابع کوالا; 60E15; 60E05Fréchet bounds; Overlapping marginals; Dependent risks; Mass transportation theory; Copula functions; Value-at-Risk
Power analysis of database search using multiple scoring matrices
Keywords: توابع کوالا; Protein sequence alignment; Power analysis; Multiple testing; Copula functions
Excess of loss reinsurance under joint survival optimality
Keywords: توابع کوالا; Excess of loss reinsurance; Probability of non-ruin; Appell polynomials; Joint survival of cedent and reinsurer; Dependent claim severities; Copula functions;
Nonlinear term structure dependence: Copula functions, empirics, and risk implications
Keywords: توابع کوالا; C13; C16; G10; G21; Affine term structure models; Nonlinear dependence; Copula functions; Tail dependence; Value-at-risk;