Keywords: وابستگی به دم; 60G70; Multivariate extreme value models; Tail dependence; Extremal coefficients; Random fields;
مقالات ISI وابستگی به دم (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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Keywords: وابستگی به دم; Financialization; Spillover effects; Global financial crisis; GARCH models; Copula theory; Tail dependence;
Keywords: وابستگی به دم; C32; C51; G12; G15; Dependence-switching copula; Tail dependence; return-volume dependence; Liquidity; Information flow;
Keywords: وابستگی به دم; Tail dependence; Archimedean copula; Feature vector; Condition indicator; Planetary gearbox; Fault classification;
Keywords: وابستگی به دم; Tail dependence; Time-varying Copula; EPU; CDS;
Keywords: وابستگی به دم; C22; F31; G11; Exchange rates; Portfolio optimization; Dependence structure; Copulas; Tail dependence;
Keywords: وابستگی به دم; Wavelet squared coherence; Copula; Tail dependence; Global oil market; Agricultural raw material markets; Metal markets;
Keywords: وابستگی به دم; C58; G10; G11; Q02; Carbon assets; Energy commodities; Tail dependence; Risk spillover;
Keywords: وابستگی به دم; primary; 91B30; secondary; 62P05; 62E20; 62H20; Ruin probability; Heavy-tailed distributions; Insurance and financial risks; Asymptotics; Tail dependence; Regular variation;
Keywords: وابستگی به دم; Copula; Fréchet-Hoeffding bounds; Optimization; Quasi-copula; Tail dependence;
Keywords: وابستگی به دم; C10; G10; Q40; Copula; Granger's causality; Tail dependence; Asymmetric GARCH regression; Asymmetric conditional volatility;
Keywords: وابستگی به دم; Bank; Conditional value at risk (CoVaR); DCC GARCH; Tail dependence; US banks; Wavelet analysis; Wavelet Conditional Value at Risk (WCoVaR);
Keywords: وابستگی به دم; Model selection; Count data; Tail asymmetry; Tail dependence;
Keywords: وابستگی به دم; Oil price shocks; Asymmetry; Major oil exporting countries; Tail dependence; Copula; Goodness-of-fit test; C58; G11; Q4;
Keywords: وابستگی به دم; Copula; Perturbation of copula; Tail dependence; Dependence measures;
Keywords: وابستگی به دم; Copula; Dependence concepts; Marshall-Olkin distribution; Shock models; Tail dependence;
Keywords: وابستگی به دم; Credit spread; Copula; Dependence; Regime switching; Tail dependence; Value-at-Risk;
Keywords: وابستگی به دم; G210; G320; Credit portfolio loss; Extreme risk; Limit distribution; Loss given default; Model risk; Multivariate regular variation; Tail dependence;
Keywords: وابستگی به دم; C22; G12; Conditional dependence; Tail dependence; Copulas; Contagion;
Keywords: وابستگی به دم; C58; G15; F65; Global financial crisis; SNP-DCC model; GARCH; High-order moment spillovers; Tail dependence;
Keywords: وابستگی به دم; Multivariate noncentral t distribution; Tail dependence; Stock return asymmetry;
Keywords: وابستگی به دم; Dependence modeling; Copula; Multivariate skew-t; Tail asymmetry; Tail dependence;
Keywords: وابستگی به دم; Electricity markets; Regional markets; Dependence modeling; Copulas; Tail dependence; Risk management
Keywords: وابستگی به دم; cópulas condicionales; dependencia en colas; mercado accionario; crecimiento económico; C14; C32; O43; conditional copulas; tail dependence; stock market; economic growth;
Keywords: وابستگی به دم; 60G70; 60F17; 62G30; Bivariate extremes; Extreme values; Random truncation; Tail dependence;
Keywords: وابستگی به دم; Conditional Kendall's tau; Interval estimation; Jackknife empirical likelihood; Tail dependence; Extreme events;
Keywords: وابستگی به دم; G32; G28; C35; C52; C60; Model risk; VaR; Rearrangement Algorithm; Tail dependence; Outlier detection; Minimum variance portfolio; Credit risk management;
Keywords: وابستگی به دم; 62E20; 62H20Multivariate regular variation; Tail dependence; Upper exponent function; Tail order function
Keywords: وابستگی به دم; C10; C13; C15; G21; G28Macro-prudential regulation; Systemic risk capital charges; Value at Risk; Factor models; Tail dependence
Keywords: وابستگی به دم; C12; C14; C32; C58; G32; Break-point detection; Multiplier bootstrap; Tail dependence; Weak convergence;
Keywords: وابستگی به دم; Overnight returns; Daytime returns; Copulas; Tail dependence; Asymmetry;
Keywords: وابستگی به دم; 60G70; Multivariate extreme value theory; Factor models; Tail dependence;
Keywords: وابستگی به دم; 62H25; 60H99Bi-factor model; Conditional independence; Dependence measure; Factor analysis; Tail asymmetry; Tail dependence; Truncated vine
Keywords: وابستگی به دم; C53; C58; Copula; Tail dependence; Nonparametric estimation; Value-at-Risk; Canonical Maximum-Likelihood;
Keywords: وابستگی به دم; CEE stock markets; Dependence structure; Copulas; Tail dependence;
Keywords: وابستگی به دم; Copula; Dependence properties; Marshal–Olkin copula; Measures of association; Quasi-copula; Tail dependence
Keywords: وابستگی به دم; Copula; Tail dependence; Warranty; Two-dimensional reliability data; Asymmetric
Keywords: وابستگی به دم; Bias-correction; Tail dependence; Robustness; Tail quantile process; Insurance risk modelling;
Keywords: وابستگی به دم; C32; C51; G15; Smooth transition model; Copula; Spearman's rho; Tail dependence;
Keywords: وابستگی به دم; 62H10; 62E17; Comonotonicity; Copula; Patchwork construction; Tail dependence;
Keywords: وابستگی به دم; Pseudo-copula; Tail dependence; Asymmetric dependence; Gaussian copula; Modified Gaussian pseudo-copula; Pseudo-observation; Maximum likelihood estimation; Measure of association; Kendall's tau; Goodness-of-fit;
Keywords: وابستگی به دم; C22; G14; Quantile regression; Copula; Dependence modeling; Tail dependence; Contagion; Financial crises;
Keywords: وابستگی به دم; C32; C51; G15; F30; Dependence-switching copula; Tail dependence; Systemic risk; Portfolio rebalancing; Return chasing;
Keywords: وابستگی به دم; C51; C52; G11; Crude oil price; Asymmetry; Copula; Tail dependence; Non-exchangeability;
Keywords: وابستگی به دم; C13; C14; G10; G12; Extreme events; Jumps; High-frequency data; Jump tails; Non-parametric estimation; Stochastic volatility; Systematic risks; Tail dependence;
Keywords: وابستگی به دم; Portfolio selection; Extreme value theory; Tail dependence; C58; G11;
Keywords: وابستگی به دم; Aggregation function; Copula; Measure; Tail dependence
Keywords: وابستگی به دم; Archimedean copula; Copula; Extremal dependence; Tail dependence
Keywords: وابستگی به دم; G01; G18; G32; G38; C21; C51; C63Systemic risk contribution; Tail dependence; Network topology; Sovereign-bank linkages; Value-at-Risk
Stylised facts for high frequency cryptocurrency data
Keywords: وابستگی به دم; Bitcoin; Ethereum; Hurst exponent; Tail dependence;