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Elsevier电子期刊(104)

在“Elsevier电子期刊”中，命中：104条，耗时：小于0.01 秒

在所有数据库中总计命中：142条

1.On tail dependence coefficients of transformed multivariate Archimedean copulas

作者：Elena Di Bernardino^a ; ^{elena.di_bernardino@cnam.fr" class="auth_mail" title="E-mail the corresponding author} ; Didier Rulliè ; re^b ; ^{didier.rulliere@univ-lyon1.fr" class="auth_mail" title="E-mail the corresponding author}

关键词：Archimedean copulas ; Tail dependence coefficients ; Regular variation ; Transformations of Archimedean copulas

刊名：Fuzzy Sets and Systems

出版年：2016

2.Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches

作者：Syed Jawad Hussain Shahzad^a ; ^b ; ^{jawad.kazmi5@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; Safwan Mohd Nor^a ; ^c ; ^{safwan@umt.edu.my" class="auth_mail" title="E-mail the corresponding author} ; Ronald Ravinesh Kumar^d ; ^e ; ^{kumar_RN@usp.ac.fj" class="auth_mail" title="E-mail the corresponding author} ; ^{ronaldkmr15@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; Walid Mensi^f ; ^g ; ^{walid.mensi@fsegt.rnu.tn" class="auth_mail" title="E-mail the corresponding author}

关键词：Credit default swap ; Contagion ; Wavelet squared coherence ; Variational mode decomposition ; Copula

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2017

3.Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests

作者：Wenjun Zhu^a ; ^{zhu-wenjun@outlook.com" class="auth_mail" title="E-mail the corresponding author} ; Chou-Wen Wang^b ; ^c ; ^{chouwenwang@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; Ken Seng Tan^d ; ^{kstan@uwaterloo.ca" class="auth_mail" title="E-mail the corresponding author}

关键词：High dimensional modeling ; Hierarchical Archimedean copulas ; Lé ; vy subordinators ; Downside risk

刊名：Journal of Banking & Finance

出版年：2016

4.A directory of families of infinitely extendible Archimedean copulas

作者：Clark Kimberling ^{ck6@evansville.edu" class="auth_mail" title="E-mail the corresponding author}

关键词：Archimedean copula ; Sklar's theorem ; Kendall's tau ; Spearman's rho ; Joint distribution function

刊名：Fuzzy Sets and Systems

出版年：2016

5.Baire category results for exchangeable copulas

作者：Fabrizio Durante^a ; ^{fabrizio.durante@unibz.it" class="auth_mail" title="E-mail the corresponding author} ; Juan Ferná ; ndez-Sá ; nchez^b ; ^{juanfernandez@ual.es" class="auth_mail" title="E-mail the corresponding author} ; Wolfgang Trutschnig^c ; ^{wolfgang@trutschnig.net" class="auth_mail" title="E-mail the corresponding author}

关键词：Copula ; Archimedean copula ; Associativity ; Exchangeability ; Baire category

刊名：Fuzzy Sets and Systems

出版年：2016

6.Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem

作者：Dmytro Matsypura^a ; ^{dmytro.matsypura@sydney.edu.au} ; Emily Neo^a ; ^{eneo3177@uni.sydney.edu.au} ; Artem Prokhorov^a ; ^b ; ^{artem.prokhorov@sydney.edu.au}

关键词：C13

刊名：Economics Letters

出版年：2016

7.Non-exchangeable copulas and multivariate total positivity

作者：Roy Cerqueti ; ^a ; ^{roy.cerqueti@unimc.it" class="auth_mail" title="E-mail the corresponding author} ; Claudio Lupi^b ; ^{lupi@unimol.it" class="auth_mail" title="E-mail the corresponding author}

关键词：Copulas ; MTP2 ; Dependence ; Non-exchangeability

刊名：Information Sciences

出版年：2016

8.Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas

作者：Nader Naifar^a ; ^b ; ^{naneifar@imamu.edu.sa" class="auth_mail" title="E-mail the corresponding author} ; Shawkat Hammoudeh^c ; ^d ; ^{hammousm@drexel.edu" class="auth_mail" title="E-mail the corresponding author} ; Mohamed S. Al dohaiman^a ; ^e ; ^{mdohaiman@gmail.com" class="auth_mail" title="E-mail the corresponding author}

关键词：G02 ; G15

刊名：Journal of International Financial Markets, Institutions & Money

出版年：2016

9.Joint modelling of annual maximum drought severity and corresponding duration

作者：Fatih Tosunoglu^a ; ^{ftosunoglu@erzurum.edu.tr} ; Ozgur Kisi^b ; ^c

关键词：Drought ; Annual maximum severity ; Corresponding duration ; Archimedean copulas ; Ç ; oruh Basin ; Turkey

刊名：Journal of Hydrology

出版年：2016

10.The ℿ/span>-distribution method for modeling non-gray absorption in uniform and non-uniform gaseous media

作者：Fré ; dé ; ric André ; ^a ; ^b ; ^{frederic.andre@insa-lyon.fr" class="auth_mail" title="E-mail the corresponding author}

关键词：ℓ-Distribution ; Rank transmutation mapping ; Archimedean copulas ; Path dependent scaling approximation

刊名：Journal of Quantitative Spectroscopy and Radiative Transfer

出版年：2016

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