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1
Copulae in Mathematical and Quantitative Finance: ...
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models.
Piotr Jaworski, Fabrizio Durante, Wolfgang Karl Härdle, 2013
2
Copulae in the Arabic Noun Phrase: A Unified Analysis of ...
This book proposes a new, unified explanation, analyzing these morphemes as copulae, with the constructions in which they occur as instances of predication
3
Copulae and Multivariate Probability Distributions in Finance
For the PNAC, as for the FNAC, d — 1 copulae and corresponding distributional
parameters are freely specified, while the remaining copulae and parameters are
implicitly given through the construction. More specifically, in Figure 2, the four ...
Alexandra Dias, Mark Salmon, Chris Adcock, 2013
4
Dependence Modeling: Vine Copula Handbook
Take, for instance, elliptical copulae which are discussed in the next subsection.
We conclude this section with an example that contains simple but prominent
copulae. Example 2.1. • Independence copula: Assume that the random
variables ...
Dorota Kurowicka, Harry Joe, 2011
5
Recent Advances in Reliability Theory: Methodology, ...
Popular copulae in this context are the diagonal band (Cooke and Waij 1986)
and the minimum information copulae (Meeuwissen and Bedford 1997); these
copulae are continuous and can realize any correlation value in [-1,1] (for the
other ...
Nikolaos Limnios, Mikhail Stepanovich Nikulin, 2000
6
Handbook of Computational Finance
A recently developed flexible method is provided by hierarchical Archimedean
copulae (HAC). The special, so called partially nested, case of HAC: C.u1;:::;ud/
D C0fC1.u1;:::;uk1/;:::;Cm.ukm1C1;:::;ud/g (17.6) D0 2 4mXpD110ıi 8 <: kpX ...
Jin-Chuan Duan, Wolfgang Karl Härdle, James E. Gentle, 2011
sentence that includes a conjunction of two or three of the singly tensed copulae,
such as a sentence of the form "x was, is, and will be F." The theory of
conjunctively tensed copulae will be developed and stated with more precision in
the ...
8
A Paradigm Theory of Existence: Onto-Theology Vindicated
the copulae in question must be pure. But for premise (b) to be true, the copulae
in question must be 'existentially loaded.' Thus the argument succumbs to a
fallacy of equivocation. To put it another way, Brentano faces a dilemma.
Copulative ...
9
Performance Measurement in Finance
An. analysis. of. performance. measures. using. copulae. Notes: A total number of
253 monthly log-returns from January. Chapter 7. An analysis of performance
measures using copulae.
10
Environmental Modelling: An Uncertain Future?
In the case of complex interactions, an interesting recent technique for generating
samples based on copulae seems promising (for example, see Section 3.3.5 in
main text). A copula is a general transformation of a multivariate interaction on to
...
WIADOMOŚCI, KTÓRE ZAWIERAJĄ SŁOWO «COPULAE»
Sprawdź, o czym dyskutuje się w prasie krajowej i zagranicznej oraz jak jest stosowane słowo
copulae w wiadomościach.
Bielecki Gives Plenary Talk at 2015 AMMCS-CAIMS Congress in …
Bielecki's talk, “Dependence between components of multivariate conditional Markov chains: Markov consistency and Markov Copulae,” ... «IIT Today, Cze 15»
