ARTICLES

Filter  
Active filters 0
Remove
  

Refine your searches by:

Collections
Education
Social Sciences
Technology
Economy
Biology
Research
Pure sciences
Religion
Environment
Architecture and Urbanism
all records (73)

Languages
English
Spanish
Portuguese
German
French

Countries
Indonesia
USA
Brazil
Ukraine
South Africa
Russia
Italy
Switzerland
Romania
Spain
all records (73)

Years
2023
2022
2021
2020
2019
2018
2017
2016
2015
2014
all records (24)

Filter  
 
27.572  Articles
1 of 2.758 pages  |  10  records  |  more records»
This article presents an alternative to modeling multidimensional options, where the payoffs depend on the paths of the trajectories of the underlying-asset prices. The proposed technique considers Lévy processes, a very ample class of stochastic processe... see more

It is now widespread the use of Value-at-Risk (VaR) as a canonical measure at risk. Most accurate VaR measures make use of some volatility model such as GARCH-type models. However, the pattern of volatility dynamic of a portfolio follows from the (univari... see more

In this paper we estimate a dynamic portfolio composed by the U.S., German, British, Brazilian, Hong Kong and Australian markets, the period considered started on September 2001 and finished in September 2011. We ran the Copula-DCC-GARCH model on the dail... see more

In this paper we propose the local maximum likelihood method for dynamically estimate copula parameters. We study the estimates statistical properties and derive the expression for their asymptotic variance in the case of Gaussian copulas. The local estim... see more

The copula theory is a fundamental instrument used in modeling multivariate distributions. It defines the joint distribution via the marginal distributions together with the dependence between variables. Copulas can also model dynamic structures. This pap... see more

The liquid lead used in fast nuclear reactor has been known to be able to cause a significant damage to the steels. Therefore, finding new materials with high corrosion resistance is the goal of much research current days. Likewise, developing a way to pr... see more

The COVID-19 pandemic has changed major habits in learning patterns. Before the pandemic, almost all learning activities took place face-to-face. Especially vocational education, where competence or expertise is an absolute achievement that must be achiev... see more

This study is focused on determining the health status of each district/city in Java using the K-means Binary Search Centroid and Dynamic Kmeans algorithms. The research data uses data on the health profile of Java Island in 2020. Comparative algorithms w... see more

Reactive distillation (RD) holds promise for process intensification in biodiesel production since it integrates reaction and separation. It simplifies the process and enhances the conversion of the equilibrium limited reactions. To ensure the stability i... see more

1 of 2.758 pages  |  10  records  |  more records»