ARTICLES

Filter  
Active filters 0
Remove
  

Refine your searches by:

Collections
Economy
Research
Languages
Literature
Pure sciences
Administration - Business
Communication
Mathematics
Agronomy and forestry
Education
all records (28)

Languages
English
German

Countries
USA
Switzerland
Brazil
Norway
South Africa
Ukraine
Spain
Colombia
Austria
Estonia
all records (16)

Years
2022
2021
2020
2019
2018
2017
2016
2015
2014
2013
all records (17)

Filter  
 
66  Articles
1 of 8 pages  |  10  records  |  more records»
This article analyzes the distribution of the copulas ser and estar in Spanish, based on a scalar theoretical framework. The main proposal is that their distribution can be captured in terms of the scalar structure of the predicates involved and the prese... see more

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

The objective of this paper is to assess the degree and the structure of price dependence in the principal EU olive oil markets (Spain, Italy and Greece). To this end, it utilizes monthly olive oil price data and the statistical tool of copulas. The empir... see more

Abstract. Copulas work as auxiliary verbs in Spanish and in other languages. In this article, we will argue in favor of this property being due to the absence of lexical content of the copula verb be1 (Sp. ‘ser’), on the one hand, and the aspectual conten... see more

A new way of modeling probabilistic dependencies in Mutual Information Maximization for Input Clustering (MIMIC) algorithm is presented. By means of copulas it is possible to separate the dependence structure from marginal distributions in a joint distrib... see more

The goal of this paper is to explore the lexical-syntactic structure of copulative constructions and argument small clauses within the framework proposed by Gallego & Uriagereka (2011) for the Individual-Level/Stage-Level distinction (Carlson 1988, Kratze... see more

Determination of the input/output variables is an important issue in Data Envelopment Analysis (DEA). Researchers often refer to expert opinions in defining these variables. The purpose of this paper is to propose a new approach to determine the input/out... see more

AbstractA new approach is proposed to identify trading opportunities in the equity market by using the information contained in the bivariate dependence structure of two equities. The relationships between the equity pairs are modelled with bivariate copu... see more

1 of 8 pages  |  10  records  |  more records»