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You searched for subject:(Copula model). Showing records 1 – 30 of 55 total matches.

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University of Texas – Austin

1. Aziz, H. M. Abdul, 1985-. A copula based joint multinomial discrete-hazard model of work arrangement choice and telecommuting duration.

Degree: Civil, Architectural, and Environmental Engineering, 2009, University of Texas – Austin

 Two important dimensions of work related choices are work location and working hours. Telecommuting (working from home or any convenient place instead of commuting to… (more)

Subjects/Keywords: Telecommuting; Copula; Duration model

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APA (6th Edition):

Aziz, H. M. Abdul, 1. (2009). A copula based joint multinomial discrete-hazard model of work arrangement choice and telecommuting duration. (Thesis). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/ETD-UT-2009-12-637

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Aziz, H. M. Abdul, 1985-. “A copula based joint multinomial discrete-hazard model of work arrangement choice and telecommuting duration.” 2009. Thesis, University of Texas – Austin. Accessed March 21, 2019. http://hdl.handle.net/2152/ETD-UT-2009-12-637.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Aziz, H. M. Abdul, 1985-. “A copula based joint multinomial discrete-hazard model of work arrangement choice and telecommuting duration.” 2009. Web. 21 Mar 2019.

Vancouver:

Aziz, H. M. Abdul 1. A copula based joint multinomial discrete-hazard model of work arrangement choice and telecommuting duration. [Internet] [Thesis]. University of Texas – Austin; 2009. [cited 2019 Mar 21]. Available from: http://hdl.handle.net/2152/ETD-UT-2009-12-637.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Aziz, H. M. Abdul 1. A copula based joint multinomial discrete-hazard model of work arrangement choice and telecommuting duration. [Thesis]. University of Texas – Austin; 2009. Available from: http://hdl.handle.net/2152/ETD-UT-2009-12-637

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

2. Liu, Guannan. Forecasting Financial Returns: A Copula-Based Method and a Robust Test.

Degree: 2016, Texas A&M University

 My dissertation includes two essays studying the forecasting of financial returns. In the first essay, I study the temporal dependence structures of financial returns by… (more)

Subjects/Keywords: Copula; Mixture copula; Model average; Nonlinear Markov models; Orthogonality test

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APA (6th Edition):

Liu, G. (2016). Forecasting Financial Returns: A Copula-Based Method and a Robust Test. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/156914

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Liu, Guannan. “Forecasting Financial Returns: A Copula-Based Method and a Robust Test.” 2016. Thesis, Texas A&M University. Accessed March 21, 2019. http://hdl.handle.net/1969.1/156914.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Liu, Guannan. “Forecasting Financial Returns: A Copula-Based Method and a Robust Test.” 2016. Web. 21 Mar 2019.

Vancouver:

Liu G. Forecasting Financial Returns: A Copula-Based Method and a Robust Test. [Internet] [Thesis]. Texas A&M University; 2016. [cited 2019 Mar 21]. Available from: http://hdl.handle.net/1969.1/156914.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu G. Forecasting Financial Returns: A Copula-Based Method and a Robust Test. [Thesis]. Texas A&M University; 2016. Available from: http://hdl.handle.net/1969.1/156914

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

3. Ghosh, Souparno. Copula Based Hierarchical Bayesian Models.

Degree: 2010, Texas A&M University

 The main objective of our study is to employ copula methodology to develop Bayesian hierarchical models to study the dependencies exhibited by temporal, spatial and… (more)

Subjects/Keywords: Hierarchical model; Copula; Geostatistics; Extreme value processes

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APA (6th Edition):

Ghosh, S. (2010). Copula Based Hierarchical Bayesian Models. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7160

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ghosh, Souparno. “Copula Based Hierarchical Bayesian Models.” 2010. Thesis, Texas A&M University. Accessed March 21, 2019. http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7160.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ghosh, Souparno. “Copula Based Hierarchical Bayesian Models.” 2010. Web. 21 Mar 2019.

Vancouver:

Ghosh S. Copula Based Hierarchical Bayesian Models. [Internet] [Thesis]. Texas A&M University; 2010. [cited 2019 Mar 21]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7160.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ghosh S. Copula Based Hierarchical Bayesian Models. [Thesis]. Texas A&M University; 2010. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2009-08-7160

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of New South Wales

4. Popovic, Gordana. Covariance modelling and inference for multivariate discrete data in ecology.

Degree: Mathematics & Statistics, 2017, University of New South Wales

 In this thesis we use discrete copulas to develop novel methods to model multivariate abundance data in ecology. These data, which consist of measures of… (more)

Subjects/Keywords: Multivariate discrete data; Copula; Covariance model

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APA (6th Edition):

Popovic, G. (2017). Covariance modelling and inference for multivariate discrete data in ecology. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/58711 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:46683/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

Popovic, Gordana. “Covariance modelling and inference for multivariate discrete data in ecology.” 2017. Doctoral Dissertation, University of New South Wales. Accessed March 21, 2019. http://handle.unsw.edu.au/1959.4/58711 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:46683/SOURCE02?view=true.

MLA Handbook (7th Edition):

Popovic, Gordana. “Covariance modelling and inference for multivariate discrete data in ecology.” 2017. Web. 21 Mar 2019.

Vancouver:

Popovic G. Covariance modelling and inference for multivariate discrete data in ecology. [Internet] [Doctoral dissertation]. University of New South Wales; 2017. [cited 2019 Mar 21]. Available from: http://handle.unsw.edu.au/1959.4/58711 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:46683/SOURCE02?view=true.

Council of Science Editors:

Popovic G. Covariance modelling and inference for multivariate discrete data in ecology. [Doctoral Dissertation]. University of New South Wales; 2017. Available from: http://handle.unsw.edu.au/1959.4/58711 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:46683/SOURCE02?view=true


University of Rochester

5. Chen, Zhen; Oakes, David. A Flexible Copula Model for Bivariate Survival Data.

Degree: PhD, 2013, University of Rochester

 Copulas are bevariate distributions with uniform marginals. They provide a general method for binding several univariate marginal distributions together to form a multivariate distribution. Following… (more)

Subjects/Keywords: Copula Model; Survival Data; Two-Parameter Family

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APA (6th Edition):

Chen, Zhen; Oakes, D. (2013). A Flexible Copula Model for Bivariate Survival Data. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/26811

Chicago Manual of Style (16th Edition):

Chen, Zhen; Oakes, David. “A Flexible Copula Model for Bivariate Survival Data.” 2013. Doctoral Dissertation, University of Rochester. Accessed March 21, 2019. http://hdl.handle.net/1802/26811.

MLA Handbook (7th Edition):

Chen, Zhen; Oakes, David. “A Flexible Copula Model for Bivariate Survival Data.” 2013. Web. 21 Mar 2019.

Vancouver:

Chen, Zhen; Oakes D. A Flexible Copula Model for Bivariate Survival Data. [Internet] [Doctoral dissertation]. University of Rochester; 2013. [cited 2019 Mar 21]. Available from: http://hdl.handle.net/1802/26811.

Council of Science Editors:

Chen, Zhen; Oakes D. A Flexible Copula Model for Bivariate Survival Data. [Doctoral Dissertation]. University of Rochester; 2013. Available from: http://hdl.handle.net/1802/26811


Humboldt University of Berlin

6. Xu, Yafai. CDO, HAME Copulas and an R Package "CDO".

Degree: 2014, Humboldt University of Berlin

Nachdem David X. Li in den Publikationen von Li (1999) und Li (2000) vorgeschlagen hat, die Gauß-Kopula in die Bewertung einer Collateralized Debt Obligation (CDO)… (more)

Subjects/Keywords: Statistik; Wirtschaft; Kreditrisiko; CDO; Kopula; Gemischte Copula-Modelle; R-Packet; Credit Risk; CDO; Copula; Mixed Copula Model; R Package; ddc:330

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APA (6th Edition):

Xu, Y. (2014). CDO, HAME Copulas and an R Package "CDO". (Masters Thesis). Humboldt University of Berlin. Retrieved from http://edoc.hu-berlin.de/docviews/abstract.php?id=40819 ; http://edoc.hu-berlin.de/master/xu-yafei-2014-03-31/PDF/xu.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100218996

Chicago Manual of Style (16th Edition):

Xu, Yafai. “CDO, HAME Copulas and an R Package "CDO".” 2014. Masters Thesis, Humboldt University of Berlin. Accessed March 21, 2019. http://edoc.hu-berlin.de/docviews/abstract.php?id=40819 ; http://edoc.hu-berlin.de/master/xu-yafei-2014-03-31/PDF/xu.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100218996.

MLA Handbook (7th Edition):

Xu, Yafai. “CDO, HAME Copulas and an R Package "CDO".” 2014. Web. 21 Mar 2019.

Vancouver:

Xu Y. CDO, HAME Copulas and an R Package "CDO". [Internet] [Masters thesis]. Humboldt University of Berlin; 2014. [cited 2019 Mar 21]. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=40819 ; http://edoc.hu-berlin.de/master/xu-yafei-2014-03-31/PDF/xu.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100218996.

Council of Science Editors:

Xu Y. CDO, HAME Copulas and an R Package "CDO". [Masters Thesis]. Humboldt University of Berlin; 2014. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=40819 ; http://edoc.hu-berlin.de/master/xu-yafei-2014-03-31/PDF/xu.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100218996


University of Rochester

7. Ma, Fei; Hyrien, Ollivier. Composite Likelihood Inference for Multivariate Finite Mixture Models and Application to Flow Cytometry.

Degree: PhD, 2014, University of Rochester

 Finite mixture models nd numerous applications in various elds, including in, but not limited to, the analysis of flow cytometry data. These models offer flexible… (more)

Subjects/Keywords: Model-Based Clustering; Copula; Semi-Parametric; Model Selection

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APA (6th Edition):

Ma, Fei; Hyrien, O. (2014). Composite Likelihood Inference for Multivariate Finite Mixture Models and Application to Flow Cytometry. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/28956

Chicago Manual of Style (16th Edition):

Ma, Fei; Hyrien, Ollivier. “Composite Likelihood Inference for Multivariate Finite Mixture Models and Application to Flow Cytometry.” 2014. Doctoral Dissertation, University of Rochester. Accessed March 21, 2019. http://hdl.handle.net/1802/28956.

MLA Handbook (7th Edition):

Ma, Fei; Hyrien, Ollivier. “Composite Likelihood Inference for Multivariate Finite Mixture Models and Application to Flow Cytometry.” 2014. Web. 21 Mar 2019.

Vancouver:

Ma, Fei; Hyrien O. Composite Likelihood Inference for Multivariate Finite Mixture Models and Application to Flow Cytometry. [Internet] [Doctoral dissertation]. University of Rochester; 2014. [cited 2019 Mar 21]. Available from: http://hdl.handle.net/1802/28956.

Council of Science Editors:

Ma, Fei; Hyrien O. Composite Likelihood Inference for Multivariate Finite Mixture Models and Application to Flow Cytometry. [Doctoral Dissertation]. University of Rochester; 2014. Available from: http://hdl.handle.net/1802/28956


University of Missouri – Columbia

8. Kim, Moohwan. Econometric methods for improved measures of financial risk.

Degree: 2011, University of Missouri – Columbia

 Faced with the current financial crisis, several US and foreign banks and investment firms have failed due to excessive losses. The Value-at-Risk (VaR) was a… (more)

Subjects/Keywords: risk measure; model selection; Copula method; financial markets

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APA (6th Edition):

Kim, M. (2011). Econometric methods for improved measures of financial risk. (Thesis). University of Missouri – Columbia. Retrieved from http://hdl.handle.net/10355/14212

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kim, Moohwan. “Econometric methods for improved measures of financial risk.” 2011. Thesis, University of Missouri – Columbia. Accessed March 21, 2019. http://hdl.handle.net/10355/14212.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kim, Moohwan. “Econometric methods for improved measures of financial risk.” 2011. Web. 21 Mar 2019.

Vancouver:

Kim M. Econometric methods for improved measures of financial risk. [Internet] [Thesis]. University of Missouri – Columbia; 2011. [cited 2019 Mar 21]. Available from: http://hdl.handle.net/10355/14212.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kim M. Econometric methods for improved measures of financial risk. [Thesis]. University of Missouri – Columbia; 2011. Available from: http://hdl.handle.net/10355/14212

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Missouri – Columbia

9. Hawthorne, Joshua. The effects of political message frames on aggression.

Degree: 2013, University of Missouri – Columbia

 The main purpose of this project is to explore if and how two different types of political message frames, negative policy critiques and threat copula(more)

Subjects/Keywords: political advertisement; political rhetoric; general aggression model; copula frame

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APA (6th Edition):

Hawthorne, J. (2013). The effects of political message frames on aggression. (Thesis). University of Missouri – Columbia. Retrieved from http://hdl.handle.net/10355/37947

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hawthorne, Joshua. “The effects of political message frames on aggression.” 2013. Thesis, University of Missouri – Columbia. Accessed March 21, 2019. http://hdl.handle.net/10355/37947.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hawthorne, Joshua. “The effects of political message frames on aggression.” 2013. Web. 21 Mar 2019.

Vancouver:

Hawthorne J. The effects of political message frames on aggression. [Internet] [Thesis]. University of Missouri – Columbia; 2013. [cited 2019 Mar 21]. Available from: http://hdl.handle.net/10355/37947.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hawthorne J. The effects of political message frames on aggression. [Thesis]. University of Missouri – Columbia; 2013. Available from: http://hdl.handle.net/10355/37947

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of New Mexico

10. Guo, Wenmei. Food Security, Climate Change, and Poverty Reduction in Rural Nepal.

Degree: Department of Economics, 2016, University of New Mexico

  Smallholder famers in the developing countries, especially those who mainly depend on rain-fed agriculture, are vulnerable and sensitive to climate change because such agricultural… (more)

Subjects/Keywords: Food Security; Climate Change; Mitigation Strategies; Copula; Frontier Model; Economics

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APA (6th Edition):

Guo, W. (2016). Food Security, Climate Change, and Poverty Reduction in Rural Nepal. (Doctoral Dissertation). University of New Mexico. Retrieved from http://hdl.handle.net/1928/32269

Chicago Manual of Style (16th Edition):

Guo, Wenmei. “Food Security, Climate Change, and Poverty Reduction in Rural Nepal.” 2016. Doctoral Dissertation, University of New Mexico. Accessed March 21, 2019. http://hdl.handle.net/1928/32269.

MLA Handbook (7th Edition):

Guo, Wenmei. “Food Security, Climate Change, and Poverty Reduction in Rural Nepal.” 2016. Web. 21 Mar 2019.

Vancouver:

Guo W. Food Security, Climate Change, and Poverty Reduction in Rural Nepal. [Internet] [Doctoral dissertation]. University of New Mexico; 2016. [cited 2019 Mar 21]. Available from: http://hdl.handle.net/1928/32269.

Council of Science Editors:

Guo W. Food Security, Climate Change, and Poverty Reduction in Rural Nepal. [Doctoral Dissertation]. University of New Mexico; 2016. Available from: http://hdl.handle.net/1928/32269


University of Pennsylvania

11. Li, Yimei. Statistical Modeling of Data From Smoking Cessation Clinical Trials.

Degree: 2010, University of Pennsylvania

 In smoking cessation clinical trials, subjects commonly experience a series of lapse and recovery episodes of varying lengths. Any quit episode may become permanent, in… (more)

Subjects/Keywords: frailty model; multiple events; recurrent events; copula; prediction; Bayesian inference; Biostatistics

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APA (6th Edition):

Li, Y. (2010). Statistical Modeling of Data From Smoking Cessation Clinical Trials. (Thesis). University of Pennsylvania. Retrieved from https://repository.upenn.edu/edissertations/411

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Li, Yimei. “Statistical Modeling of Data From Smoking Cessation Clinical Trials.” 2010. Thesis, University of Pennsylvania. Accessed March 21, 2019. https://repository.upenn.edu/edissertations/411.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Li, Yimei. “Statistical Modeling of Data From Smoking Cessation Clinical Trials.” 2010. Web. 21 Mar 2019.

Vancouver:

Li Y. Statistical Modeling of Data From Smoking Cessation Clinical Trials. [Internet] [Thesis]. University of Pennsylvania; 2010. [cited 2019 Mar 21]. Available from: https://repository.upenn.edu/edissertations/411.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Li Y. Statistical Modeling of Data From Smoking Cessation Clinical Trials. [Thesis]. University of Pennsylvania; 2010. Available from: https://repository.upenn.edu/edissertations/411

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade do Rio Grande do Sul

12. Tófoli, Paula Virgínia. Ensaios em modelagem de dependência em séries financeiras multivariadas utilizando cópulas.

Degree: 2013, Universidade do Rio Grande do Sul

 O presente trabalho foi motivado pela forte demanda por modelos de dependência mais precisos e realistas para aplicações a dados financeiros multivariados. A recente crise… (more)

Subjects/Keywords: Econometria; Asymmetric dependence; Modelo econométrico; Pair-copula constructions; Modelo estocástico; Regular vine; Time-varying copula; Modelo de previsão; Copula-GARCH.; Markov switching model; Value-at-risk

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APA (6th Edition):

Tófoli, P. V. (2013). Ensaios em modelagem de dependência em séries financeiras multivariadas utilizando cópulas. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/115528

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Tófoli, Paula Virgínia. “Ensaios em modelagem de dependência em séries financeiras multivariadas utilizando cópulas.” 2013. Thesis, Universidade do Rio Grande do Sul. Accessed March 21, 2019. http://hdl.handle.net/10183/115528.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Tófoli, Paula Virgínia. “Ensaios em modelagem de dependência em séries financeiras multivariadas utilizando cópulas.” 2013. Web. 21 Mar 2019.

Vancouver:

Tófoli PV. Ensaios em modelagem de dependência em séries financeiras multivariadas utilizando cópulas. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2013. [cited 2019 Mar 21]. Available from: http://hdl.handle.net/10183/115528.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tófoli PV. Ensaios em modelagem de dependência em séries financeiras multivariadas utilizando cópulas. [Thesis]. Universidade do Rio Grande do Sul; 2013. Available from: http://hdl.handle.net/10183/115528

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Case Western Reserve University

13. Sucheston, Lara E. STATISTICAL METHODS FOR THE GENETIC ANALYSIS OF DEVELOPMENTAL DISORDERS.

Degree: PhD, Epidemiology and Biostatistics, 2007, Case Western Reserve University

 This dissertation focuses on approaches to the genetic analysis of longitudinal measures of developmental disorders (DD) with specific application to a longitudinal pedigree study of… (more)

Subjects/Keywords: Statistics; speech sound disorder; longitudinal model; gene age interaction; longitudinal copula model

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APA (6th Edition):

Sucheston, L. E. (2007). STATISTICAL METHODS FOR THE GENETIC ANALYSIS OF DEVELOPMENTAL DISORDERS. (Doctoral Dissertation). Case Western Reserve University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=case1175883318

Chicago Manual of Style (16th Edition):

Sucheston, Lara E. “STATISTICAL METHODS FOR THE GENETIC ANALYSIS OF DEVELOPMENTAL DISORDERS.” 2007. Doctoral Dissertation, Case Western Reserve University. Accessed March 21, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=case1175883318.

MLA Handbook (7th Edition):

Sucheston, Lara E. “STATISTICAL METHODS FOR THE GENETIC ANALYSIS OF DEVELOPMENTAL DISORDERS.” 2007. Web. 21 Mar 2019.

Vancouver:

Sucheston LE. STATISTICAL METHODS FOR THE GENETIC ANALYSIS OF DEVELOPMENTAL DISORDERS. [Internet] [Doctoral dissertation]. Case Western Reserve University; 2007. [cited 2019 Mar 21]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=case1175883318.

Council of Science Editors:

Sucheston LE. STATISTICAL METHODS FOR THE GENETIC ANALYSIS OF DEVELOPMENTAL DISORDERS. [Doctoral Dissertation]. Case Western Reserve University; 2007. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=case1175883318


University of Minnesota

14. Xue, Lingzhou. Regularized Learning of High-dimensional Sparse Graphical Models.

Degree: PhD, 2012, University of Minnesota

 High-dimensional graphical models are important tools for characterizing complex interactions within a large-scale system. In this thesis, our emphasis is to utilize the increasingly popular… (more)

Subjects/Keywords: Composite Likelihood; Gaussian Copula; High-dimensional Graphical Model; Ising Model; Nonparametric Correlation; Regularization

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APA (6th Edition):

Xue, L. (2012). Regularized Learning of High-dimensional Sparse Graphical Models. (Doctoral Dissertation). University of Minnesota. Retrieved from http://hdl.handle.net/11299/165775

Chicago Manual of Style (16th Edition):

Xue, Lingzhou. “Regularized Learning of High-dimensional Sparse Graphical Models.” 2012. Doctoral Dissertation, University of Minnesota. Accessed March 21, 2019. http://hdl.handle.net/11299/165775.

MLA Handbook (7th Edition):

Xue, Lingzhou. “Regularized Learning of High-dimensional Sparse Graphical Models.” 2012. Web. 21 Mar 2019.

Vancouver:

Xue L. Regularized Learning of High-dimensional Sparse Graphical Models. [Internet] [Doctoral dissertation]. University of Minnesota; 2012. [cited 2019 Mar 21]. Available from: http://hdl.handle.net/11299/165775.

Council of Science Editors:

Xue L. Regularized Learning of High-dimensional Sparse Graphical Models. [Doctoral Dissertation]. University of Minnesota; 2012. Available from: http://hdl.handle.net/11299/165775


Humboldt University of Berlin

15. Ristig, Alexander. Modelling of vector MEM with hierarchical Archimedean copula.

Degree: 2012, Humboldt University of Berlin

Die ökonometrische Analyse hochfrequenter Daten befasst sich oft mit der Modellierung von Prozessen, die auf den positiven reellen Zahlen definiert sind und eine starke Persistenz… (more)

Subjects/Keywords: Statistik; Wirtschaft; adaptive estimation; multiplicative error model; hierarchisch Archimedische Copula; adaptive Schätzverfahren; lokale Wechselpunkte; multiplicative error model; hierarchical Archimedean copula; local change points; ddc:330

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ristig, A. (2012). Modelling of vector MEM with hierarchical Archimedean copula. (Masters Thesis). Humboldt University of Berlin. Retrieved from http://edoc.hu-berlin.de/docviews/abstract.php?id=39194 ; http://edoc.hu-berlin.de/master/ristig-alexander-2012-02-03/PDF/ristig.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100199957

Chicago Manual of Style (16th Edition):

Ristig, Alexander. “Modelling of vector MEM with hierarchical Archimedean copula.” 2012. Masters Thesis, Humboldt University of Berlin. Accessed March 21, 2019. http://edoc.hu-berlin.de/docviews/abstract.php?id=39194 ; http://edoc.hu-berlin.de/master/ristig-alexander-2012-02-03/PDF/ristig.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100199957.

MLA Handbook (7th Edition):

Ristig, Alexander. “Modelling of vector MEM with hierarchical Archimedean copula.” 2012. Web. 21 Mar 2019.

Vancouver:

Ristig A. Modelling of vector MEM with hierarchical Archimedean copula. [Internet] [Masters thesis]. Humboldt University of Berlin; 2012. [cited 2019 Mar 21]. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=39194 ; http://edoc.hu-berlin.de/master/ristig-alexander-2012-02-03/PDF/ristig.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100199957.

Council of Science Editors:

Ristig A. Modelling of vector MEM with hierarchical Archimedean copula. [Masters Thesis]. Humboldt University of Berlin; 2012. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=39194 ; http://edoc.hu-berlin.de/master/ristig-alexander-2012-02-03/PDF/ristig.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100199957


The Ohio State University

16. Yu, Li. Tau-Path Test - A Nonparametric Test For Testing Unspecified Subpopulation Monotone Association.

Degree: PhD, Statistics, 2009, The Ohio State University

 In data mining and other settings, there is sometimes a need to identify relationships between variables when the relationship may hold only over a subset… (more)

Subjects/Keywords: Statistics; Concordance matrix; copula; drug assay; microarray; mixture; permutation; quassinoids; bivariate; Mallow's model; multistage

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Yu, L. (2009). Tau-Path Test - A Nonparametric Test For Testing Unspecified Subpopulation Monotone Association. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1255657068

Chicago Manual of Style (16th Edition):

Yu, Li. “Tau-Path Test - A Nonparametric Test For Testing Unspecified Subpopulation Monotone Association.” 2009. Doctoral Dissertation, The Ohio State University. Accessed March 21, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1255657068.

MLA Handbook (7th Edition):

Yu, Li. “Tau-Path Test - A Nonparametric Test For Testing Unspecified Subpopulation Monotone Association.” 2009. Web. 21 Mar 2019.

Vancouver:

Yu L. Tau-Path Test - A Nonparametric Test For Testing Unspecified Subpopulation Monotone Association. [Internet] [Doctoral dissertation]. The Ohio State University; 2009. [cited 2019 Mar 21]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1255657068.

Council of Science Editors:

Yu L. Tau-Path Test - A Nonparametric Test For Testing Unspecified Subpopulation Monotone Association. [Doctoral Dissertation]. The Ohio State University; 2009. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1255657068


NSYSU

17. Chen, Wan-ping. Dynamic Asset Allocation Based on Extreme Value Theory and Copulas.

Degree: Master, Finance, 2017, NSYSU

 This study use the methodology proposed by Wang et al. (2012) which integrates the mean-CVaR framework with Markov regime-switching model to conduct dynamic assets allocation… (more)

Subjects/Keywords: Markov Regime-switching Model; Mean-CVaR Portfolio; Extreme Value Theory; Copula Theory

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chen, W. (2017). Dynamic Asset Allocation Based on Extreme Value Theory and Copulas. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115117-112710

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Wan-ping. “Dynamic Asset Allocation Based on Extreme Value Theory and Copulas.” 2017. Thesis, NSYSU. Accessed March 21, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115117-112710.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Wan-ping. “Dynamic Asset Allocation Based on Extreme Value Theory and Copulas.” 2017. Web. 21 Mar 2019.

Vancouver:

Chen W. Dynamic Asset Allocation Based on Extreme Value Theory and Copulas. [Internet] [Thesis]. NSYSU; 2017. [cited 2019 Mar 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115117-112710.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen W. Dynamic Asset Allocation Based on Extreme Value Theory and Copulas. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115117-112710

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

18. Lien, Wei-chih. The pricing of CDO based on Incomplete Information Credit model.

Degree: Master, Finance, 2006, NSYSU

 Credit risk and market risk have already been explored intensively and the reliable models of credit risk and market risk have also been developed progressively.… (more)

Subjects/Keywords: Incomplete information credit model; CDO; Copula

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lien, W. (2006). The pricing of CDO based on Incomplete Information Credit model. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0621106-210200

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lien, Wei-chih. “The pricing of CDO based on Incomplete Information Credit model.” 2006. Thesis, NSYSU. Accessed March 21, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0621106-210200.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lien, Wei-chih. “The pricing of CDO based on Incomplete Information Credit model.” 2006. Web. 21 Mar 2019.

Vancouver:

Lien W. The pricing of CDO based on Incomplete Information Credit model. [Internet] [Thesis]. NSYSU; 2006. [cited 2019 Mar 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0621106-210200.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lien W. The pricing of CDO based on Incomplete Information Credit model. [Thesis]. NSYSU; 2006. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0621106-210200

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Georgia State University

19. Zhang, Xi. Managing a Profitable Interactive Email Marketing Program: Modeling and Analysis.

Degree: PhD, Marketing, 2015, Georgia State University

  Despite the popularity of mobile and social media, email continues to be the marketing tool that brings the highest ROI, according to the Direct… (more)

Subjects/Keywords: Permission Marketing; Email Marketing; Customer Relationship Management; Copula; Hidden Markov Model; Optimization

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zhang, X. (2015). Managing a Profitable Interactive Email Marketing Program: Modeling and Analysis. (Doctoral Dissertation). Georgia State University. Retrieved from https://scholarworks.gsu.edu/marketing_diss/32

Chicago Manual of Style (16th Edition):

Zhang, Xi. “Managing a Profitable Interactive Email Marketing Program: Modeling and Analysis.” 2015. Doctoral Dissertation, Georgia State University. Accessed March 21, 2019. https://scholarworks.gsu.edu/marketing_diss/32.

MLA Handbook (7th Edition):

Zhang, Xi. “Managing a Profitable Interactive Email Marketing Program: Modeling and Analysis.” 2015. Web. 21 Mar 2019.

Vancouver:

Zhang X. Managing a Profitable Interactive Email Marketing Program: Modeling and Analysis. [Internet] [Doctoral dissertation]. Georgia State University; 2015. [cited 2019 Mar 21]. Available from: https://scholarworks.gsu.edu/marketing_diss/32.

Council of Science Editors:

Zhang X. Managing a Profitable Interactive Email Marketing Program: Modeling and Analysis. [Doctoral Dissertation]. Georgia State University; 2015. Available from: https://scholarworks.gsu.edu/marketing_diss/32

20. Zhong, Yujie. Life History Analysis with Response-Dependent Observation.

Degree: 2015, University of Waterloo

 This thesis deals with statistical issues in the analysis of dependent failure time data under complex observation schemes. These observation schemes may yield right-censored, interval-censored… (more)

Subjects/Keywords: Response-dependent observation; copula model; family study; clinical trial; Correlated failure time; post-progression survival

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zhong, Y. (2015). Life History Analysis with Response-Dependent Observation. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/9342

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zhong, Yujie. “Life History Analysis with Response-Dependent Observation.” 2015. Thesis, University of Waterloo. Accessed March 21, 2019. http://hdl.handle.net/10012/9342.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zhong, Yujie. “Life History Analysis with Response-Dependent Observation.” 2015. Web. 21 Mar 2019.

Vancouver:

Zhong Y. Life History Analysis with Response-Dependent Observation. [Internet] [Thesis]. University of Waterloo; 2015. [cited 2019 Mar 21]. Available from: http://hdl.handle.net/10012/9342.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhong Y. Life History Analysis with Response-Dependent Observation. [Thesis]. University of Waterloo; 2015. Available from: http://hdl.handle.net/10012/9342

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Toronto

21. Zhang, Wanhe. On Computational Methods for the Valuation of Credit Derivatives.

Degree: 2010, University of Toronto

A credit derivative is a financial instrument whose value depends on the credit risk of an underlying asset or assets. Credit risk is the possibility… (more)

Subjects/Keywords: Computational Methods; Credit Derivatives; Factor Copula Models; First Hitting Time Model; 0984; 0508

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zhang, W. (2010). On Computational Methods for the Valuation of Credit Derivatives. (Doctoral Dissertation). University of Toronto. Retrieved from http://hdl.handle.net/1807/24923

Chicago Manual of Style (16th Edition):

Zhang, Wanhe. “On Computational Methods for the Valuation of Credit Derivatives.” 2010. Doctoral Dissertation, University of Toronto. Accessed March 21, 2019. http://hdl.handle.net/1807/24923.

MLA Handbook (7th Edition):

Zhang, Wanhe. “On Computational Methods for the Valuation of Credit Derivatives.” 2010. Web. 21 Mar 2019.

Vancouver:

Zhang W. On Computational Methods for the Valuation of Credit Derivatives. [Internet] [Doctoral dissertation]. University of Toronto; 2010. [cited 2019 Mar 21]. Available from: http://hdl.handle.net/1807/24923.

Council of Science Editors:

Zhang W. On Computational Methods for the Valuation of Credit Derivatives. [Doctoral Dissertation]. University of Toronto; 2010. Available from: http://hdl.handle.net/1807/24923


University of Minnesota

22. Henn, Lisa. Challenges in the Analysis of Data with Clustering or Correlation.

Degree: PhD, Biostatistics, 2015, University of Minnesota

 We examine several challenges associated with the analysis of clustered or correlated data. First, multiple maxima can occur in posterior distributions or likelihoods for mixed… (more)

Subjects/Keywords: composite likelihood; continuous extension; dirichlet process; distributional transform; Gaussian copula regression model; multiple maxima

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Henn, L. (2015). Challenges in the Analysis of Data with Clustering or Correlation. (Doctoral Dissertation). University of Minnesota. Retrieved from http://hdl.handle.net/11299/175537

Chicago Manual of Style (16th Edition):

Henn, Lisa. “Challenges in the Analysis of Data with Clustering or Correlation.” 2015. Doctoral Dissertation, University of Minnesota. Accessed March 21, 2019. http://hdl.handle.net/11299/175537.

MLA Handbook (7th Edition):

Henn, Lisa. “Challenges in the Analysis of Data with Clustering or Correlation.” 2015. Web. 21 Mar 2019.

Vancouver:

Henn L. Challenges in the Analysis of Data with Clustering or Correlation. [Internet] [Doctoral dissertation]. University of Minnesota; 2015. [cited 2019 Mar 21]. Available from: http://hdl.handle.net/11299/175537.

Council of Science Editors:

Henn L. Challenges in the Analysis of Data with Clustering or Correlation. [Doctoral Dissertation]. University of Minnesota; 2015. Available from: http://hdl.handle.net/11299/175537


NSYSU

23. Hsu, Hsiang-Ling. Optimal designs for statistical inferences in nonlinear models with bivariate response variables.

Degree: PhD, Applied Mathematics, 2011, NSYSU

 Bivariate or multivariate correlated data may be collected on a sample of unit in many applications. When the experimenters concern about the failure times of… (more)

Subjects/Keywords: sequential procedure; simplex dispersion model; rational approximation; optimal design; Bivariate binary data; proportional data; Clayton copula model

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hsu, H. (2011). Optimal designs for statistical inferences in nonlinear models with bivariate response variables. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0127111-184625

Chicago Manual of Style (16th Edition):

Hsu, Hsiang-Ling. “Optimal designs for statistical inferences in nonlinear models with bivariate response variables.” 2011. Doctoral Dissertation, NSYSU. Accessed March 21, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0127111-184625.

MLA Handbook (7th Edition):

Hsu, Hsiang-Ling. “Optimal designs for statistical inferences in nonlinear models with bivariate response variables.” 2011. Web. 21 Mar 2019.

Vancouver:

Hsu H. Optimal designs for statistical inferences in nonlinear models with bivariate response variables. [Internet] [Doctoral dissertation]. NSYSU; 2011. [cited 2019 Mar 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0127111-184625.

Council of Science Editors:

Hsu H. Optimal designs for statistical inferences in nonlinear models with bivariate response variables. [Doctoral Dissertation]. NSYSU; 2011. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0127111-184625


Delft University of Technology

24. Borst, S.L.C. The efficient pricing of CMS and CMS spread derivatives:.

Degree: 2014, Delft University of Technology

 Two popular products on the interest rate market are Constant Maturity Swap (CMS) derivatives and CMS spread derivatives. This thesis focusses on the efficient pricing… (more)

Subjects/Keywords: CMS option; CMS spread option; TSR approach; copula approach; markovian projection; 2D SABR model; DD SABR model

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Borst, S. L. C. (2014). The efficient pricing of CMS and CMS spread derivatives:. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:71ac754b-23ad-4224-ad50-6828527d6d0d

Chicago Manual of Style (16th Edition):

Borst, S L C. “The efficient pricing of CMS and CMS spread derivatives:.” 2014. Masters Thesis, Delft University of Technology. Accessed March 21, 2019. http://resolver.tudelft.nl/uuid:71ac754b-23ad-4224-ad50-6828527d6d0d.

MLA Handbook (7th Edition):

Borst, S L C. “The efficient pricing of CMS and CMS spread derivatives:.” 2014. Web. 21 Mar 2019.

Vancouver:

Borst SLC. The efficient pricing of CMS and CMS spread derivatives:. [Internet] [Masters thesis]. Delft University of Technology; 2014. [cited 2019 Mar 21]. Available from: http://resolver.tudelft.nl/uuid:71ac754b-23ad-4224-ad50-6828527d6d0d.

Council of Science Editors:

Borst SLC. The efficient pricing of CMS and CMS spread derivatives:. [Masters Thesis]. Delft University of Technology; 2014. Available from: http://resolver.tudelft.nl/uuid:71ac754b-23ad-4224-ad50-6828527d6d0d


Australian National University

25. Gao, Guangyuan. Three essays on Bayesian claims reserving methods in general insurance .

Degree: 2016, Australian National University

 This thesis investigates the usefulness of Bayesian modelling to claims reserving in general insurance. It can be divided into two parts: Bayesian methodology and Bayesian… (more)

Subjects/Keywords: Claims reserving; Run-off triangle; Bayesian statistics; MCMC; Payments per claim incurred model; Basis expansion model; Copula

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APA (6th Edition):

Gao, G. (2016). Three essays on Bayesian claims reserving methods in general insurance . (Thesis). Australian National University. Retrieved from http://hdl.handle.net/1885/109191

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gao, Guangyuan. “Three essays on Bayesian claims reserving methods in general insurance .” 2016. Thesis, Australian National University. Accessed March 21, 2019. http://hdl.handle.net/1885/109191.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gao, Guangyuan. “Three essays on Bayesian claims reserving methods in general insurance .” 2016. Web. 21 Mar 2019.

Vancouver:

Gao G. Three essays on Bayesian claims reserving methods in general insurance . [Internet] [Thesis]. Australian National University; 2016. [cited 2019 Mar 21]. Available from: http://hdl.handle.net/1885/109191.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gao G. Three essays on Bayesian claims reserving methods in general insurance . [Thesis]. Australian National University; 2016. Available from: http://hdl.handle.net/1885/109191

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

26. Huang, Shih-Feng. Financial Derivatives Pricing and Hedging - A Dynamic Semiparametric Approach.

Degree: PhD, Applied Mathematics, 2008, NSYSU

 A dynamic semiparametric pricing method is proposed for financial derivatives including European and American type options and convertible bonds. The proposed method is an iterative… (more)

Subjects/Keywords: extended Girsanov principle; hedging; multi-dimensional option pricing; dynamic semiparametric approach; copula; conditional leptokurtic model; American option

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APA (6th Edition):

Huang, S. (2008). Financial Derivatives Pricing and Hedging - A Dynamic Semiparametric Approach. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0626108-124944

Chicago Manual of Style (16th Edition):

Huang, Shih-Feng. “Financial Derivatives Pricing and Hedging - A Dynamic Semiparametric Approach.” 2008. Doctoral Dissertation, NSYSU. Accessed March 21, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0626108-124944.

MLA Handbook (7th Edition):

Huang, Shih-Feng. “Financial Derivatives Pricing and Hedging - A Dynamic Semiparametric Approach.” 2008. Web. 21 Mar 2019.

Vancouver:

Huang S. Financial Derivatives Pricing and Hedging - A Dynamic Semiparametric Approach. [Internet] [Doctoral dissertation]. NSYSU; 2008. [cited 2019 Mar 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0626108-124944.

Council of Science Editors:

Huang S. Financial Derivatives Pricing and Hedging - A Dynamic Semiparametric Approach. [Doctoral Dissertation]. NSYSU; 2008. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0626108-124944

27. João Henrique Marioto dos Santos. Estimando CAPM assimétrico para o mercado acionário brasileiro usando CVINE cópula.

Degree: 2014, Universidade Católica de Brasilia

Tradicionalmente os ativos são avaliados utilizando o famoso CAPM clássico de Sharpe (1964) e Lintner (1965), o qual rendeu a Sharpe o Prêmio Nobel, em… (more)

Subjects/Keywords: economia; finanças; investimentos análise; capital assets pricing model; dependência assimétrica; ECONOMIA; CAPM; asymmetric dependence; copula; ECONOMIA

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APA (6th Edition):

Santos, J. H. M. d. (2014). Estimando CAPM assimétrico para o mercado acionário brasileiro usando CVINE cópula. (Masters Thesis). Universidade Católica de Brasilia. Retrieved from http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=2201

Chicago Manual of Style (16th Edition):

Santos, João Henrique Marioto dos. “Estimando CAPM assimétrico para o mercado acionário brasileiro usando CVINE cópula.” 2014. Masters Thesis, Universidade Católica de Brasilia. Accessed March 21, 2019. http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=2201.

MLA Handbook (7th Edition):

Santos, João Henrique Marioto dos. “Estimando CAPM assimétrico para o mercado acionário brasileiro usando CVINE cópula.” 2014. Web. 21 Mar 2019.

Vancouver:

Santos JHMd. Estimando CAPM assimétrico para o mercado acionário brasileiro usando CVINE cópula. [Internet] [Masters thesis]. Universidade Católica de Brasilia; 2014. [cited 2019 Mar 21]. Available from: http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=2201.

Council of Science Editors:

Santos JHMd. Estimando CAPM assimétrico para o mercado acionário brasileiro usando CVINE cópula. [Masters Thesis]. Universidade Católica de Brasilia; 2014. Available from: http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=2201


Macquarie University

28. Mohd Ramli, Siti Norafidah. Modelling multivariate dependence structures in insurance and credit risk via copulas.

Degree: 2014, Macquarie University

Thesis by publication.

"A thesis submitted to Macquarie University for the degree of Doctor of Philosophy, Department of Applied Finance & Actuarial Studies, Faculty of… (more)

Subjects/Keywords: Insurance  – Mathematical models; Risk (Insurance)  – Mathematical models; Copulas (Mathematical statistics); copula; recursive moments; jump diffusion model; counterparty risks; Volterra integral equation

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Mohd Ramli, S. N. (2014). Modelling multivariate dependence structures in insurance and credit risk via copulas. (Doctoral Dissertation). Macquarie University. Retrieved from http://hdl.handle.net/1959.14/1067721

Chicago Manual of Style (16th Edition):

Mohd Ramli, Siti Norafidah. “Modelling multivariate dependence structures in insurance and credit risk via copulas.” 2014. Doctoral Dissertation, Macquarie University. Accessed March 21, 2019. http://hdl.handle.net/1959.14/1067721.

MLA Handbook (7th Edition):

Mohd Ramli, Siti Norafidah. “Modelling multivariate dependence structures in insurance and credit risk via copulas.” 2014. Web. 21 Mar 2019.

Vancouver:

Mohd Ramli SN. Modelling multivariate dependence structures in insurance and credit risk via copulas. [Internet] [Doctoral dissertation]. Macquarie University; 2014. [cited 2019 Mar 21]. Available from: http://hdl.handle.net/1959.14/1067721.

Council of Science Editors:

Mohd Ramli SN. Modelling multivariate dependence structures in insurance and credit risk via copulas. [Doctoral Dissertation]. Macquarie University; 2014. Available from: http://hdl.handle.net/1959.14/1067721


University of Manitoba

29. Wei, Linghua. On bilateral counterparty credit risk in longevity-linked security.

Degree: Management, 2017, University of Manitoba

 In recent decades, longevity risk has become a common risk in life insurance industry. Longevity-linked securities are created to hedge such risk and traded over… (more)

Subjects/Keywords: BCVA; K-forward; LLCBD model; Longevity risk; Nelson-Siegel yield rate function; One-factor Gauss copula

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wei, L. (2017). On bilateral counterparty credit risk in longevity-linked security. (Masters Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/32471

Chicago Manual of Style (16th Edition):

Wei, Linghua. “On bilateral counterparty credit risk in longevity-linked security.” 2017. Masters Thesis, University of Manitoba. Accessed March 21, 2019. http://hdl.handle.net/1993/32471.

MLA Handbook (7th Edition):

Wei, Linghua. “On bilateral counterparty credit risk in longevity-linked security.” 2017. Web. 21 Mar 2019.

Vancouver:

Wei L. On bilateral counterparty credit risk in longevity-linked security. [Internet] [Masters thesis]. University of Manitoba; 2017. [cited 2019 Mar 21]. Available from: http://hdl.handle.net/1993/32471.

Council of Science Editors:

Wei L. On bilateral counterparty credit risk in longevity-linked security. [Masters Thesis]. University of Manitoba; 2017. Available from: http://hdl.handle.net/1993/32471


Cranfield University

30. Mandal, Anandadeep. An empirical investigation of the determinants of asset return comovements.

Degree: PhD, 2015, Cranfield University

 Understanding financial asset return correlation is a key facet in asset allocation and investor’s portfolio optimization strategy. For the last decades, several studies have investigated… (more)

Subjects/Keywords: 658.15; Markov Switching stochastic volatility model; dependence structure; Student-t copula; asset return comovements; emerging Indian equity market

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Mandal, A. (2015). An empirical investigation of the determinants of asset return comovements. (Doctoral Dissertation). Cranfield University. Retrieved from http://dspace.lib.cranfield.ac.uk/handle/1826/10184 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.691014

Chicago Manual of Style (16th Edition):

Mandal, Anandadeep. “An empirical investigation of the determinants of asset return comovements.” 2015. Doctoral Dissertation, Cranfield University. Accessed March 21, 2019. http://dspace.lib.cranfield.ac.uk/handle/1826/10184 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.691014.

MLA Handbook (7th Edition):

Mandal, Anandadeep. “An empirical investigation of the determinants of asset return comovements.” 2015. Web. 21 Mar 2019.

Vancouver:

Mandal A. An empirical investigation of the determinants of asset return comovements. [Internet] [Doctoral dissertation]. Cranfield University; 2015. [cited 2019 Mar 21]. Available from: http://dspace.lib.cranfield.ac.uk/handle/1826/10184 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.691014.

Council of Science Editors:

Mandal A. An empirical investigation of the determinants of asset return comovements. [Doctoral Dissertation]. Cranfield University; 2015. Available from: http://dspace.lib.cranfield.ac.uk/handle/1826/10184 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.691014

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