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You searched for subject:(Copulas). Showing records 1 – 30 of 158 total matches.

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Oregon State University

1. Fang, Yan. Extensions to Gaussian copula models.

Degree: PhD, Statistics, 2012, Oregon State University

 A copula is the representation of a multivariate distribution. Copulas are used to model multivariate data in many fields. Recent developments include copula models for… (more)

Subjects/Keywords: Dependence; Copulas (Mathematical statistics)

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APA (6th Edition):

Fang, Y. (2012). Extensions to Gaussian copula models. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/29482

Chicago Manual of Style (16th Edition):

Fang, Yan. “Extensions to Gaussian copula models.” 2012. Doctoral Dissertation, Oregon State University. Accessed March 07, 2021. http://hdl.handle.net/1957/29482.

MLA Handbook (7th Edition):

Fang, Yan. “Extensions to Gaussian copula models.” 2012. Web. 07 Mar 2021.

Vancouver:

Fang Y. Extensions to Gaussian copula models. [Internet] [Doctoral dissertation]. Oregon State University; 2012. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/1957/29482.

Council of Science Editors:

Fang Y. Extensions to Gaussian copula models. [Doctoral Dissertation]. Oregon State University; 2012. Available from: http://hdl.handle.net/1957/29482


University of Nairobi

2. Kariuki, Alex J K. Effect of censoring on dependence of bivariate survival data .

Degree: 2009, University of Nairobi

 Copula modelling has become an increasingly popular tool to model dependence. Copulas helps to extract the dependence structure from the joint distribution function of a… (more)

Subjects/Keywords: Bivariate data,; Dependence,; Frailty,; Copulas

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APA (6th Edition):

Kariuki, A. J. K. (2009). Effect of censoring on dependence of bivariate survival data . (Thesis). University of Nairobi. Retrieved from http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/24273

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):

Kariuki, Alex J K. “Effect of censoring on dependence of bivariate survival data .” 2009. Thesis, University of Nairobi. Accessed March 07, 2021. http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/24273.

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

MLA Handbook (7th Edition):

Kariuki, Alex J K. “Effect of censoring on dependence of bivariate survival data .” 2009. Web. 07 Mar 2021.

Vancouver:

Kariuki AJK. Effect of censoring on dependence of bivariate survival data . [Internet] [Thesis]. University of Nairobi; 2009. [cited 2021 Mar 07]. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/24273.

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

Council of Science Editors:

Kariuki AJK. Effect of censoring on dependence of bivariate survival data . [Thesis]. University of Nairobi; 2009. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/24273

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


Université Catholique de Louvain

3. Uyttendaele, Nathan. High-dimensional dependence modeling using copulas.

Degree: 2016, Université Catholique de Louvain

Copulas have been introduced more than half a century ago and represent a significant breakthrough in the study of dependencies between random variables, as they… (more)

Subjects/Keywords: Statistics; Copulas; Phylogenetics; Dependence

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APA (6th Edition):

Uyttendaele, N. (2016). High-dimensional dependence modeling using copulas. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/182850

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):

Uyttendaele, Nathan. “High-dimensional dependence modeling using copulas.” 2016. Thesis, Université Catholique de Louvain. Accessed March 07, 2021. http://hdl.handle.net/2078.1/182850.

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

MLA Handbook (7th Edition):

Uyttendaele, Nathan. “High-dimensional dependence modeling using copulas.” 2016. Web. 07 Mar 2021.

Vancouver:

Uyttendaele N. High-dimensional dependence modeling using copulas. [Internet] [Thesis]. Université Catholique de Louvain; 2016. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/2078.1/182850.

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

Council of Science Editors:

Uyttendaele N. High-dimensional dependence modeling using copulas. [Thesis]. Université Catholique de Louvain; 2016. Available from: http://hdl.handle.net/2078.1/182850

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


Linnaeus University

4. Taku, Marie Manyi. Modelling Dependence of Insurance Risks.

Degree: Physics and Mathematics, 2010, Linnaeus University

  Modelling one-dimensional data can be performed by different wellknown ways. Modelling two-dimensional data is a more open question. There is no unique way to… (more)

Subjects/Keywords: Dependence; Copulas

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APA (6th Edition):

Taku, M. M. (2010). Modelling Dependence of Insurance Risks. (Thesis). Linnaeus University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-9064

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):

Taku, Marie Manyi. “Modelling Dependence of Insurance Risks.” 2010. Thesis, Linnaeus University. Accessed March 07, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-9064.

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

MLA Handbook (7th Edition):

Taku, Marie Manyi. “Modelling Dependence of Insurance Risks.” 2010. Web. 07 Mar 2021.

Vancouver:

Taku MM. Modelling Dependence of Insurance Risks. [Internet] [Thesis]. Linnaeus University; 2010. [cited 2021 Mar 07]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-9064.

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

Council of Science Editors:

Taku MM. Modelling Dependence of Insurance Risks. [Thesis]. Linnaeus University; 2010. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-9064

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


Vilnius University

5. Balčiūnaitė, Rasa. Jungčių taikymas transporto priemonių valdytojų civilinės atsakomybės privalomojo draudimo žalų modeliavimui.

Degree: Master, 2014, Vilnius University

Šio darbo tema yra jungčių (angl. copulas) panaudojimas ryšiams tarp daugiamačių atsitiktinių dydžių modeliuoti. Jungtis yra funkcija, kuri sujungia kelių atsitiktinių dydžių marginalinius skirstinius į… (more)

Subjects/Keywords: Copulas; Archimedean copulas; Genest-Rivest provedūra; žalos; išlaidos

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APA (6th Edition):

Balčiūnaitė, Rasa. (2014). Jungčių taikymas transporto priemonių valdytojų civilinės atsakomybės privalomojo draudimo žalų modeliavimui. (Masters Thesis). Vilnius University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2006~D_20140702_190255-88041 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

Balčiūnaitė, Rasa. “Jungčių taikymas transporto priemonių valdytojų civilinės atsakomybės privalomojo draudimo žalų modeliavimui.” 2014. Masters Thesis, Vilnius University. Accessed March 07, 2021. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2006~D_20140702_190255-88041 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

Balčiūnaitė, Rasa. “Jungčių taikymas transporto priemonių valdytojų civilinės atsakomybės privalomojo draudimo žalų modeliavimui.” 2014. Web. 07 Mar 2021.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Balčiūnaitė, Rasa. Jungčių taikymas transporto priemonių valdytojų civilinės atsakomybės privalomojo draudimo žalų modeliavimui. [Internet] [Masters thesis]. Vilnius University; 2014. [cited 2021 Mar 07]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2006~D_20140702_190255-88041 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Balčiūnaitė, Rasa. Jungčių taikymas transporto priemonių valdytojų civilinės atsakomybės privalomojo draudimo žalų modeliavimui. [Masters Thesis]. Vilnius University; 2014. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2006~D_20140702_190255-88041 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete


University of Adelaide

6. Addo Junior, Emmanuel. Multivariate Modelling of Geological and Geometallurgical Variables.

Degree: 2019, University of Adelaide

 The mining and minerals industry is confronted with several challenges that were not common some decades ago. Deep-seated and complex orebodies, low metal grades, and… (more)

Subjects/Keywords: copulas; geostatistical modelling; kriging; mining; geometallurgy; regression; pair-copulas

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APA (6th Edition):

Addo Junior, E. (2019). Multivariate Modelling of Geological and Geometallurgical Variables. (Thesis). University of Adelaide. Retrieved from http://hdl.handle.net/2440/120164

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):

Addo Junior, Emmanuel. “Multivariate Modelling of Geological and Geometallurgical Variables.” 2019. Thesis, University of Adelaide. Accessed March 07, 2021. http://hdl.handle.net/2440/120164.

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

MLA Handbook (7th Edition):

Addo Junior, Emmanuel. “Multivariate Modelling of Geological and Geometallurgical Variables.” 2019. Web. 07 Mar 2021.

Vancouver:

Addo Junior E. Multivariate Modelling of Geological and Geometallurgical Variables. [Internet] [Thesis]. University of Adelaide; 2019. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/2440/120164.

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

Council of Science Editors:

Addo Junior E. Multivariate Modelling of Geological and Geometallurgical Variables. [Thesis]. University of Adelaide; 2019. Available from: http://hdl.handle.net/2440/120164

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


Universidade Estadual de Campinas

7. Almeida, Rogerio de, 1973-. Simulação probabilística de eventos de secas com aplicação de cópulas gaussiana e arquimedianas: Probabilistic simulation of drought events with application of gaussian and archimedian copulas.

Degree: 2020, Universidade Estadual de Campinas

 Abstract: This study presents a method to simulate the occurrence of drought events, based on the application of Archimedian and Gaussian copulas. The method was… (more)

Subjects/Keywords: Engenharia hidrologica; Previsão hidrologica; Seca; Copulas; Cópulas (Estatística matemática); Hydrological engineering; Hydrological forecast; Drought; Copulas; Copulas (Mathematical statistics)

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APA (6th Edition):

Almeida, Rogerio de, 1. (2020). Simulação probabilística de eventos de secas com aplicação de cópulas gaussiana e arquimedianas: Probabilistic simulation of drought events with application of gaussian and archimedian copulas. (Thesis). Universidade Estadual de Campinas. Retrieved from http://repositorio.unicamp.br/jspui/handle/REPOSIP/343160

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):

Almeida, Rogerio de, 1973-. “Simulação probabilística de eventos de secas com aplicação de cópulas gaussiana e arquimedianas: Probabilistic simulation of drought events with application of gaussian and archimedian copulas.” 2020. Thesis, Universidade Estadual de Campinas. Accessed March 07, 2021. http://repositorio.unicamp.br/jspui/handle/REPOSIP/343160.

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

MLA Handbook (7th Edition):

Almeida, Rogerio de, 1973-. “Simulação probabilística de eventos de secas com aplicação de cópulas gaussiana e arquimedianas: Probabilistic simulation of drought events with application of gaussian and archimedian copulas.” 2020. Web. 07 Mar 2021.

Vancouver:

Almeida, Rogerio de 1. Simulação probabilística de eventos de secas com aplicação de cópulas gaussiana e arquimedianas: Probabilistic simulation of drought events with application of gaussian and archimedian copulas. [Internet] [Thesis]. Universidade Estadual de Campinas; 2020. [cited 2021 Mar 07]. Available from: http://repositorio.unicamp.br/jspui/handle/REPOSIP/343160.

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

Council of Science Editors:

Almeida, Rogerio de 1. Simulação probabilística de eventos de secas com aplicação de cópulas gaussiana e arquimedianas: Probabilistic simulation of drought events with application of gaussian and archimedian copulas. [Thesis]. Universidade Estadual de Campinas; 2020. Available from: http://repositorio.unicamp.br/jspui/handle/REPOSIP/343160

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

8. Ντατσοπούλου, Διονυσία. Διδιάστατες "copulas" με έμφαση σε ασφαλιστικά προβλήματα.

Degree: 2005, University of Patras

Οι συζεύξεις εκφράζουν στην περίπτωση των διδιάστατων κατανομών τη συναρτησιακή σχέση της αθροιστικής συνάρτησης κατανομής μιας διδιάστατης κατανομής με τις αθροιστικές συναρτήσεις κατανομής των μονοδιάστατων… (more)

Subjects/Keywords: Συζεύξεις; 519.24; Copulas

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APA (6th Edition):

Ντατσοπούλου, . (2005). Διδιάστατες "copulas" με έμφαση σε ασφαλιστικά προβλήματα. (Masters Thesis). University of Patras. Retrieved from http://nemertes.lis.upatras.gr/jspui/handle/10889/172

Chicago Manual of Style (16th Edition):

Ντατσοπούλου, Διονυσία. “Διδιάστατες "copulas" με έμφαση σε ασφαλιστικά προβλήματα.” 2005. Masters Thesis, University of Patras. Accessed March 07, 2021. http://nemertes.lis.upatras.gr/jspui/handle/10889/172.

MLA Handbook (7th Edition):

Ντατσοπούλου, Διονυσία. “Διδιάστατες "copulas" με έμφαση σε ασφαλιστικά προβλήματα.” 2005. Web. 07 Mar 2021.

Vancouver:

Ντατσοπούλου . Διδιάστατες "copulas" με έμφαση σε ασφαλιστικά προβλήματα. [Internet] [Masters thesis]. University of Patras; 2005. [cited 2021 Mar 07]. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/172.

Council of Science Editors:

Ντατσοπούλου . Διδιάστατες "copulas" με έμφαση σε ασφαλιστικά προβλήματα. [Masters Thesis]. University of Patras; 2005. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/172


Queens University

9. Dougherty, Sean. Sensitivity Analysis of Models with Input Codependencies .

Degree: Chemical Engineering, 2013, Queens University

 Assuming a set of variates are independent and normally distributed is commonplace in statistics. In this thesis, we consider the consequences of these assumptions as… (more)

Subjects/Keywords: Global Sensitivity Analysis ; Copulas ; Dependent Random Variables

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APA (6th Edition):

Dougherty, S. (2013). Sensitivity Analysis of Models with Input Codependencies . (Thesis). Queens University. Retrieved from http://hdl.handle.net/1974/8508

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):

Dougherty, Sean. “Sensitivity Analysis of Models with Input Codependencies .” 2013. Thesis, Queens University. Accessed March 07, 2021. http://hdl.handle.net/1974/8508.

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

MLA Handbook (7th Edition):

Dougherty, Sean. “Sensitivity Analysis of Models with Input Codependencies .” 2013. Web. 07 Mar 2021.

Vancouver:

Dougherty S. Sensitivity Analysis of Models with Input Codependencies . [Internet] [Thesis]. Queens University; 2013. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/1974/8508.

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

Council of Science Editors:

Dougherty S. Sensitivity Analysis of Models with Input Codependencies . [Thesis]. Queens University; 2013. Available from: http://hdl.handle.net/1974/8508

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


University of Edinburgh

10. Moreira, Fernando Francis. Joint defaults in a non-normal world : empirical estimations and suggestions for Basel Accords based on copulas.

Degree: PhD, 2011, University of Edinburgh

 Credit risk models widely used in the financial market nowadays assume that losses are normally distributed and have linear dependence. Nevertheless it is well known… (more)

Subjects/Keywords: 332; credit risk; default; Basel Accords; copulas

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APA (6th Edition):

Moreira, F. F. (2011). Joint defaults in a non-normal world : empirical estimations and suggestions for Basel Accords based on copulas. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/6399

Chicago Manual of Style (16th Edition):

Moreira, Fernando Francis. “Joint defaults in a non-normal world : empirical estimations and suggestions for Basel Accords based on copulas.” 2011. Doctoral Dissertation, University of Edinburgh. Accessed March 07, 2021. http://hdl.handle.net/1842/6399.

MLA Handbook (7th Edition):

Moreira, Fernando Francis. “Joint defaults in a non-normal world : empirical estimations and suggestions for Basel Accords based on copulas.” 2011. Web. 07 Mar 2021.

Vancouver:

Moreira FF. Joint defaults in a non-normal world : empirical estimations and suggestions for Basel Accords based on copulas. [Internet] [Doctoral dissertation]. University of Edinburgh; 2011. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/1842/6399.

Council of Science Editors:

Moreira FF. Joint defaults in a non-normal world : empirical estimations and suggestions for Basel Accords based on copulas. [Doctoral Dissertation]. University of Edinburgh; 2011. Available from: http://hdl.handle.net/1842/6399

11. Sen, Sumen. Supervised Classification Using Copula and Mixture Copula.

Degree: PhD, Mathematics and Statistics, 2015, Old Dominion University

  Statistical classification is a field of study that has developed significantly after 1960's. This research has a vast area of applications. For example, pattern… (more)

Subjects/Keywords: Discriminant analysis; Distribution; Copulas; Probability; Statistical Methodology

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APA (6th Edition):

Sen, S. (2015). Supervised Classification Using Copula and Mixture Copula. (Doctoral Dissertation). Old Dominion University. Retrieved from 9781339126852 ; https://digitalcommons.odu.edu/mathstat_etds/60

Chicago Manual of Style (16th Edition):

Sen, Sumen. “Supervised Classification Using Copula and Mixture Copula.” 2015. Doctoral Dissertation, Old Dominion University. Accessed March 07, 2021. 9781339126852 ; https://digitalcommons.odu.edu/mathstat_etds/60.

MLA Handbook (7th Edition):

Sen, Sumen. “Supervised Classification Using Copula and Mixture Copula.” 2015. Web. 07 Mar 2021.

Vancouver:

Sen S. Supervised Classification Using Copula and Mixture Copula. [Internet] [Doctoral dissertation]. Old Dominion University; 2015. [cited 2021 Mar 07]. Available from: 9781339126852 ; https://digitalcommons.odu.edu/mathstat_etds/60.

Council of Science Editors:

Sen S. Supervised Classification Using Copula and Mixture Copula. [Doctoral Dissertation]. Old Dominion University; 2015. Available from: 9781339126852 ; https://digitalcommons.odu.edu/mathstat_etds/60

12. Jwaid, Tarad. Semilinear and semiquadratic conjunctive aggregation functions.

Degree: 2014, Ghent University

Subjects/Keywords: Mathematics and Statistics; Semi-copulas; Aggregation functions; Quasi-copulas; Copulas

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APA (6th Edition):

Jwaid, T. (2014). Semilinear and semiquadratic conjunctive aggregation functions. (Thesis). Ghent University. Retrieved from http://hdl.handle.net/1854/LU-5702047

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):

Jwaid, Tarad. “Semilinear and semiquadratic conjunctive aggregation functions.” 2014. Thesis, Ghent University. Accessed March 07, 2021. http://hdl.handle.net/1854/LU-5702047.

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

MLA Handbook (7th Edition):

Jwaid, Tarad. “Semilinear and semiquadratic conjunctive aggregation functions.” 2014. Web. 07 Mar 2021.

Vancouver:

Jwaid T. Semilinear and semiquadratic conjunctive aggregation functions. [Internet] [Thesis]. Ghent University; 2014. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/1854/LU-5702047.

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

Council of Science Editors:

Jwaid T. Semilinear and semiquadratic conjunctive aggregation functions. [Thesis]. Ghent University; 2014. Available from: http://hdl.handle.net/1854/LU-5702047

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


Universidade Estadual de Campinas

13. Marques, João Bosco Dias, 1963-. Metodologia de avaliação econômica de projetos de petróleo com emprego de cópulas e processos estocásticos autorregressivos: Economic evaluation methodology of oil projects using copulas and stochastic autoregressive processes.

Degree: 2015, Universidade Estadual de Campinas

 Abstract: This thesis of methodological nature is a proposed economic analysis of oil projects with the use of copulas and autoregressive stochastic processes involving five… (more)

Subjects/Keywords: Avaliação econômica; Petróleo; Copulas; Valor em Risco (VaR); Economic evaluation; Oil; Copulas; GARCH models; Value-at-ris

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APA (6th Edition):

Marques, João Bosco Dias, 1. (2015). Metodologia de avaliação econômica de projetos de petróleo com emprego de cópulas e processos estocásticos autorregressivos: Economic evaluation methodology of oil projects using copulas and stochastic autoregressive processes. (Thesis). Universidade Estadual de Campinas. Retrieved from http://repositorio.unicamp.br/jspui/handle/REPOSIP/265801

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):

Marques, João Bosco Dias, 1963-. “Metodologia de avaliação econômica de projetos de petróleo com emprego de cópulas e processos estocásticos autorregressivos: Economic evaluation methodology of oil projects using copulas and stochastic autoregressive processes.” 2015. Thesis, Universidade Estadual de Campinas. Accessed March 07, 2021. http://repositorio.unicamp.br/jspui/handle/REPOSIP/265801.

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

MLA Handbook (7th Edition):

Marques, João Bosco Dias, 1963-. “Metodologia de avaliação econômica de projetos de petróleo com emprego de cópulas e processos estocásticos autorregressivos: Economic evaluation methodology of oil projects using copulas and stochastic autoregressive processes.” 2015. Web. 07 Mar 2021.

Vancouver:

Marques, João Bosco Dias 1. Metodologia de avaliação econômica de projetos de petróleo com emprego de cópulas e processos estocásticos autorregressivos: Economic evaluation methodology of oil projects using copulas and stochastic autoregressive processes. [Internet] [Thesis]. Universidade Estadual de Campinas; 2015. [cited 2021 Mar 07]. Available from: http://repositorio.unicamp.br/jspui/handle/REPOSIP/265801.

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

Council of Science Editors:

Marques, João Bosco Dias 1. Metodologia de avaliação econômica de projetos de petróleo com emprego de cópulas e processos estocásticos autorregressivos: Economic evaluation methodology of oil projects using copulas and stochastic autoregressive processes. [Thesis]. Universidade Estadual de Campinas; 2015. Available from: http://repositorio.unicamp.br/jspui/handle/REPOSIP/265801

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

14. Preethi John; Dr. P. G. Sankaran; Dr. N. Unnikrishnan Nair. Some families of bivariate distributions and their applications.

Degree: 2017, Cochin University of Science and Technology

Subjects/Keywords: Survival copulas; Bivariate Pareto distributions; Negative dependent Archimedean copulas

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APA (6th Edition):

Nair, P. J. D. P. G. S. D. N. U. (2017). Some families of bivariate distributions and their applications. (Thesis). Cochin University of Science and Technology. Retrieved from http://dyuthi.cusat.ac.in/purl/5246

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):

Nair, Preethi John; Dr. P. G. Sankaran; Dr. N. Unnikrishnan. “Some families of bivariate distributions and their applications.” 2017. Thesis, Cochin University of Science and Technology. Accessed March 07, 2021. http://dyuthi.cusat.ac.in/purl/5246.

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

MLA Handbook (7th Edition):

Nair, Preethi John; Dr. P. G. Sankaran; Dr. N. Unnikrishnan. “Some families of bivariate distributions and their applications.” 2017. Web. 07 Mar 2021.

Vancouver:

Nair PJDPGSDNU. Some families of bivariate distributions and their applications. [Internet] [Thesis]. Cochin University of Science and Technology; 2017. [cited 2021 Mar 07]. Available from: http://dyuthi.cusat.ac.in/purl/5246.

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

Council of Science Editors:

Nair PJDPGSDNU. Some families of bivariate distributions and their applications. [Thesis]. Cochin University of Science and Technology; 2017. Available from: http://dyuthi.cusat.ac.in/purl/5246

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

15. CAO JIANFEI. Nonparametric estimation of copulas of financial time series.

Degree: 2004, National University of Singapore

Subjects/Keywords: Copulas; Archimedean Copulas; plug-in method; generator function

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APA (6th Edition):

JIANFEI, C. (2004). Nonparametric estimation of copulas of financial time series. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/13613

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):

JIANFEI, CAO. “Nonparametric estimation of copulas of financial time series.” 2004. Thesis, National University of Singapore. Accessed March 07, 2021. http://scholarbank.nus.edu.sg/handle/10635/13613.

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

MLA Handbook (7th Edition):

JIANFEI, CAO. “Nonparametric estimation of copulas of financial time series.” 2004. Web. 07 Mar 2021.

Vancouver:

JIANFEI C. Nonparametric estimation of copulas of financial time series. [Internet] [Thesis]. National University of Singapore; 2004. [cited 2021 Mar 07]. Available from: http://scholarbank.nus.edu.sg/handle/10635/13613.

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

Council of Science Editors:

JIANFEI C. Nonparametric estimation of copulas of financial time series. [Thesis]. National University of Singapore; 2004. Available from: http://scholarbank.nus.edu.sg/handle/10635/13613

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

16. Kim, Mi lim. Trois essais sur la dépendance et le marché immobilier : Three essays on the dependence and real estate market.

Degree: Docteur es, Sciences économiques - EM2C, 2016, Cergy-Pontoise

 Un nombre importants de défauts de prêts immobiliers ainsi que l'eff ondrement du march é immobilier ont entraî n é la faillite de plusieurs banques… (more)

Subjects/Keywords: Prêts immobiliers; Corrélation de défault; Copulas; Portfeuille; Prix immobiliers; Mortgages; Default dependence; Copulas; Portfolio; House prices

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APA (6th Edition):

Kim, M. l. (2016). Trois essais sur la dépendance et le marché immobilier : Three essays on the dependence and real estate market. (Doctoral Dissertation). Cergy-Pontoise. Retrieved from http://www.theses.fr/2016CERG0862

Chicago Manual of Style (16th Edition):

Kim, Mi lim. “Trois essais sur la dépendance et le marché immobilier : Three essays on the dependence and real estate market.” 2016. Doctoral Dissertation, Cergy-Pontoise. Accessed March 07, 2021. http://www.theses.fr/2016CERG0862.

MLA Handbook (7th Edition):

Kim, Mi lim. “Trois essais sur la dépendance et le marché immobilier : Three essays on the dependence and real estate market.” 2016. Web. 07 Mar 2021.

Vancouver:

Kim Ml. Trois essais sur la dépendance et le marché immobilier : Three essays on the dependence and real estate market. [Internet] [Doctoral dissertation]. Cergy-Pontoise; 2016. [cited 2021 Mar 07]. Available from: http://www.theses.fr/2016CERG0862.

Council of Science Editors:

Kim Ml. Trois essais sur la dépendance et le marché immobilier : Three essays on the dependence and real estate market. [Doctoral Dissertation]. Cergy-Pontoise; 2016. Available from: http://www.theses.fr/2016CERG0862


RMIT University

17. Abdul Rauf, U. A copula-based analysis of flood phenomena in Victoria, Australia.

Degree: 2014, RMIT University

 The issue of floods in Australia is receiving increased researchers’ attention. Floods normally occur when some part of the country experiences high level of precipitation… (more)

Subjects/Keywords: Fields of Research; copulas; parametric; nonparametric; rainfall; Standard Precipitation Index

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APA (6th Edition):

Abdul Rauf, U. (2014). A copula-based analysis of flood phenomena in Victoria, Australia. (Thesis). RMIT University. Retrieved from http://researchbank.rmit.edu.au/view/rmit:160977

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):

Abdul Rauf, U. “A copula-based analysis of flood phenomena in Victoria, Australia.” 2014. Thesis, RMIT University. Accessed March 07, 2021. http://researchbank.rmit.edu.au/view/rmit:160977.

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

MLA Handbook (7th Edition):

Abdul Rauf, U. “A copula-based analysis of flood phenomena in Victoria, Australia.” 2014. Web. 07 Mar 2021.

Vancouver:

Abdul Rauf U. A copula-based analysis of flood phenomena in Victoria, Australia. [Internet] [Thesis]. RMIT University; 2014. [cited 2021 Mar 07]. Available from: http://researchbank.rmit.edu.au/view/rmit:160977.

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

Council of Science Editors:

Abdul Rauf U. A copula-based analysis of flood phenomena in Victoria, Australia. [Thesis]. RMIT University; 2014. Available from: http://researchbank.rmit.edu.au/view/rmit:160977

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


NSYSU

18. Chen , Chien-Nan. Extreme Downside Liquidity RiskãLinear Liquidity Risk and Asset Pricing.

Degree: Master, Finance, 2013, NSYSU

 Many serious financial crises have hit the global financial market over the past decades. In those crises, liquidity could suddenly dries up and liquidity commonality… (more)

Subjects/Keywords: Disposition effect; Clayton Copulas; Asset pricing; Liquidity risk; Representative bias

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APA (6th Edition):

Chen , C. (2013). Extreme Downside Liquidity RiskãLinear Liquidity Risk and Asset Pricing. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0610113-124929

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 , Chien-Nan. “Extreme Downside Liquidity RiskãLinear Liquidity Risk and Asset Pricing.” 2013. Thesis, NSYSU. Accessed March 07, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0610113-124929.

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

MLA Handbook (7th Edition):

Chen , Chien-Nan. “Extreme Downside Liquidity RiskãLinear Liquidity Risk and Asset Pricing.” 2013. Web. 07 Mar 2021.

Vancouver:

Chen C. Extreme Downside Liquidity RiskãLinear Liquidity Risk and Asset Pricing. [Internet] [Thesis]. NSYSU; 2013. [cited 2021 Mar 07]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0610113-124929.

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

Council of Science Editors:

Chen C. Extreme Downside Liquidity RiskãLinear Liquidity Risk and Asset Pricing. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0610113-124929

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

19. Gonçalves, Marcelo. Um estudo sobre funções de dependência e medidas de risco.

Degree: PhD, Estatística, 2008, University of São Paulo

Começamos por estudar fronteiras para uma classe especial de medidas de risco quantis, chamadas medidas de risco distorcidas. A hipótese básica é que o conhecimento… (more)

Subjects/Keywords: copulas; Cópulas e Dependência; dependence; Medidas de Risco; risk measures

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APA (6th Edition):

Gonçalves, M. (2008). Um estudo sobre funções de dependência e medidas de risco. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/45/45133/tde-22122008-150501/ ;

Chicago Manual of Style (16th Edition):

Gonçalves, Marcelo. “Um estudo sobre funções de dependência e medidas de risco.” 2008. Doctoral Dissertation, University of São Paulo. Accessed March 07, 2021. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-22122008-150501/ ;.

MLA Handbook (7th Edition):

Gonçalves, Marcelo. “Um estudo sobre funções de dependência e medidas de risco.” 2008. Web. 07 Mar 2021.

Vancouver:

Gonçalves M. Um estudo sobre funções de dependência e medidas de risco. [Internet] [Doctoral dissertation]. University of São Paulo; 2008. [cited 2021 Mar 07]. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-22122008-150501/ ;.

Council of Science Editors:

Gonçalves M. Um estudo sobre funções de dependência e medidas de risco. [Doctoral Dissertation]. University of São Paulo; 2008. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-22122008-150501/ ;

20. Lockow, Editha. Kontrollkarten auf Basis archimedischer Copulas.

Degree: 2013, Technische Universität Dortmund

Subjects/Keywords: Copulas; Ingenieurstatistik; Kontrollkarten; Qualitätssicherung; 310

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

APA (6th Edition):

Lockow, E. (2013). Kontrollkarten auf Basis archimedischer Copulas. (Thesis). Technische Universität Dortmund. Retrieved from http://hdl.handle.net/2003/29921

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):

Lockow, Editha. “Kontrollkarten auf Basis archimedischer Copulas.” 2013. Thesis, Technische Universität Dortmund. Accessed March 07, 2021. http://hdl.handle.net/2003/29921.

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

MLA Handbook (7th Edition):

Lockow, Editha. “Kontrollkarten auf Basis archimedischer Copulas.” 2013. Web. 07 Mar 2021.

Vancouver:

Lockow E. Kontrollkarten auf Basis archimedischer Copulas. [Internet] [Thesis]. Technische Universität Dortmund; 2013. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/2003/29921.

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

Council of Science Editors:

Lockow E. Kontrollkarten auf Basis archimedischer Copulas. [Thesis]. Technische Universität Dortmund; 2013. Available from: http://hdl.handle.net/2003/29921

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


Texas A&M University

21. Sukcharoen, Kunlapath. Applications of Vine Copulas in Commodity Risk Management and Price Analysis.

Degree: PhD, Agribusiness and Managerial Economics, 2017, Texas A&M University

 This dissertation consists of three studies that focus on applications of vine copulas, a relatively new class of multivariate copula approach, in commodity risk management… (more)

Subjects/Keywords: vine copulas; commodity risk management; price dependence analysis

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

APA (6th Edition):

Sukcharoen, K. (2017). Applications of Vine Copulas in Commodity Risk Management and Price Analysis. (Doctoral Dissertation). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/165714

Chicago Manual of Style (16th Edition):

Sukcharoen, Kunlapath. “Applications of Vine Copulas in Commodity Risk Management and Price Analysis.” 2017. Doctoral Dissertation, Texas A&M University. Accessed March 07, 2021. http://hdl.handle.net/1969.1/165714.

MLA Handbook (7th Edition):

Sukcharoen, Kunlapath. “Applications of Vine Copulas in Commodity Risk Management and Price Analysis.” 2017. Web. 07 Mar 2021.

Vancouver:

Sukcharoen K. Applications of Vine Copulas in Commodity Risk Management and Price Analysis. [Internet] [Doctoral dissertation]. Texas A&M University; 2017. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/1969.1/165714.

Council of Science Editors:

Sukcharoen K. Applications of Vine Copulas in Commodity Risk Management and Price Analysis. [Doctoral Dissertation]. Texas A&M University; 2017. Available from: http://hdl.handle.net/1969.1/165714

22. Diaz-Martinez, Juan Pablo. The use of copulas in cost-effectiveness analysis.

Degree: MSc, 2017, McMaster University

Background: Copula methods have been proposed as a way of modeling dependence between random variables because it lies in the flexibility of the assumption on… (more)

Subjects/Keywords: cost-effectiveness; copulas

…35 Figure 7 Copula densities and contour plots of the copulas used in the analysis… …29 Table 3 Log-likelihoods and information criteria from copulas used in the model… …potential use of copulas A bivariate approach that imposes no distributional restrictions and… …kurtosis) of the marginals distribution is preferred. We think that copulas could be used to… …copulas as an alternative to handle uncertainty caused by sampling variation in a CEA setting. A… 

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

APA (6th Edition):

Diaz-Martinez, J. P. (2017). The use of copulas in cost-effectiveness analysis. (Masters Thesis). McMaster University. Retrieved from http://hdl.handle.net/11375/22228

Chicago Manual of Style (16th Edition):

Diaz-Martinez, Juan Pablo. “The use of copulas in cost-effectiveness analysis.” 2017. Masters Thesis, McMaster University. Accessed March 07, 2021. http://hdl.handle.net/11375/22228.

MLA Handbook (7th Edition):

Diaz-Martinez, Juan Pablo. “The use of copulas in cost-effectiveness analysis.” 2017. Web. 07 Mar 2021.

Vancouver:

Diaz-Martinez JP. The use of copulas in cost-effectiveness analysis. [Internet] [Masters thesis]. McMaster University; 2017. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/11375/22228.

Council of Science Editors:

Diaz-Martinez JP. The use of copulas in cost-effectiveness analysis. [Masters Thesis]. McMaster University; 2017. Available from: http://hdl.handle.net/11375/22228

23. Rodrigues, Sofia Bernardo. Credit VaR and VaR in credit default swaps.

Degree: 2014, RCAAP

Doutoramento em Gestão / JEL Classification: C01, C02

This thesis presents two applications of Value at Risk (VaR) estimation: Credit VaR and VaR in Credit… (more)

Subjects/Keywords: Value at risk; Copulas; Correlation; Quantile regression; Correlação; Regressão de Quantis

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APA (6th Edition):

Rodrigues, S. B. (2014). Credit VaR and VaR in credit default swaps. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/8798

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):

Rodrigues, Sofia Bernardo. “Credit VaR and VaR in credit default swaps.” 2014. Thesis, RCAAP. Accessed March 07, 2021. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/8798.

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

MLA Handbook (7th Edition):

Rodrigues, Sofia Bernardo. “Credit VaR and VaR in credit default swaps.” 2014. Web. 07 Mar 2021.

Vancouver:

Rodrigues SB. Credit VaR and VaR in credit default swaps. [Internet] [Thesis]. RCAAP; 2014. [cited 2021 Mar 07]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/8798.

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

Council of Science Editors:

Rodrigues SB. Credit VaR and VaR in credit default swaps. [Thesis]. RCAAP; 2014. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/8798

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


University of Toronto

24. Deng, Paul Tiange. Probabilistic Urban Stormwater Quantity Modeling.

Degree: 2015, University of Toronto

Analytical probabilistic models (APMs) for urban drainage systems analysis have been progressively developed by numerous researchers spanning the globe over the last four decades. The… (more)

Subjects/Keywords: analytical probabilistic models; bivariate copulas; quantity control analysis; 0364

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APA (6th Edition):

Deng, P. T. (2015). Probabilistic Urban Stormwater Quantity Modeling. (Masters Thesis). University of Toronto. Retrieved from http://hdl.handle.net/1807/70293

Chicago Manual of Style (16th Edition):

Deng, Paul Tiange. “Probabilistic Urban Stormwater Quantity Modeling.” 2015. Masters Thesis, University of Toronto. Accessed March 07, 2021. http://hdl.handle.net/1807/70293.

MLA Handbook (7th Edition):

Deng, Paul Tiange. “Probabilistic Urban Stormwater Quantity Modeling.” 2015. Web. 07 Mar 2021.

Vancouver:

Deng PT. Probabilistic Urban Stormwater Quantity Modeling. [Internet] [Masters thesis]. University of Toronto; 2015. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/1807/70293.

Council of Science Editors:

Deng PT. Probabilistic Urban Stormwater Quantity Modeling. [Masters Thesis]. University of Toronto; 2015. Available from: http://hdl.handle.net/1807/70293

25. Lockow, Editha. Kontrollkarten auf Basis archimedischer Copulas.

Degree: 2013, Technische Universität Dortmund

Subjects/Keywords: Copulas; Ingenieurstatistik; Kontrollkarten; Qualitätssicherung; 310

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

APA (6th Edition):

Lockow, E. (2013). Kontrollkarten auf Basis archimedischer Copulas. (Doctoral Dissertation). Technische Universität Dortmund. Retrieved from http://dx.doi.org/10.17877/DE290R-5361

Chicago Manual of Style (16th Edition):

Lockow, Editha. “Kontrollkarten auf Basis archimedischer Copulas.” 2013. Doctoral Dissertation, Technische Universität Dortmund. Accessed March 07, 2021. http://dx.doi.org/10.17877/DE290R-5361.

MLA Handbook (7th Edition):

Lockow, Editha. “Kontrollkarten auf Basis archimedischer Copulas.” 2013. Web. 07 Mar 2021.

Vancouver:

Lockow E. Kontrollkarten auf Basis archimedischer Copulas. [Internet] [Doctoral dissertation]. Technische Universität Dortmund; 2013. [cited 2021 Mar 07]. Available from: http://dx.doi.org/10.17877/DE290R-5361.

Council of Science Editors:

Lockow E. Kontrollkarten auf Basis archimedischer Copulas. [Doctoral Dissertation]. Technische Universität Dortmund; 2013. Available from: http://dx.doi.org/10.17877/DE290R-5361


University of South Africa

26. Malandala, Kajingulu. Analysis of dependence structure between the Rand/U.S Dollar exchange rate and the gold/platinum prices .

Degree: 2018, University of South Africa

Copulas functions are a flexible tool for modelling the dependence structure between variables. The joint and marginal distributions of Copulas are not constrained by the… (more)

Subjects/Keywords: Copulas; ARMA; EGARCH; APARCH; Dependence structure; Exchange rate; Commodity prices

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APA (6th Edition):

Malandala, K. (2018). Analysis of dependence structure between the Rand/U.S Dollar exchange rate and the gold/platinum prices . (Masters Thesis). University of South Africa. Retrieved from http://hdl.handle.net/10500/25239

Chicago Manual of Style (16th Edition):

Malandala, Kajingulu. “Analysis of dependence structure between the Rand/U.S Dollar exchange rate and the gold/platinum prices .” 2018. Masters Thesis, University of South Africa. Accessed March 07, 2021. http://hdl.handle.net/10500/25239.

MLA Handbook (7th Edition):

Malandala, Kajingulu. “Analysis of dependence structure between the Rand/U.S Dollar exchange rate and the gold/platinum prices .” 2018. Web. 07 Mar 2021.

Vancouver:

Malandala K. Analysis of dependence structure between the Rand/U.S Dollar exchange rate and the gold/platinum prices . [Internet] [Masters thesis]. University of South Africa; 2018. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/10500/25239.

Council of Science Editors:

Malandala K. Analysis of dependence structure between the Rand/U.S Dollar exchange rate and the gold/platinum prices . [Masters Thesis]. University of South Africa; 2018. Available from: http://hdl.handle.net/10500/25239


Delft University of Technology

27. Draijer, M.J. (author). Quantifying and hedging wrong-way risk in interest rate swaps using copulas.

Degree: 2020, Delft University of Technology

Wrong-way risk (WWR), which is the dependence between the probability of default (PD) and the exposure at default of a counterparty, is an aspect of… (more)

Subjects/Keywords: Wrong-way risk; Copulas; Interest rate swaps; Derivatives

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APA (6th Edition):

Draijer, M. J. (. (2020). Quantifying and hedging wrong-way risk in interest rate swaps using copulas. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:dbd8cfc4-df7e-4847-b41f-0381eb08d651

Chicago Manual of Style (16th Edition):

Draijer, M J (author). “Quantifying and hedging wrong-way risk in interest rate swaps using copulas.” 2020. Masters Thesis, Delft University of Technology. Accessed March 07, 2021. http://resolver.tudelft.nl/uuid:dbd8cfc4-df7e-4847-b41f-0381eb08d651.

MLA Handbook (7th Edition):

Draijer, M J (author). “Quantifying and hedging wrong-way risk in interest rate swaps using copulas.” 2020. Web. 07 Mar 2021.

Vancouver:

Draijer MJ(. Quantifying and hedging wrong-way risk in interest rate swaps using copulas. [Internet] [Masters thesis]. Delft University of Technology; 2020. [cited 2021 Mar 07]. Available from: http://resolver.tudelft.nl/uuid:dbd8cfc4-df7e-4847-b41f-0381eb08d651.

Council of Science Editors:

Draijer MJ(. Quantifying and hedging wrong-way risk in interest rate swaps using copulas. [Masters Thesis]. Delft University of Technology; 2020. Available from: http://resolver.tudelft.nl/uuid:dbd8cfc4-df7e-4847-b41f-0381eb08d651


University of Manitoba

28. Ong, Li Kee. Correlation between American mortality and DJIA index price.

Degree: Management, 2016, University of Manitoba

 For an equity-linked insurance, the death benefit is linked to the performance of the company’s investment portfolio. Hence, both mortality risk and equity return shall… (more)

Subjects/Keywords: Mortality; Time series models; Outlier models; Copulas; Equity-linked Securities

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APA (6th Edition):

Ong, L. K. (2016). Correlation between American mortality and DJIA index price. (Masters Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/31746

Chicago Manual of Style (16th Edition):

Ong, Li Kee. “Correlation between American mortality and DJIA index price.” 2016. Masters Thesis, University of Manitoba. Accessed March 07, 2021. http://hdl.handle.net/1993/31746.

MLA Handbook (7th Edition):

Ong, Li Kee. “Correlation between American mortality and DJIA index price.” 2016. Web. 07 Mar 2021.

Vancouver:

Ong LK. Correlation between American mortality and DJIA index price. [Internet] [Masters thesis]. University of Manitoba; 2016. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/1993/31746.

Council of Science Editors:

Ong LK. Correlation between American mortality and DJIA index price. [Masters Thesis]. University of Manitoba; 2016. Available from: http://hdl.handle.net/1993/31746

29. Eriksson, Kristofer. Risk Measures and Dependence Modeling in Financial Risk Management.

Degree: Physics, 2014, Umeå University

  In financial risk management it is essential to be able to model dependence in markets and portfolios in an accurate and efficient way. A… (more)

Subjects/Keywords: Dependence; Correlation; Copulas; Risk measures; Extreme value theory

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

APA (6th Edition):

Eriksson, K. (2014). Risk Measures and Dependence Modeling in Financial Risk Management. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-85185

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):

Eriksson, Kristofer. “Risk Measures and Dependence Modeling in Financial Risk Management.” 2014. Thesis, Umeå University. Accessed March 07, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-85185.

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

MLA Handbook (7th Edition):

Eriksson, Kristofer. “Risk Measures and Dependence Modeling in Financial Risk Management.” 2014. Web. 07 Mar 2021.

Vancouver:

Eriksson K. Risk Measures and Dependence Modeling in Financial Risk Management. [Internet] [Thesis]. Umeå University; 2014. [cited 2021 Mar 07]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-85185.

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

Council of Science Editors:

Eriksson K. Risk Measures and Dependence Modeling in Financial Risk Management. [Thesis]. Umeå University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-85185

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


Université de Grenoble

30. Ghassani, Mohamad. Dynamiques épidémiques, risques et copules : Epidemic dynamics, risk and copulas.

Degree: Docteur es, Ingénierie pour la santé la Cognition et l'Environnement, 2012, Université de Grenoble

Les modèles stochastiques classiques comportent des copules d'interactions linéaires, exprimant en général des interactions de paire. Il sera envisagé d'étendre ces modèles à des interactions… (more)

Subjects/Keywords: Fonctions Copules; Epidémiologie; Modèle de Cox; Copulas Functions; Epidemiology; Cox model

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

APA (6th Edition):

Ghassani, M. (2012). Dynamiques épidémiques, risques et copules : Epidemic dynamics, risk and copulas. (Doctoral Dissertation). Université de Grenoble. Retrieved from http://www.theses.fr/2012GRENS027

Chicago Manual of Style (16th Edition):

Ghassani, Mohamad. “Dynamiques épidémiques, risques et copules : Epidemic dynamics, risk and copulas.” 2012. Doctoral Dissertation, Université de Grenoble. Accessed March 07, 2021. http://www.theses.fr/2012GRENS027.

MLA Handbook (7th Edition):

Ghassani, Mohamad. “Dynamiques épidémiques, risques et copules : Epidemic dynamics, risk and copulas.” 2012. Web. 07 Mar 2021.

Vancouver:

Ghassani M. Dynamiques épidémiques, risques et copules : Epidemic dynamics, risk and copulas. [Internet] [Doctoral dissertation]. Université de Grenoble; 2012. [cited 2021 Mar 07]. Available from: http://www.theses.fr/2012GRENS027.

Council of Science Editors:

Ghassani M. Dynamiques épidémiques, risques et copules : Epidemic dynamics, risk and copulas. [Doctoral Dissertation]. Université de Grenoble; 2012. Available from: http://www.theses.fr/2012GRENS027

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