Tail Dependence - Articles - Scientific Research Publishing

Distributed Estimator of Market Beta under Extreme Conditions (Articles)

Suyu Zhu

Journal of Applied Mathematics and Physics Vol.11 No.11, November 28, 2023

DOI: 10.4236/jamp.2023.1111232 252 Downloads 818 Views Citations
Tail Dependence Study of SSE Composite Index and SZSE Component Index Based on the Copula (Articles)

Guohua Sun, Hongliu Su, Guoqiang Tang

Applied Mathematics Vol.4 No.7, July 11, 2013

DOI: 10.4236/am.2013.47145 4,818 Downloads 7,144 Views Citations
Measuring Tail Dependence for Aggregate Collateral Losses Using Bivariate Compound Shot-Noise Cox Process (Articles)

Jiwook Jang, Genyuan Fu

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A300 5,531 Downloads 8,996 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Optimization of Financial Asset Portfolio Using GARCH-EVT-Copula-CVaR Model (Articles)

Immaculate Ngina Kyalo, Cyprian O. Omari, Anthony Ngunyi

Journal of Mathematical Finance Vol.15 No.3, August 20, 2025

DOI: 10.4236/jmf.2025.153024 173 Downloads 1,235 Views Citations
A Case of Ultrasound-Guided Intervention Therapy for a Beaver Tail Liver with Hepatic Abscess (Articles)

Ziwei Zheng, Can Liu

Yangtze Medicine Vol.7 No.4, December 20, 2023

DOI: 10.4236/ym.2023.74020 247 Downloads 1,788 Views Citations
Rainbows, Time Zones, and Other Mind-Dependent Objects: Making Sense of the Relevant Notions of “Mind-Dependence” in the Debate between Metaphysical Realists and Antirealists (Articles)

Deborah C. Smith

Open Journal of Philosophy Vol.2 No.1, February 24, 2012

DOI: 10.4236/ojpp.2012.21006 6,002 Downloads 8,700 Views Citations
Strong Laws of Large Numbers for Arrays of Rowwise Conditionally Negatively Dependent Random Variables (Articles)

Ronald Patterson, Tamika Royal-Thomas, Wanda Patterson

Advances in Pure Mathematics Vol.3 No.7, October 17, 2013

DOI: 10.4236/apm.2013.37081 4,159 Downloads 6,239 Views Citations
Behavior of Surrounding Soil during Construction and Its Countermeasures Using Pipe Jacking Method in Deep Strata (Articles)

Takashi Senda, Hideki Shimada, Takashi Sasaoka, Kikuo Matsui

Open Journal of Geology Vol.3 No.2, April 24, 2013

DOI: 10.4236/ojg.2013.32007 6,297 Downloads 9,489 Views Citations
Website Quality and Online Shopping of E-Tail Stores in Nigeria (Articles)

N. Gladson Nwokah, Sarah Walter Ntah

Journal of Service Science and Management Vol.10 No.6, December 15, 2017

DOI: 10.4236/jssm.2017.106039 1,805 Downloads 6,230 Views Citations
Successful Application of the Sperm Tail Flexibility Test for Immotile but Viable Sperm from a Cryopreserved Retrograde Ejaculate (Articles)

Khaliq Ahmad, Samuel Prien, Lindsay Penrose, Bo Suh

Advances in Reproductive Sciences Vol.14 No.1, December 9, 2025

DOI: 10.4236/arsci.2026.141001 65 Downloads 369 Views Citations
Temperature and Doping Dependencies of the Transport Properties within GaN and GaAs (Articles)

F. M. Abou El-Ela, A. Z. Mohamed

Journal of Modern Physics Vol.2 No.11, November 23, 2011

DOI: 10.4236/jmp.2011.211164 6,430 Downloads 11,713 Views Citations
Factors associated with relapse and remission of alcohol dependent persons after community based treatment (Articles)

Mary Wangari Kuria

Open Journal of Psychiatry Vol.3 No.2, April 30, 2013

DOI: 10.4236/ojpsych.2013.32025 7,688 Downloads 14,250 Views Citations
Family-based association analysis of alcohol dependence implicates KIAA0040 on Chromosome 1q in multiplex alcohol dependence families (Articles)

Shirley Y. Hill, Bobby L. Jones, Nicholas Zezza, Scott Stiffler

Open Journal of Genetics Vol.3 No.4, December 12, 2013

DOI: 10.4236/ojgen.2013.34027 3,728 Downloads 6,160 Views Citations
Analysis of the Dependence of Stock Risk Based on Copula Theory (Articles)

Qi Li, Guangming Deng, Xin Tan

Journal of Financial Risk Management Vol.8 No.4, November 28, 2019

DOI: 10.4236/jfrm.2019.84015 954 Downloads 2,281 Views Citations
A New Procedure to Test for Fractional Integration (Articles)

William Rea, Chris Price, Les Oxley, Marco Reale, Jennifer Brown

Open Journal of Statistics Vol.6 No.4, August 23, 2016

DOI: 10.4236/ojs.2016.64055 1,890 Downloads 3,300 Views Citations
The Structural Difference of Shanghai Stock Index before and after 2008: A Copula Based Analysis (Articles)

Chuan Wu, Ke Huang, Xue Tian, Weikang Geng, H. J. Cai

Technology and Investment Vol.3 No.4, November 28, 2012

DOI: 10.4236/ti.2012.34035 3,642 Downloads 6,263 Views Citations
General Markowitz Optimization Problems (Articles)

George Stoica

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A281 7,085 Downloads 10,143 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Flow Field Investigation around Body Tail Projectile (Articles)

Mahfouz Elnaggar Wessam, Zhihua Chen, Zhengui Huang

Journal of Applied Mathematics and Physics Vol.2 No.6, May 16, 2014

DOI: 10.4236/jamp.2014.26033 3,972 Downloads 5,556 Views Citations
Analgesic and Anti-Arthritic Effect of Enicostemma littorale Blume (Articles)

Mohamed M. Shabi, Subashini Uthrapathy, Chellappan David Raj, Gayathri Krishnamoorthy, Dhevi Ravindhran, Jipnomon Joseph, Victor G. Rajamanickam

Advances in Bioscience and Biotechnology Vol.5 No.13, November 12, 2014

DOI: 10.4236/abb.2014.513116 3,687 Downloads 5,155 Views Citations
This article belongs to the Special Issue on Advances in Inflammation Research
Simulations of a Novel All-Optical Flip-Flop Based on a Nonlinear DFB Laser Cavity Using GPGPU Computing (Articles)

Hossam Zoweil

Optics and Photonics Journal Vol.6 No.8, August 24, 2016

DOI: 10.4236/opj.2016.68022 1,687 Downloads 2,785 Views Citations
This article belongs to the Special Issue on Applied Optics

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