ARTICLE
|
doi:10.20944/preprints201703.0117.v1
Subject:
Business, Economics And Management,
Econometrics And Statistics
Keywords:
goodness-of-fit; time series; copulas; GARCH models
Online: 16 March 2017 (09:38:24 CET)
ARTICLE
|
doi:10.20944/preprints202111.0011.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
Global risk factors; Credit Default Swaps; Sovereign credit risk; Copulas approach
Online: 1 November 2021 (11:50:02 CET)
ARTICLE
|
doi:10.20944/preprints202404.0965.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
flood characteristics; flood monitoring; hourly flood index; joint distribution; risk mitigation; vine copulas
Online: 15 April 2024 (11:36:26 CEST)
ARTICLE
|
doi:10.20944/preprints202208.0196.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
Pricing currency risk; regime-switching; sectors equity markets; state of economy; C-Vine copulas; developed; emerging
Online: 10 August 2022 (09:32:45 CEST)
ARTICLE
|
doi:10.20944/preprints202307.0357.v1
Subject:
Engineering,
Energy And Fuel Technology
Keywords:
hybrid renewable energy systems (HRES); pumped hydropower storage (PHS); water-energy; seawater; internal and external uncertainties; simulation; optimization; stochastics; copulas
Online: 6 July 2023 (13:26:55 CEST)
ARTICLE
|
doi:10.20944/preprints202210.0167.v1
Subject:
Engineering,
Civil Engineering
Keywords:
compound flooding; D-vine copula; trivariate joint analysis; Bernstein estimator; Beta kernel estimator; parametric copulas; kernel density estimation; return periods
Online: 12 October 2022 (09:04:04 CEST)