Now showing items 1-4 of 4
(ERCIM WG on Computing & Statistics, 2012)Contagion is usually referred to as the process that describes the spread of financial difficulties from one economy to others in the same region and beyond. In practice spatial contagion between two financial markets X ...
(EMS Publishing House, 2015)
(CLEUP, 2012)We provide a method to construct a class of n-copulas C defined as C(u) = D(u_1 , . . . , u_n-1 ) u_n + A(u_1 , . . . , u_n-1) f(u_n). These copulas are obtained from a (n-1)-copula D and some suitable auxiliary functions ...
(University of Ostrava, 2007)We provide a method for Constructing a class of multivariate copulas; depending on a univariate function. We study some properties of this class and present several examples. The same circle of idea's is used in a similar ...