Asymmetric dependence
On the cross-sectional asymmetric dependence between investment returns
... that asymmetric dependence is the only factor that is consistently priced in- sample across all markets ...with asymmetric dependence being a risk-based factor (see Griffin (2002)) that ...
162
Volatility and asymmetric dependence in Central and East European stock markets
... of asymmetric dependence is ...tail dependence is more likely to prevail in markets that are ...tail dependence, using industry returns, their inding holds mostly for industries in Euro-area ...
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Asymmetric dependence based spatial copula models : empirical investigations and consequences on precipitation fields
... the asymmetric spatial dependence of simultaneous temporal occurrence of high and low precipitation between two precipitation gauge stations of inter- est in the regions of Singapore are ...positive ...
202
Asymmetric dependence in international currency markets
... In the post-crisis period we observe the existence of a structural shift in the transmission of shocks that divides the behaviour of these currencies. Emerging market exchange rates become more pronouncedly heavy-tailed ...
53
Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector
... the dependence structure between those ...the dependence between stocks seems to be asymmetric: stocks returns are more highly correlated in bear markets that in bull markets [see Hong, Tu and Zhou, ...
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US Pressure on Japan-Russia Relations in Light of the Ukrainian Crisis
... Despite global changes that occurred after the 1990s and a seemingly more active position of Japan, Calder argued (2003, 605) that almost a decade later after the end of the Cold War Japan still performed reactively in ...
42
Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula
... or dependence structure between assets varies through time (see Longin and Sol- nik, 1995; Jondeau and Rockinger, 2006; Giacomini et ...termed asymmetric dependence, see for instance Longin and ...
52
Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model
... the asymmetric Student t distribution and evaluate its performance in terms of value-at-risk (VaR) on three exchange rates, while Menc´ıa & Sentana (2003) use the generalized hyper- bolic distribution with ...
42
Econometric Analysis of Financial Derivatives: An Overview
... dimensional dependence (Gourieroux and Monfort (2015)), quanto option pricing in the presence of fat tails and asymmetric dependence (Kim, Lee, Mittnik and Park (2015)), smile from the past: a ...
22
Control and silencing asymmetric power on two entity relationship in supply chain
... As stated by Pai and Yeh (2010), that the cooperative behavior, inter-organizational power structure and the characteristics of the supplier shall establish and affect integration in the supply chain. Gulati et al. ...
8
Partitioned Ranked Set Sampling: Introduction to a New Efficient Estimation Technique
... In this paper, it is observed that, the PRSS estimator is unbiased of population mean if the given distribution is symmetric, and is also more efficient than the SRS, RSS, and gives almost equal result with QRSS when ...
10
Tail Dependence Measure for Examining Financial Extreme Co-movements
... Abstract. Modeling and forecasting extreme co-movements in financial market is im- portant for conducting stress test in risk management. Asymptotic independence and asymptotic dependence behave drastically ...
33
Cheemala, Narasimha Murthy (2007): Synthesis of New Chiral Phosphine Ligands and Their Applications in Asymmetric Catalysis. Dissertation, LMU München: Fakultät für Chemie und Pharmazie
... reduces the number of possible competing, diastereomeric transition states. 10 In 1980, Noyori reported an axially chiral ligand, BINAP, which expanded the scope of transition-metal- catalyzed asymmetric ...
201
Accounting Information Quality in Emerging Markets: Conservatism in Financial Reporting of Vietnamese Firms in the Context of International Economic Integration
... We test conservatism in financial reporting of Vietnamese listed firms over the period of 2005-2014. We find that Vietnamese financial statements ensure conservatism’s specifications consisting of asymmetric gain ...
6
Asymmetric unilateral extraction
... unilateral asymmetric extraction of first premolar in upper arch (24) and second premolar in lower arch (35) and Proximal stripping on right side in both upper and lower arch was planned with alignment of ...
6
Asymmetric Baxter King filter
... an asymmetric Baxter-King ...an asymmetric filter is useful whenever the real time estimation is ...the asymmetric Baxter-King filter is superior to the asymmetric default specification of ...
23
The electrochemical deposition of mercury on glassy carbon electrodes : a thesis in partial fulfilment of the requirements for the degree of Masters in Science in Chemistry at Massey University, Palmerston North, New Zealand
... A range of experiments were undertaken including concentration dependence, rotation dependence, scan rate dependence, electrochemical-cleaning, and the dependence of the length of time l[r] ...
19
Study on the Method of Dependence Measure of Durations in Construction Schedule Network
... serial dependence between the former work and the successor in each line of works theoretically; and parallel work due to the common resource constraints, environmental factors and organizational management also ...
6
Stereoselective synthesis of Chiral Tetra(Tertiary Phosphines)
... Historical Background 4 1.2.2 Ditertiary phosphines in Asymmetric Catalysis 5 1.2.3 Binap: the Most Successful Chiral Auxiliary in Asymmetric Catalysis 1.2.4 Other Asymmetric Reactions C[r] ...
179
Keynote Address: On What Being a (small r) Republican Means
... pendent.” What the Court was saying was that “independent” means there could be no quid pro quo involved, and therefore, if you think corruption is quid pro quo, “independent” expenditures, by definition, are not ...
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