Construction of Leading Economic Index for Recession Prediction

Pair-Copulas Modeling in Finance

We present applications using a data set of a global portfolio from the perspective of an emerging market investor located in Brazil. We chose this perspective because of the higher volatility of L...

Extreme Value Theory and mixed Canonical vine Copulas on

The modelling of extreme events is the central concern of extreme value theory and the main objective of this theory is to provide asymptotic models allowing the modelling of tails of distribution...

30 de novembro, 01, 02 e 03 de dezembro

Country File Brazil - Association for the Prevention of Torture

Instituto de Engenharia de Sistemas e

An integrated risk management model for an oil and

Global burden of disease attributable to illicit drug use and

Median Response to Shocks: A Model for VaR Spillovers in East Asia

Mechanisms of Control on the Circulation of Foreign Capital

electronic signatures and court proceedings in brazil - SAS

Instituto de Engenharia de Sistemas e

University of California, Berkeley

2. For each τn,k , compute σn2 (τn,k ) as defined in equation (2). 3. Order the variance estimates so that they become increasingly unbiased for σ02 . A valid ordering need not be perfect. For exam...

Outdoor Activity during Class Recess Reduces Myopia Onset and

Multivariate Models, PCA, ICA and ICS

a survey on continuous elliptical vector distributions

whole volume 2 - ResearchSpace Home

Effect of premeal consumption of whey protein

Invariant coordinate selection for multivariate data analysis