A review of copula methods for measuring uncertainty in finance and economics
JM Kim - Quantitative Bio-Science, 2020 - dbpia.co.kr
This paper reviews copula methods used for economic and finance. Copula allows
researchers to relax the traditional linear model assumptions so that researchers can specify …
researchers to relax the traditional linear model assumptions so that researchers can specify …
Copula-based Markov zero-inflated count time series models with application
M Alqawba, N Diawara - Journal of Applied Statistics, 2021 - Taylor & Francis
Count time series data with excess zeros are observed in several applied disciplines. When
these zero-inflated counts are sequentially recorded, they might result in serial dependence …
these zero-inflated counts are sequentially recorded, they might result in serial dependence …
A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables
One of the most important assumptions in multiple regression analysis is the independence
of the explanatory variables, however, this assumption is violated in several situations. In …
of the explanatory variables, however, this assumption is violated in several situations. In …
Copula-Based Zero-Inflated Count Time Series Models
MS Alqawba - 2019 - search.proquest.com
Count time series data are observed in several applied disciplines such as in environmental
science, biostatistics, economics, public health, and finance. In some cases, a specific count …
science, biostatistics, economics, public health, and finance. In some cases, a specific count …