modeling dependence structure in financial economics is of paramount importance when estimating portfolio’s value at risk, since risk of an asset in addition to its own behavior is also dependent on the behavior of other assets in the portfolio. application of joint distribution copula is one of the methods for incorporation dependence at lower and upper tail of returns’ distribution in financi...

In this study, the radial distribution and gravimetric storage capacities of hydrogen on coronene (C24H12) and its Si substituted forms, C24H12, C24-nSinH12 (n= 4-24), have been investigated at 298 K and 0.1 MPa (standard situation) using (N,V,T) Monte Carlo simulation by Lennard-Jones (LJ) 12-6 potential. The results show that the increase of number of silicon substitution doesn’t have any eff...

In this study, the radial distribution and gravimetric storage capacities of hydrogen on coronene (C24H12) and its Si substituted forms, C24H12, C24-nSinH12 (n= 4-24), have been investigated at 298 K and 0.1 MPa (standard situation) using (N,V,T) Monte Carlo simulation by Lennard-Jones (LJ) 12-6 potential. The results show that the increase of number of silicon substitution doesn’t have any eff...

empirical studies show that there is stronger dependency between large losses than large profit in financial market, which undermine the performance of using symmetric distribution for modeling these asymmetric. that is why the assuming normal joint distribution of returns is not suitable because of considering the linier dependence, and can be lead to inappropriate estimate of var. copula theo...

We analyse the distributions of the number of goals scored by home teams, away teams, and the total scored in the match, in domestic football games from 169 countries between 1999 and 2001. The probability density functions (PDFs) of goals scored cannot be fitted over their entire ranges by Poisson or negative binomial distributions; here, we compare the PDFs with those arising from extremal st...

The fact that the deep-ocean benthic δ13C minimum shifted from the North Pacific to the South Atlantic during the Last Glacial Maximum is often interpretted as evidence of a change in deep water circulation, such as the development of deep water ventilation in the North Pacific or a decrease in Southern Ocean overturning. This study reevaluates the implications of changes in benthic δ13C gradie...