This paper investigates asymmetric increasing trends in dependence in major international equity markets. To this end, we develop a multiple-regime smooth-transition copula GARCHmodel and address several important questions, including the number of regimes and the existence of increasing asymmetric trends in dependence. Our results suggest that two or three regimes are sufficient for describing...

Accounts of mental content rooted in asymmetric dependence hold, crudely speaking, that the content of a mental representation is the cause of that representation on which all its other causes depend.1 To speak somewhat less crudely, such accounts, hereafter “AD accounts”, hold 1) that (a) any nomic relations which obtain between, on the one hand, a mental representation and, on the other hand,...

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...

in this work a new resistance model has been presented based on that of henis-tripodi which can be used for interpretation of gas permeation data in composite and asymmetric membranes. in contrast to the previous works, in this model the fraction of the support layer surface that includes the pores filled with coating material has been taken into account. the influences of the filled pores on s...

Free AccessImportant Keywordshttps://doi.org/10.14220/9783737013444.259SectionsPDF/EPUB ToolsAdd to favoritesDownload CitationsTrack Citations ShareShare onFacebookTwitterLinkedInRedditEmail About Previous chapter Next FiguresReferencesRelatedDetails Download book coverOsnabrücker Studien zur Jüdischen und Christlichen Bibel.Volume 8 1st editionISBN: 978-3-8471-1344-7 eISBN: 978-3-7370-1344-4Hi...

In this work a new resistance model has been presented based on that of Henis-Tripodi which can be used for interpretation of gas permeation data in composite and asymmetric membranes. In contrast to the previous works, in this model the fraction of the support layer surface that includes the pores filled with coating material has been taken into account. The influences of the filled pores on s...