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Physical Sciences and Mathematics Commons™
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Articles 1 - 3 of 3
Full-Text Articles in Physical Sciences and Mathematics
So Long My Friend, Bryan Mcnair
So Long My Friend, Bryan Mcnair
Journal of Humanistic Mathematics
No abstract provided.
The Uncertainty Of Confidence, Michael J. Leach
The Uncertainty Of Confidence, Michael J. Leach
Journal of Humanistic Mathematics
This is a free-verse poem about the estimation of population parameters in statistical models. The spacing of words is intended to reflect uncertainty.
Interdependence Across Foreign Exchange Rate Markets- A Mixed Copula Approach, Richard Adjei-Boateng
Interdependence Across Foreign Exchange Rate Markets- A Mixed Copula Approach, Richard Adjei-Boateng
Masters Theses & Specialist Projects
The purpose of this thesis is to study the dependence structure of exchange rate pairs using a mixture of copula as opposed to a single copula approach. Mixed copula models have the ability to generate dependence structures that do not belong to existing copula families. The flexibility in choosing component copulas in this mixture model aids the construction of a system that is simultaneously parsimonious and flexible enough to generate most dependence patterns in exchange rate data. Furthermore, the method of mixture copulas facilitates the separation of both the structure and degree of dependence, concepts that are respectively embodied in …