Zaida Yet

7 Questions 4 Answers 0 Followers

Questions related from Zaida Yet

How to calculate trivariate copula calculation?

Hi, Anyone can teach me how to calculate this trivariate copula calculation C(u1,u2,u2,u3)=C1(C2(u1,u2),u3) Thank you

04 August 2023 7,473 2 View

What is the bivariate student t copula?

Dear All What is the bivariate student t copula function which is I can use to calculate partial derivative? Thank you

11 June 2023 3,684 1 View

Conditional copula probability using R?

I am doing copula for my research, but I am stuck in calculating copula conditional probability. Can anyone help me to calculate this equation using R? P(A =s, D >=d) For...

22 August 2022 9,292 0 View

Anyone can share with me the R code to run backtesting VaR Copula?

Hi..can someone share with me the R code to run backtesting VaR Copula.

10 April 2019 6,906 2 View

What the purpose of ARIMA –Garch?

Hi, If my the volatility of my data is constant over time, did I need to have ARIMA-Grach? Thank you.

15 November 2018 3,481 11 View

I run the copula between solar radiation data and sunshine hours for 2 stations. The result the i got was Frank copula and clayton copula.

May I know how to interpret these two copulas refering to my data? Hope someone can explain to me how to interpret my results? Thank you in advance.

21 June 2017 3,809 3 View

Dear all, what is different between WOS journal and Emerging Sources Citation Index journal?

Need to clarification the different between WOS journal and Emerging Sources Citation Index journal?

01 January 1970 7,593 2 View