Diversification in Firm Valuation: A Multivariate Copula Approach

SSRN Electronic Journal ◽

10.2139/ssrn.1739736 ◽

2011 ◽

Cited By ~ 3

Author(s):

Stefan Erdorf ◽

Thomas Hartmann-Wendels ◽

Nicolas Heinrichs

Keyword(s):

Firm Valuation ◽

Copula Approach ◽

Multivariate Copula

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Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach

International Journal of Approximate Reasoning ◽

10.1016/j.ijar.2021.09.004 ◽

2021 ◽

Author(s):

Giovanni De Luca ◽

Paola Zuccolotto

Keyword(s):

Time Series ◽

Tail Dependence ◽

Time Series Clustering ◽

Copula Approach ◽

Multivariate Copula

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A nested multivariate copula approach to hydrometeorological simulations of spring floods: the case of the Richelieu River (Québec, Canada) record flood

Stochastic Environmental Research and Risk Assessment ◽

10.1007/s00477-014-0971-7 ◽

2014 ◽

Vol 29 (1) ◽

pp. 275-294 ◽

Cited By ~ 20

Author(s):

Christian Saad ◽

Salaheddine El Adlouni ◽

André St-Hilaire ◽

Philippe Gachon

Keyword(s):

Copula Approach ◽

Multivariate Copula

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The Optimum Portfolio of ASEAN Stock Markets Markov Switching Multivariate Copula Approach

Economics and Management Innovations (ICEMI) ◽

10.26480/icemi.01.2017.423.426 ◽

2017 ◽

Author(s):

Roengchai Tansuchat

Keyword(s):

Stock Markets ◽

Markov Switching ◽

Copula Approach ◽

Multivariate Copula

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Probabilistic Analysis of Soil-Water Characteristic Curve of Bentonite: Multivariate Copula Approach

International Journal of Geomechanics ◽

10.1061/(asce)gm.1943-5622.0001554 ◽

2020 ◽

Vol 20 (2) ◽

pp. 04019150 ◽

Cited By ~ 1

Author(s):

Atma Prakash ◽

Budhaditya Hazra ◽

Sreedeep Sekharan

Keyword(s):

Soil Water ◽

Probabilistic Analysis ◽

Characteristic Curve ◽

Soil Water Characteristic Curve ◽

Copula Approach ◽

Multivariate Copula

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Multivariate copula approach for polarimetric classification in weather radar applications

2016 17th International Radar Symposium (IRS) ◽

10.1109/irs.2016.7497371 ◽

2016 ◽

Cited By ~ 2

Author(s):

F. J. Yanovsky ◽

A. N. Rudiakova ◽

R. B. Sinitsyn

Keyword(s):

Weather Radar ◽

Copula Approach ◽

Radar Applications ◽

Multivariate Copula

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Modeling the Dependence Structure between Bonds and Stocks: A Multivariate Copula Approach

SSRN Electronic Journal ◽

10.2139/ssrn.1184582 ◽

2009 ◽

Author(s):

Long Kang

Keyword(s):

Dependence Structure ◽

Copula Approach ◽

Multivariate Copula

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A Case Study on a Backdoor Listing Company Merged with SPAC: Focusing on Accounting Treatment and Firm Valuation

Korea Association of Business Education ◽

10.23839/kabe.2018.33.5.111 ◽

2018 ◽

Vol 33 (5) ◽

pp. 111-128

Author(s):

Bo－Young Park ◽

Bo－Mi Lee

Keyword(s):

Firm Valuation ◽

Backdoor Listing

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Firm Valuation and Accounting for Employee Stock Options

CFA Digest ◽

10.2469/dig.v27.n3.103 ◽

1997 ◽

Vol 27 (3) ◽

pp. 9-11

Author(s):

Frank T. Magiera

Keyword(s):

Stock Options ◽

Firm Valuation ◽

Employee Stock Options

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Cannibalization Risk and Limited Liability: Implications for Firm Valuation and Capital Budgeting

CFA Digest ◽

10.2469/dig.v31.n2.861 ◽

2001 ◽

Vol 31 (2) ◽

pp. 25-26

Author(s):

Johann U. de Villiers

Keyword(s):

Limited Liability ◽

Capital Budgeting ◽

Firm Valuation

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Does Individual Investor Trading Impact Firm Valuation?

CFA Digest ◽

10.2469/dig.v46.n4.14 ◽

2016 ◽

Vol 46 (4) ◽

Author(s):

Nitin Joshi

Keyword(s):

Firm Valuation ◽

Individual Investor ◽

Investor Trading

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