Two new methods are suggested for estimating the dependence function of a bivariate extreme-value distribution. One is based on a multiplicative modification of an earlier technique proposed by ...

This is a preview. Log in through your library . Abstract This paper derives the exact probability density function of instrumental variable estimators of the coefficient vector of the endogenous ...

You can now use natural language in Excel with Copilot to create formulas more easily. Copilot can now convert English summaries into formulas, making it easier to work with data. The new COPILOT ...

It is our pleasure to introduce this special issue of The Journal of Credit Risk, which is dedicated to papers presented at the 2024 International Risk Management Conference “Risk Management Models, ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...