Data from many applied fields exhibit both heavy tail and skewness behavior. For this reason, in the last few decades, there has been a growing interest in exploring parametric classes of ...

This is a preview. Log in through your library . Abstract In this paper, we introduce the multivariate skew-normal model in the context of measurement error models in ...

In this paper we propose a new pricing methodology for European-style multi-asset derivatives based on a family of normal mean–variance mixture copulas. The goal is to develop a copula-based method ...

The relentless march towards shrinking technology nodes has ushered in a new era of intricate semiconductor designs characterized by a proliferation of transistors. This intensifying complexity brings ...

Over the long run, 55% of US stocks underperformed US Treasury Bill returns, meaning that more than half of individual stocks did worse than the safest government-backed investments. While traditional ...