Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...

This is a preview. Log in through your library . Abstract This study develops a multivariate, nonnormal density function that can accurately and separately account for skewness, kurtosis, ...

A growth-curve polynomial model is proposed which permits the estimation of the parameters in a multivariate quantal bioassay over time. This model and a multivariate generalization of Fieller's ...