Accurately modeling time-varying dependence structures is essential for financial market analysis, particularly during periods of market stress. Recognizing that traditional copula models often fail t

DataCite Commons2025-11-14 更新40

Variable selection based testing for parameter changes in regression with autoregressive dependence

时间序列变点检测

金融风险建模

We consider a regression model with autoregressive terms and propose significance tests for the detection of change points in this model. Our tests are applicable to both low- or moderate dimension an

Taylor & Francis Group2024-02-26 更新20

Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence

变化点检测

金融风险建模

Taylor & Francis Group2024-02-26 更新60

Tables_Machine Learning Models Comparison for Bankruptcy Predication for Indian Companies

企业破产预测

金融风险建模

The table provides a Scenario-wise list of predictive variables. We log-transformed the absolute values and used the ratios as is. The dataset contains no missing value. We tested the variables for co

Mendeley Data40

Key input parameters for Monte Carlo simulation of the royalty fund.

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