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On the Covariance between Functions

Citations

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Cited by:

  1. Wong, Kit Pong, 2021. "Comparative risk aversion with two risks," Journal of Mathematical Economics, Elsevier, vol. 97(C).
  2. Cha, Ji Hwan & Finkelstein, Maxim & Levitin, Gregory, 2018. "Optimal mission abort policy for partially repairable heterogeneous systems," European Journal of Operational Research, Elsevier, vol. 271(3), pages 818-825.
  3. Udo Broll & Kit Wong, 2015. "Trade and cross hedging exchange rate risk," International Economics and Economic Policy, Springer, vol. 12(4), pages 509-520, October.
  4. Majid Asadi, 2017. "A new measure of association between random variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(6), pages 649-661, November.
  5. Hongyi Jiang & Zhenting Sun & Shiyun Hu, 2023. "A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance," Papers 2306.12271, arXiv.org, revised Jul 2023.
  6. Barman, Kalyan & Upadhye, Neelesh S., 2022. "On Brascamp–Lieb and Poincaré type inequalities for generalized tempered stable distribution," Statistics & Probability Letters, Elsevier, vol. 189(C).
  7. Dionne, Georges & Li, Jingyuan, 2014. "Comparative Ross risk aversion in the presence of mean dependent risks," Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 128-135.
  8. Kit Wong, 2014. "Production and hedging in futures markets with multiple delivery specifications," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 413-421, October.
  9. Jingyuan Li & Georges Dionne, 2010. "A Theoretical Extension of the Consumption-based CAPM Model," Cahiers de recherche 1047, CIRPEE.
  10. Hakan Selin & Laurent Simula, 2017. "Income Creation and/or Income Shifting? The Intensive vs. the Extensive Shifting Margins," Post-Print halshs-01666994, HAL.
  11. Li, Jingyuan, 2011. "The demand for a risky asset in the presence of a background risk," Journal of Economic Theory, Elsevier, vol. 146(1), pages 372-391, January.
  12. Georges Dionne & Jingyuan Li & Cedric Okou, 2012. "An Extension of the Consumption-based CAPM Model," Cahiers de recherche 1214, CIRPEE.
  13. Cuadras, Carles M., 2015. "Contributions to the diagonal expansion of a bivariate copula with continuous extensions," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 28-44.
  14. Cuadras, Carles M. & Greenacre, Michael, 2022. "A short history of statistical association: From correlation to correspondence analysis to copulas," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
  15. Wong, Kit Pong, 2013. "Fixed versus variable rate loans under state-dependent preferences," Economic Modelling, Elsevier, vol. 31(C), pages 659-663.
  16. Li, Jingyuan & Liu, Dongri & Wang, Jianli, 2016. "Risk aversion with two risks: A theoretical extension," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 100-105.
  17. Broll, Udo & Pelster, Matthias & Kit, Pong Wong, 2021. "Export under risk and expectation dependence," CEPIE Working Papers 02/21, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
  18. Beare, Brendan K., 2009. "A generalization of Hoeffding's lemma, and a new class of covariance inequalities," Statistics & Probability Letters, Elsevier, vol. 79(5), pages 637-642, March.
  19. Walter Diaz & Carles M. Cuadras, 2022. "An extension of the Gumbel–Barnett family of copulas," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(7), pages 913-926, October.
  20. Majid Asadi & Somayeh Zarezadeh, 2020. "A unified approach to constructing correlation coefficients between random variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(6), pages 657-676, August.
  21. Dionne, Georges & Li, Jingyuan, 2014. "When can expected utility handle first-order risk aversion?," Journal of Economic Theory, Elsevier, vol. 154(C), pages 403-422.
  22. Georges Dionne & Jingyuan Li, 2012. "Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks," Cahiers de recherche 1226, CIRPEE.
  23. Francisco Germán Badía & María Dolores Berrade, 2022. "On the Residual Lifetime and Inactivity Time in Mixtures," Mathematics, MDPI, vol. 10(15), pages 1-20, August.
  24. Dewan, Isha & Rao, B.L.S. Prakasa, 2005. "Wilcoxon-signed rank test for associated sequences," Statistics & Probability Letters, Elsevier, vol. 71(2), pages 131-142, February.
  25. Håkan Selin & Laurent Simula, 2017. "Income Shifting as Income Creation? The Intensive vs. the Extensive Shifting Margins," CESifo Working Paper Series 6510, CESifo.
  26. Cuadras, Carles M. & Cuadras, Daniel, 2008. "Eigenanalysis on a bivariate covariance kernel," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2497-2507, November.
  27. Lo, Ambrose, 2017. "Functional generalizations of Hoeffding’s covariance lemma and a formula for Kendall’s tau," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 218-226.
  28. Cedric Okou & Olfa Maalaoui Chun & Georges Dionne & Jingyuan Li, 2016. "Can Higher-Order Risks Explain the Credit Spread Puzzle?," Working Papers 16-1, HEC Montreal, Canada Research Chair in Risk Management.
  29. Xiaojun Song & Zhenting Sun, 2023. "Almost Dominance: Inference and Application," Papers 2312.02288, arXiv.org, revised Oct 2025.
  30. Song, Pingfan & Tan, Changchun & Wang, Shaochen, 2019. "On the moment generating function for random vectors via inverse survival function," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 345-350.
  31. Georges Dionne & Jingyuan Li & Cédric Okou, 2024. "Publisher Correction: An alternative representation of the C-CAPM with higher-order risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 49(2), pages 234-234, September.
  32. Udo Broll & Kit Wong, 2015. "The impact of inflation risk on forward trading and production," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 14(1), pages 65-73, December.
  33. Francisco Germán Badía & Hyunju Lee, 2020. "On stochastic comparisons and ageing properties of multivariate proportional hazard rate mixtures," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(3), pages 355-375, April.
  34. Wong, Kit Pong, 2022. "Diversification and risk attitudes toward two risks," Journal of Mathematical Economics, Elsevier, vol. 102(C).
  35. Cha, Ji Hwan, 2011. "Comparison of combined stochastic risk processes and its applications," European Journal of Operational Research, Elsevier, vol. 215(2), pages 404-410, December.
  36. F. G. Badía & Ji Hwan Cha, 2017. "On bending (down and up) property of reliability measures in mixtures," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(4), pages 455-482, May.
  37. Kit Wong, 2014. "Hedging and the competitive firm under correlated price and background risk," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 329-340, October.
  38. Omid Shojaee & Majid Asadi & Maxim Finkelstein, 2021. "On Some Properties of $$\alpha $$ α -Mixtures," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(8), pages 1213-1240, November.
  39. Ramesh Gupta & Mohammad Tajdari & Henrik Bresinsky, 2008. "Some general results for moments in bivariate distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(2), pages 173-187, September.
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