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Analyzing reproduction of correlations in Monte Carlo simulations: application to mine project valuation
11 references·0 citing·38 second hop
Analyzing reproduction of correlations in Monte Carlo simulations: application to mine project valuation (2014)Analyzing reproduction of correlations in…Multivariate VaRs for operational risk capital computation: a vine structure approach (2013)Multivariate VaRs for operati…Copulas: A new technique to model dependence in petroleum decision making (2006)Copulas: A new technique to m…Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Correlation and Dependence in…Correlation and Dependence (2001)Correlation and DependenceRisk Analysis: A Quantitative Guide (2000)Risk Analysis: A Quantitative…Assessing Dependence: Some Experimental Results (2000)Assessing Dependence: Some Ex…Correlations and Copulas for Decision and Risk Analysis (1999)Correlations and Copulas for …An Introduction to Copulas (1999)An Introduction to CopulasRank Correlation Methods. (1957)Rank Correlation Methods.Rank Correlation Methods. (1956)Rank Correlation Methods.The Proof and Measurement of Association between Two Things (1904)The Proof and Measurement of …Coherent Measures of Risk (1999)Extreme Correlation of International Equity Markets (2001)The distribution of realized stock return volatility (2001)Conditional value-at-risk for general loss distributions (2002)The Econometrics of Financial Markets (2012)On the psychology of prediction. (1973)Judgment under Uncertainty: Heuristics and Biases (1975)Judgment Under Uncertainty: Heuristics and Biases. (1984)Perspective on Decision Analysis Applications, 1990–2001 (2004)Aggregating Probability Distributions (2007)How to Exploit the Digitalization Potential of Business Processes (2017)A distribution-free approach to inducing rank correlation among input variables (1982)Understanding Relationships Using Copulas (1998)I would rather be vaguely right than precisely wrong: A new approach to decision making in the petroleum exploration and production industry (2008)A comparison of tail dependence estimators (2020)Uncertainty (1990)Making Hard Decisions, an Introduction to Decision Analysis (1992)Evaluation of scenario-generation methods for stochastic programming (2003)Multivariate non-normally distributed random variables in climate research – introduction to the copula approach (2008)Searching for innovation: Product, process, and business model innovations and search behavior in established firms (2018)Identification and Review of Sensitivity Analysis Methods (2002)The design of robust value-creating supply chain networks: A critical review (2009)A comprehensive framework for verification, validation, and uncertainty quantification in scientific computing (2011)Strengthening the Reporting of Observational Studies in Epidemiology (STROBE): Explanation and Elaboration (2007)A basic introduction to fixed-effect and random-effects models for meta-analysis (2010)The Influence of Affective Teacher–Student Relationships on Students’ School Engagement and Achievement (2011)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Multivariate GARCH models: a survey (2006)Introductory Econometrics for Finance (2008)Personal Religious Orientation and Prejudice. (1967)Increasing Returns and Long-Run Growth (1986)A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning (2010)Pre-Test-Market Evaluation of New Packaged Goods: A Model and Measurement Methodology (1978)Therapist Ratings of Frequency and Severity of Marital Problems: Implications for Research* (1981)Distance-based and ad hoc consensus models in ordinal preference ranking (2005)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Copula Modeling: An Introduction for Practitioners (2007)Lower bounds on sample size in structural equation modeling (2010)
this work references cited by second hop

References

  • 1904The Proof and Measurement of Association between Two Things8,156 cited
  • 1999An Introduction to Copulas7,812 cited
  • 1957Rank Correlation Methods.6,428 cited
  • 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
  • 2000Risk Analysis: A Quantitative Guide1,746 cited
  • 1956Rank Correlation Methods.1,609 cited
  • 2001Correlation and Dependence592 cited
  • 1999Correlations and Copulas for Decision and Risk Analysis344 cited
  • 2000Assessing Dependence: Some Experimental Results104 cited
  • 2006Copulas: A new technique to model dependence in petroleum decision making29 cited
  • 2013Multivariate VaRs for operational risk capital computation: a vine structure approach17 cited

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