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Multivariate Pareto distributions: inference and financial applications

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Multivariate Pareto distributions: inference and financial applications. / Papadakis, Emmanuel N.; Tsionas, Michael.
In: Communications in Statistics - Theory and Methods, Vol. 39, No. 6, 04.03.2010, p. 1013-1025.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Harvard

Papadakis, EN & Tsionas, M 2010, 'Multivariate Pareto distributions: inference and financial applications', Communications in Statistics - Theory and Methods, vol. 39, no. 6, pp. 1013-1025. https://doi.org/10.1080/03610920902833560

APA

Papadakis, E. N., & Tsionas, M. (2010). Multivariate Pareto distributions: inference and financial applications. Communications in Statistics - Theory and Methods, 39(6), 1013-1025. https://doi.org/10.1080/03610920902833560

Vancouver

Papadakis EN, Tsionas M. Multivariate Pareto distributions: inference and financial applications. Communications in Statistics - Theory and Methods. 2010 Mar 4;39(6):1013-1025. doi: 10.1080/03610920902833560

Author

Papadakis, Emmanuel N. ; Tsionas, Michael. / Multivariate Pareto distributions : inference and financial applications. In: Communications in Statistics - Theory and Methods. 2010 ; Vol. 39, No. 6. pp. 1013-1025.

Bibtex

@article{f68dcb40fd2e42cf91ce9ff3a68ea534,
title = "Multivariate Pareto distributions: inference and financial applications",
abstract = "Univariate Pareto distributions are extensively studied. In this article, we propose a Bayesian inference methodology in the context of multivariate Pareto distributions of the second kind (Mardia's type). Computational techniques organized around Gibbs sampling with data augmentation are proposed to implement Bayesian inference in practice. The new methods are shown to work well in artificial examples involving a trivariate distribution, and to an empirical application involving daily exchange rate data for four major currencies.",
author = "Papadakis, {Emmanuel N.} and Michael Tsionas",
year = "2010",
month = mar,
day = "4",
doi = "10.1080/03610920902833560",
language = "English",
volume = "39",
pages = "1013--1025",
journal = "Communications in Statistics - Theory and Methods",
issn = "0361-0926",
publisher = "Taylor and Francis Ltd.",
number = "6",

}

RIS

TY - JOUR

T1 - Multivariate Pareto distributions

T2 - inference and financial applications

AU - Papadakis, Emmanuel N.

AU - Tsionas, Michael

PY - 2010/3/4

Y1 - 2010/3/4

N2 - Univariate Pareto distributions are extensively studied. In this article, we propose a Bayesian inference methodology in the context of multivariate Pareto distributions of the second kind (Mardia's type). Computational techniques organized around Gibbs sampling with data augmentation are proposed to implement Bayesian inference in practice. The new methods are shown to work well in artificial examples involving a trivariate distribution, and to an empirical application involving daily exchange rate data for four major currencies.

AB - Univariate Pareto distributions are extensively studied. In this article, we propose a Bayesian inference methodology in the context of multivariate Pareto distributions of the second kind (Mardia's type). Computational techniques organized around Gibbs sampling with data augmentation are proposed to implement Bayesian inference in practice. The new methods are shown to work well in artificial examples involving a trivariate distribution, and to an empirical application involving daily exchange rate data for four major currencies.

U2 - 10.1080/03610920902833560

DO - 10.1080/03610920902833560

M3 - Journal article

VL - 39

SP - 1013

EP - 1025

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

SN - 0361-0926

IS - 6

ER -