Analyzing the dependence structure of various sectors in the Brazilian market : a Pair Copula Construction approach
Year of publication: |
2013
|
---|---|
Authors: | Righi, Marcelo Brutti ; Ceretta, Paulo Sergio |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 35.2013, p. 199-206
|
Subject: | Dependence | Risk management | Pair Copula Construction | Sectors | Brazilian market | Brasilien | Brazil | Multivariate Verteilung | Multivariate distribution | Bauwirtschaft | Construction industry | Risikomanagement |
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