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. - Elsevier, ISSN 0264-9993. - Vol. 35.2013, C, p. 199-206
|
Publisher: |
Elsevier |
Subject: | Dependence | Risk management | Pair Copula Construction | Sectors | Brazilian market |
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