Modelling dependence in Latin American markets using copula functions
Year of publication: |
2012
|
---|---|
Authors: | Canela, Miguel-Angel ; Pedreira, Eduardo |
Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 11.2012, 3, p. 231-270
|
Subject: | Emerging markets | tail dependence | copulas | mixture copulas | dependence structure | Lateinamerika | Latin America | Multivariate Verteilung | Multivariate distribution | Schwellenländer | Emerging economies | Statistische Verteilung | Statistical distribution |
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