Bianchi, Carluccio; Carta, Alessandro; Fantazzini, Dean; … - In: Applied Economics 42 (2010) 25, pp. 3267-3277
World economies, and especially European ones, have become strongly interconnected in the last decade and a joint modelling is required. We propose here the use of copulae to build flexible multivariate distributions, since they allow for a rich dependence structure and more flexible marginal...