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subject:"tail dependence"
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A High-Dimensional, Multivariate Copula Approach to Modeling Multivariate Agricultural Price Relationships and
Tail
Dependencies
Chi, Xuan
;
Goodwin, Barry K.
-
Agricultural and Applied Economics Association - AAEA
-
2012
Persistent link: https://www.econbiz.de/10010881104
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2
Price–volume relations of DAX companies
Gurgul, Henryk
;
Majdosz, Paweł
;
Mestel, Roland
- In:
Financial Markets and Portfolio Management
21
(
2007
)
3
,
pp. 353-379
Persistent link: https://www.econbiz.de/10005722902
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