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.Otherwise, copulas are a statistic tool to model the dependence in a realistic and less restrictive way,taking better account of the … stylized facts in finance.This paper is a practical implementation of the copulas theory to model dependence between differen …" period and a period during which the market trend is downward. Our approach based on copulas allows us to determine the …
Persistent link: https://www.econbiz.de/10008529654
process or on behaviour), depending on the power - dependence relationship with its supplier. Moreover, the development of …
Persistent link: https://www.econbiz.de/10008532484
studies. Four buyer-supplier control configurations are proposed in a matrix according to the reciprocal dependence between …
Persistent link: https://www.econbiz.de/10008532694