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studies. Four buyer-supplier control configurations are proposed in a matrix according to the reciprocal dependence between …
Persistent link: https://www.econbiz.de/10011072109
buying firm (in terms of reciprocal dependence between the buyer and its suppliers). For each configuration, a type of …
Persistent link: https://www.econbiz.de/10011072161
process or on behaviour), depending on the power - dependence relationship with its supplier. Moreover, the development of …
Persistent link: https://www.econbiz.de/10011072493
.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 … bivariate VaR level curves and to study extremal dependence between hedgefunds strategies and share index returns through the …
Persistent link: https://www.econbiz.de/10011074324