consists of policies across a wide range of crops, plans, and locations. Weather and other latent variables induce dependence …

, and inflation hedging to investors. This study employs a quantile autoregression model to investigate the dependence … aggregate effects of the sign and size of returns, business cycles, volatility, and REIT eras on the dependence structure of … daily, weekly, and monthly REIT returns. The study documents asymmetric and misaligned dependence patterns. A bad market …

“boom” or “bust”. Bivariate copula modelling has a rich variety of copulas that may be chosen to represent the modelled …

Vector Autoregressive Model) Granger causality and Student's-t Copulas, we find that Ethereum is likely to be the independent … investigating the contagion risks among cryptocurrencies by employing Student's-t Copulas for joint distribution. This result …

of two dependent or independent random variables X1 and X2 by using copulas to capture the structures between X1 and X2 … two dependent normal random variables X1 and X2 in the case of Gaussian copulas. We then develop the theory on the median … Z to a larger family of symmetric distributions and symmetric copulas of X1 and X2 . Our results are the foundation of …