.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 …

affecting mining technology, employment creation and labour costs, etc; analyses local level industrial development dependence …

Andalusia has some sort of dependence, i.e. can not perform for himself the eighteen activities, 30.4 percent of older … categories according to level of dependency. Well, the group of respondents with the highest level of dependence in Andalusia … and, in the same way, the dependence is greater in the Andalusian women in the other. So are the demographic, age and sex …

the general dependence between stock returns and oil price returns. Our findings suggest a weak dependence between oil … relatively strong dependence with the oil price series. The introduction of Euro in 1999 altered considerably dependence between …