A High-Dimensional, Multivariate Copula Approach to Modeling Multivariate Agricultural Price Relationships and Tail Dependencies
| Year of publication: |
2012-08
|
|---|---|
| Authors: | Chi, Xuan ; Goodwin, Barry K. |
| Institutions: | Agricultural and Applied Economics Association - AAEA |
| Subject: | vine copula | agricultural commodity prices | tail dependencies | Agribusiness | Agricultural Finance | Demand and Price Analysis |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington Number 131058 |
| Source: |
Persistent link: https://www.econbiz.de/10010881104