Extreme dependence in price transmission analysis
Year of publication: |
October 2016
|
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Authors: | Qiu, Feng ; Rude, James |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 46/48, p. 4379-4392
|
Subject: | Price transmission | copula models | tail dependence | time-varying | Ukraine | wheat | Multivariate Verteilung | Multivariate distribution | Zeitreihenanalyse | Time series analysis | Preis | Price | Preiskonvergenz | Price convergence | Kointegration | Cointegration | Statistische Verteilung | Statistical distribution |
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