Modelling dependence in Latin American markets using copula functions
Miguel-Angel Canela and Eduardo Pedreira
| Year of publication: |
2012
|
|---|---|
| Authors: | Canela, Miguel-Angel ; Pedreira, Eduardo |
| Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 11.2012, 3, p. 231-270
|
| Subject: | Emerging markets | tail dependence | copulas | mixture copulas | dependence structure | Multivariate Verteilung | Multivariate distribution | Schwellenländer | Emerging economies | Lateinamerika | Latin America | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010380792