Yin, Lanwenjing; Chokethaworn, Kanchana; Chaiboonsri, … - In: The Empirical Econometrics and Quantitative Economics … 2 (2013) 4, pp. 75-75
The dependence structure analysis of a financial time series of returns is significant when applied to contemporary financial risk management. Copula function is a flexible and effective tool to be used on modeling the financial model and risk management. This paper aims to set up the dependence...