Search Results - subject:"Copula methods"

Malz, Allan M. - 2013

This paper describes a set of indicators of systemic risk computed from current market prices of equity and equity index options. It displays results from a prototype version, computed daily from January 2006 to January 2013. The indicators represent a systemic risk event as the realization of...

Persistent link: https://www.econbiz.de/10010333576

Modeling Crop prices through a Burr distribution and Analysis of Correlation between Crop Prices and Yields using a Copula method.

Tejeda, Hernan A.; Goodwin, Barry K. - 2008

Replaced with revised version of paper 07/18/08.

Persistent link: https://www.econbiz.de/10009443297

Modeling Crop prices through a Burr distribution and Analysis of Correlation between Crop Prices and Yields using a Copula method.

Tejeda, Hernan A.; Goodwin, Barry K. - Agricultural and Applied Economics Association - AAEA - 2008

Replaced with revised version of paper 07/18/08.

Persistent link: https://www.econbiz.de/10005804672