Using Copulas to Model Dependence Between Crude Oil Prices of West Texas Intermediate and Brent-Europe (Q4985752)
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scientific article; zbMATH DE number 7337721
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| English | Using Copulas to Model Dependence Between Crude Oil Prices of West Texas Intermediate and Brent-Europe |
scientific article; zbMATH DE number 7337721 |
Statements
24 April 2021
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Akaike information criterion (AIC)
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copulas
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goodness of fit test (GOF)
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linear convex combination
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parameter estimation
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Using Copulas to Model Dependence Between Crude Oil Prices of West Texas Intermediate and Brent-Europe (English)
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