Using copulas to model dependence between crude oil prices of west Texas intermediate and Brent-Europe
DOI10.22130/SCMA.2020.117584.713zbMATH Open1474.62171OpenAlexW3041978906MaRDI QIDQ4985752FDOQ4985752
Publication date: 24 April 2021
Full work available at URL: https://scma.maragheh.ac.ir/article_40585_bd1f9a1ce021e3bbff96aba91937ac08.pdf
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Statistical aspects of information-theoretic topics (62B10) Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)
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- An Archimedean Copula Family with Hyperbolic Cotangent Generator
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