An implicit measure of tail dependence and its application for identification of the change of dependence between assets in market booms and crashes (2006)
- Authors:
- USP affiliated authors: BELITSKY, VLADIMIR - IME ; PRADO, FERNANDO PIGEARD DE ALMEIDA - FFCLRP
- Unidades: IME; FFCLRP
- Assunto: ESTATÍSTICA
- Language: Inglês
- Imprenta:
-
ABNT
PANZIERI FILHO, Adonirio et al. An implicit measure of tail dependence and its application for identification of the change of dependence between assets in market booms and crashes. . São Paulo: IME-USP. Disponível em: https://repositorio.usp.br/directbitstream/2cd60594-e211-4cbc-b409-c13c3d75921d/1556203.pdf. Acesso em: 14 maio 2024. , 2006 -
APA
Panzieri Filho, A., Belitsky, V., Rocha, P. R. M., & Prado, F. P. de A. (2006). An implicit measure of tail dependence and its application for identification of the change of dependence between assets in market booms and crashes. São Paulo: IME-USP. Recuperado de https://repositorio.usp.br/directbitstream/2cd60594-e211-4cbc-b409-c13c3d75921d/1556203.pdf -
NLM
Panzieri Filho A, Belitsky V, Rocha PRM, Prado FP de A. An implicit measure of tail dependence and its application for identification of the change of dependence between assets in market booms and crashes [Internet]. 2006 ;[citado 2024 maio 14 ] Available from: https://repositorio.usp.br/directbitstream/2cd60594-e211-4cbc-b409-c13c3d75921d/1556203.pdf -
Vancouver
Panzieri Filho A, Belitsky V, Rocha PRM, Prado FP de A. An implicit measure of tail dependence and its application for identification of the change of dependence between assets in market booms and crashes [Internet]. 2006 ;[citado 2024 maio 14 ] Available from: https://repositorio.usp.br/directbitstream/2cd60594-e211-4cbc-b409-c13c3d75921d/1556203.pdf - On modeling the formation of the aggregated demand in a population of interacting heterogeneous consumers
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