Implicit coefficient of extreme dependence and its application for identification of market's comovements (2003)
- Authors:
- USP affiliated authors: BELITSKY, VLADIMIR - IME ; PRADO, FERNANDO PIGEARD DE ALMEIDA - IME
- Unidade: IME
- Subjects: MERCADO FINANCEIRO; ESTATÍSTICA APLICADA
- Language: Português
- Imprenta:
- Source:
- Título do periódico: Proceedings
- Conference titles: Brazilian Conference on Statistical Modelling in Insurance and Finance
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ABNT
BELITSKY, Vladimir e PRADO, Fernando Pigeard de Almeida e PANZIERI, A. Implicit coefficient of extreme dependence and its application for identification of market's comovements. 2003, Anais.. São Paulo: IME-USP, 2003. . Acesso em: 17 abr. 2024. -
APA
Belitsky, V., Prado, F. P. de A., & Panzieri, A. (2003). Implicit coefficient of extreme dependence and its application for identification of market's comovements. In Proceedings. São Paulo: IME-USP. -
NLM
Belitsky V, Prado FP de A, Panzieri A. Implicit coefficient of extreme dependence and its application for identification of market's comovements. Proceedings. 2003 ;[citado 2024 abr. 17 ] -
Vancouver
Belitsky V, Prado FP de A, Panzieri A. Implicit coefficient of extreme dependence and its application for identification of market's comovements. Proceedings. 2003 ;[citado 2024 abr. 17 ] - On modeling the formation of the aggregated demand in a population of interacting heterogeneous consumers
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