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Extreme dependence in the energy market: a Mixture copula-ARJI-GARCH model (2022)

First Author: Agosto, A.

Attributed to: Dependence Modelling with Vine Copulas for the Integration of Unstructured and Structured Data funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: https://www.unive.it/pag/fileadmin/user_upload/eventi/ecso-cms/documenti/ECSOCMS_2022_Book_of_Abstracts_NEW.pdf

Type: Conference/Paper/Proceeding/Abstract