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