Using Copulas to Model Dependence Between Crude Oil Prices of West Texas Intermediate and Brent-Europe
DOI10.22130/scma.2020.117584.713zbMath1474.62171OpenAlexW3041978906MaRDI QIDQ4985752
Publication date: 24 April 2021
Full work available at URL: https://scma.maragheh.ac.ir/article_40585_bd1f9a1ce021e3bbff96aba91937ac08.pdf
parameter estimationcopulasAkaike information criterion (AIC)linear convex combinationgoodness of fit test (GOF)
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistical aspects of information-theoretic topics (62B10)
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