2012RePEc: Research Papers in EconomicsRequires access

A High-Dimensional, Multivariate Copula Approach to Modeling Multivariate Agricultural Price Relationships and Tail Dependencies

Xuan Chi, Barry K. Goodwin

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Abstract

Agribusiness, Agricultural Finance, Demand and Price Analysis

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Agribusiness, Agricultural Finance, Demand and Price Analysis

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Available abstract

Agribusiness, Agricultural Finance, Demand and Price Analysis

Key concepts: Copula (linguistics), Multivariate statistics, Econometrics, Multivariate analysis, Statistics, Mathematics, Economics

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