Konu "Vine Copula" için WoS İndeksli Yayınlar Koleksiyonu listeleme
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Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas
(Elsevier Science Inc, 2020)We analyze the dependence structure of economic policy uncertainty in four Latin American economies (Brazil, Chile, Colombia, Mexico) using vine copula modeling with various forms of tail dependence. Our results suggest ...