Subject
General Energy,Economics and Econometrics
Reference31 articles.
1. Pair-copula constructions of multiple dependence;Aas;Insur. Math. Econ. J.,2009
2. A time-varying copula approach to oil and stock market dependence: the case of transition economies;Aloui;Energy Econ.,2013
3. Optimal risk minimization of Australian energy and mining portfolios of stocks under multiple risk measures;Arreola,2013
4. Dependence estimation and controlled CVaR portfolio optimization of a highly kurtotic Australian mining sample of stocks;Arreola,2013
5. Probability density decomposition for conditionally dependent random variables modelled by vines;Bedford;Ann. Math. Artif. Intell.,2001
Cited by
38 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献