Dependence modeling in energy markets using Sibuya-type copulas (2017)
- Authors:
- Autor USP: KOLEV, NIKOLAI VALTCHEV - IME
- Unidade: IME
- DOI: 10.5539/ijsp.v6n3p43
- Assunto: ANÁLISE DE SÉRIES TEMPORAIS
- Keywords: copulas; dependence function; energy markets; invariance; time-series
- Language: Inglês
- Imprenta:
- Source:
- Título: International Journal of Statistics and Probability
- ISSN: 1927-7032
- Volume/Número/Paginação/Ano: v. 6, n. 3, p. 43-50, 2017
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
-
ABNT
KOLEV, Nikolai e PINTO, Jayme. Dependence modeling in energy markets using Sibuya-type copulas. International Journal of Statistics and Probability, v. 6, n. 3, p. 43-50, 2017Tradução . . Disponível em: https://doi.org/10.5539/ijsp.v6n3p43. Acesso em: 26 jan. 2026. -
APA
Kolev, N., & Pinto, J. (2017). Dependence modeling in energy markets using Sibuya-type copulas. International Journal of Statistics and Probability, 6( 3), 43-50. doi:10.5539/ijsp.v6n3p43 -
NLM
Kolev N, Pinto J. Dependence modeling in energy markets using Sibuya-type copulas [Internet]. International Journal of Statistics and Probability. 2017 ; 6( 3): 43-50.[citado 2026 jan. 26 ] Available from: https://doi.org/10.5539/ijsp.v6n3p43 -
Vancouver
Kolev N, Pinto J. Dependence modeling in energy markets using Sibuya-type copulas [Internet]. International Journal of Statistics and Probability. 2017 ; 6( 3): 43-50.[citado 2026 jan. 26 ] Available from: https://doi.org/10.5539/ijsp.v6n3p43 - A new notion of bivariate lack of memory property
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Informações sobre o DOI: 10.5539/ijsp.v6n3p43 (Fonte: oaDOI API)
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