Implicit coefficient of extreme dependence and its application for identification of market's comovements (2003)
- Authors:
- USP affiliated authors: BELITSKY, VLADIMIR - IME ; PRADO, FERNANDO PIGEARD DE ALMEIDA - IME
- Unidade: IME
- Subjects: MERCADO FINANCEIRO; ESTATÍSTICA APLICADA
- Language: Português
- Imprenta:
- Source:
- Título: Proceedings
- Conference titles: Brazilian Conference on Statistical Modelling in Insurance and Finance
-
ABNT
BELITSKY, Vladimir e PRADO, Fernando Pigeard de Almeida e PANZIERI, A. Implicit coefficient of extreme dependence and its application for identification of market's comovements. 2003, Anais.. São Paulo: IME-USP, 2003. . Acesso em: 30 dez. 2025. -
APA
Belitsky, V., Prado, F. P. de A., & Panzieri, A. (2003). Implicit coefficient of extreme dependence and its application for identification of market's comovements. In Proceedings. São Paulo: IME-USP. -
NLM
Belitsky V, Prado FP de A, Panzieri A. Implicit coefficient of extreme dependence and its application for identification of market's comovements. Proceedings. 2003 ;[citado 2025 dez. 30 ] -
Vancouver
Belitsky V, Prado FP de A, Panzieri A. Implicit coefficient of extreme dependence and its application for identification of market's comovements. Proceedings. 2003 ;[citado 2025 dez. 30 ] - On modeling the formation of the aggregated demand in a population of interacting heterogeneous consumers
- Bolhas especulativas e crashes
- An implicit measure of tail dependence and its application for identification of the change of dependence between assets in market booms and crashes
- Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents
- Phase transition of product locations due to social interactions of consumers
- Social interactions, product differentiation and discontinuity of demand
- Social interactions, product differentiation and discontinuity of demand
- Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market
- Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market
- The alcohol price and the flex cars
How to cite
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
