Dependence modeling in energy markets using Sibuya-type copulas (2017)
Source: International Journal of Statistics and Probability. Unidade: IME
Assunto: ANÁLISE DE SÉRIES TEMPORAIS
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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: 12 fev. 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.v6n3p43NLM
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 fev. 12 ] Available from: https://doi.org/10.5539/ijsp.v6n3p43Vancouver
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 fev. 12 ] Available from: https://doi.org/10.5539/ijsp.v6n3p43
