Energy markets modelling via Sibuya-type copulas (2016)
Source: Book of abstracts. Conference titles: Latin American Conference on Statistical Computing - LACSC. Unidade: IME
Assunto: ANÁLISE DE SÉRIES TEMPORAIS
ABNT
KOLEV, Nikolai. Energy markets modelling via Sibuya-type copulas. 2016, Anais.. São Paulo: Associação Brasileira de Estatística - ABE, 2016. p. 21. Disponível em: https://www.ime.usp.br/~lsanchez/lacsc2016/bookabstracts_complete.pdf. Acesso em: 22 mar. 2026.APA
Kolev, N. (2016). Energy markets modelling via Sibuya-type copulas. In Book of abstracts (p. 21). São Paulo: Associação Brasileira de Estatística - ABE. Recuperado de https://www.ime.usp.br/~lsanchez/lacsc2016/bookabstracts_complete.pdfNLM
Kolev N. Energy markets modelling via Sibuya-type copulas [Internet]. Book of abstracts. 2016 ; 21.[citado 2026 mar. 22 ] Available from: https://www.ime.usp.br/~lsanchez/lacsc2016/bookabstracts_complete.pdfVancouver
Kolev N. Energy markets modelling via Sibuya-type copulas [Internet]. Book of abstracts. 2016 ; 21.[citado 2026 mar. 22 ] Available from: https://www.ime.usp.br/~lsanchez/lacsc2016/bookabstracts_complete.pdf
