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Agricultural and Applied Economics Association (formerly the American Agricultural Economics Association) >
2012 Annual Meeting, August 12-14, 2012, Seattle, Washington >
Please use this identifier to cite or link to this item:
http://purl.umn.edu/131058
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| Title: | A High-Dimensional, Multivariate Copula Approach to Modeling Multivariate Agricultural Price Relationships and Tail Dependencies |
| Authors: | Chi, Xuan
Goodwin, Barry K. |
| Authors (Email): | Chi, Xuan (xchi@ncsu.edu)
Goodwin, Barry (barry_goodwin@ncsu.edu) |
| Keywords: | vine copula
agricultural commodity prices
tail dependencies |
| Issue Date: | 2012-08 |
| URI: | http://purl.umn.edu/131058 |
| Institution/Association: | Agricultural and Applied Economics Association>2012 Annual Meeting, August 12-14, 2012, Seattle, Washington |
| Total Pages: | 25 |
| Collections: | 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington
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Files in This Item:
| File |
Description |
Size | Format |
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| higher dimensional copula.pdf | Main paper | 709Kb | PDF | View/Open |
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