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Please use this identifier to cite or link to this item: http://purl.umn.edu/131058

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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