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Showing 1 to 1 of 1 for “"Υποδείγματα copula"”.
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Empirical applications of price transmission in international agri-food supply chains
… adopted applies the statistical tool of R-Vine copulas in order to assess the development in tail dependence between the price series. The time span for butter (i.e. 02.2000 to 05.2017) and for WMP (i.e. 01.2000 to 05.2017) is split in 12.2007 so as to capture the impact due to the free trade …