Tail Dependence Structures of Commodity Futures Prices

Additional Metadata
Keywords	Extremal graphical model; commodity futures; extreme value theory; graphical model
Thesis Advisor	Wan, P
Persistent URL	hdl.handle.net/2105/65859
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Vloeberghs, V.H. (2022). Tail Dependence Structures of Commodity Futures Prices. In Econometrie.http://hdl.handle.net/2105/65859

Publication