Pair copula constructions to determine the dependence structure of Treasury bond yields

von Righi, Marcelo Brutti
Veröffentlicht in Indian Institute of Management Bangalore IIMB management review (2015)

Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework : the financial and economic role of structural breaks

von Block, Alexander Souza
Veröffentlicht in Energy economics (2015)