A High-Dimensional, Multivariate Copula Approach to Modeling Multivariate Agricultural Price Relationships and Tail Dependencies

Xuan Chi and Barry Goodwin ()

No 131058, 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington from Agricultural and Applied Economics Association

Keywords: Agribusiness; Agricultural Finance; Demand and Price Analysis (search for similar items in EconPapers)
Pages: 25
Date: 2012-08
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea12:131058

DOI: 10.22004/ag.econ.131058

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