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Dry Bulk Time Charter Rates Joint Return Distribution Modeling: Copula-Approach

Andreas Merikas, Anna Merika, Henry Penikas. Dry Bulk Time Charter Rates Joint Return Distribution Modeling: Copula-Approach. In Yong Shi, Youmin Xi, Peter Wolcott, Yingjie Tian, Jianping Li, Daniel Berg, Zhengxin Chen, Enrique Herrera-Viedma, Gang Kou, Heeseok Lee, Yi Peng, Lean Yu, editors, Proceedings of the First International Conference on Information Technology and Quantitative Management, ITQM 2013, Dushu Lake Hotel, Sushou, China, 16-18 May, 2013. Volume 17 of Procedia Computer Science, pages 1125-1133, Elsevier, 2013. [doi]

Authors

Andreas Merikas

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Anna Merika

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Henry Penikas

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