Project Details
Description
It is very important that in the regions, banks, financial and non-financial companies are implemented and a permanent evaluation is made
Objective
Capture, using the theory of copulas, the nonlinear relationships between the stock indices of the five countries of latin america: argentina, brazil, chile, colombia and mexico, during the times of the crisis suppresses.
Expected results
Development of models where the relations of dependence between variables are valued with a new methodology.
| Short title | Cópulas |
|---|---|
| Acronym | Cópulas |
| Status | Finished |
| Effective start/end date | 9/02/10 → 12/12/11 |
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