• A comparison study of copula models for European Financial Index Returns 

      Tófoli, Paula Virgínia; Ziegelmann, Flavio Augusto; Silva Filho, Osvaldo Candido da (2017) [Artigo de periódico]
      In this paper, we introduce a new approach to modeling dependence between international financial returns over time, combining time-varying copulas and the Markov switching model. We apply these copula models and also those ...