Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi

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dc.creatorBÜYÜKYILMAZ, Ayça
dc.date2016-01-11T20:08:53Z
dc.date.accessioned2019-04-09T07:17:51Z
dc.date.available2019-04-09T07:17:51Z
dc.descriptionIn this paper, copula approach was applied to determine the dependence structure the two indices (PPI and CPI). Ali ? Mikhail ? Haq, Clayton, Frank and Gumbel ? Hougaard from Archimedean family were used. As a result it was found that the Gumbel ? Hougaard?s family with parameter   was the best fitted family which models the dependence structure between the two indices.
dc.formatapplication/pdf
dc.identifierhttp://dergipark.gov.tr/makusobed/issue/19445/206889
dc.identifier10.20875/sb.56954
dc.identifier.urihttp://hdl.handle.net/11672/2362
dc.languageen
dc.publisherMehmet Akif Ersoy University
dc.publisherMehmet Akif Ersoy Üniversitesi
dc.relationhttp://dergipark.gov.tr/download/article-file/181879
dc.sourceVolume: 1, Issue: 13 206-215
dc.source1309-1387
dc.source1309-1387
dc.subjectCopula; Archimedean copula; dependency structure; goodness of fit chi-square method; Kendall?s Tau
dc.titleSome Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi
dc.typeinfo:eu-repo/semantics/article

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