ÖNALAN, Ö. 2017. The modeling of extreme stochastic dependence using copulas and extreme value theory: case study from energy prices. Global Journal of Mathematical Analysis , vol.5 , 29-36.

ÖNALAN, Ö., (2017). The modeling of extreme stochastic dependence using copulas and extreme value theory: case study from energy prices. Global Journal of Mathematical Analysis , vol.5, 29-36.

ÖNALAN, ÖMER. "The modeling of extreme stochastic dependence using copulas and extreme value theory: case study from energy prices," Global Journal of Mathematical Analysis , vol.5, 29-36, 2017

ÖNALAN, ÖMER. "The modeling of extreme stochastic dependence using copulas and extreme value theory: case study from energy prices." Global Journal of Mathematical Analysis , vol.5, pp.29-36, 2017

ÖNALAN, Ö. (2017) . "The modeling of extreme stochastic dependence using copulas and extreme value theory: case study from energy prices." Global Journal of Mathematical Analysis , vol.5, pp.29-36.

@article{article, author={ÖMER ÖNALAN}, title={The modeling of extreme stochastic dependence using copulas and extreme value theory: case study from energy prices}, journal={Global Journal of Mathematical Analysis}, year=2017, pages={29-36} }