öNALAN, ömer. The modeling of extreme stochastic dependence using copulas and extreme value theory: case study from energy prices. Global Journal of Mathematical Analysis, [S. l.], v. 5, n. 2, p. 29–36, 2017. DOI: 10.14419/gjma.v5i2.7256. Disponível em: https://sciencepubco.com/index.php/GJMA/article/view/7256.. Acesso em: 22 dec. 2024.