On the study of conditional dependence structure between oil, gold and USD exchange rates
Year of publication: |
2018
|
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Authors: | Bedoui, Rihab ; Braeik, Sana ; Goutte, Stéphane ; Guesmi, Khaled |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 59.2018, p. 134-146
|
Subject: | BiVaR | Dependence structure | Nested Archimedean copula | Multivariate Verteilung | Multivariate distribution | Wechselkurs | Exchange rate | Theorie | Theory | ARCH-Modell | ARCH model |
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