A mixed dependence between the exchange rate and international crude oil returns : an application of dynamic mixture copula
Kuang-Liang Chang
| Year of publication: |
2017
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| Authors: | Chang, Kuang-Liang |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 53.2017, 10/11/12, p. 2347-2360
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| Subject: | Crude oil | dependence | exchange rate | Markov switching | mixture copula | Wechselkurs | Exchange rate | Multivariate Verteilung | Multivariate distribution | Erdöl | Petroleum | Markov-Kette | Markov chain | Volatilität | Volatility | Welt | World | Ölpreis | Oil price | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2016.1204909 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011825350