Analyzing dependence structure of equity, bond and money markets by using time-varying copulas

Cuong Nguyen & Tristan Nguyen

Year of publication:	2014
Authors:	Nguyen, Cuong ; Nguyen, Tristan
Published in:	International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 6.2014, 3, p. 37-54
Subject:	Australian futures markets \| dependence structure \| copula \| the US futures markets \| time-varying copula \| Multivariate Verteilung \| Multivariate distribution \| Derivat \| Derivative \| Australien \| Australia \| USA \| United States \| Theorie \| Theory \| Geldmarkt \| Money market \| ARCH-Modell \| ARCH model \| Kapitaleinkommen \| Capital income

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