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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010339644