Conditional dependence structure in the precious metals futures market

Małgorzata Just, Aleksandra Łuczak, Agnieszka Kozera

Year of publication:	2019
Authors:	Just, Małgorzata ; Łuczak, Aleksandra ; Kozera, Agnieszka
Published in:	International journal of economic sciences : IJES. - [Belgrade] : Scientific Oasis, ISSN 1804-9796, ZDB-ID 2700540-9. - Vol. 8.2019, 1, p. 81-93
Subject:	precious metals \| copula-GARCH \| dynamic dependencies \| Kendall's tau coefficient \| tail dependence \| market states \| fuzzy clustering method \| Warenbörse \| Commodity exchange \| Korrelation \| Correlation \| Theorie \| Theory \| Markt \| Market \| Gold

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