Dynamic stock dependence and monetary variables in the United States (2000-2016) : a copula and neural network approach
Miriam Sosa, Christian Bucio, and Edgar Ortiz Calisto
| Year of publication: |
2022
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|---|---|
| Authors: | Sosa, Miriam ; Bucio, Christian ; Ortiz Calisto, Edgar |
| Published in: |
Lecturas de economía. - Medellín : [Verlag nicht ermittelbar], ISSN 0120-2596, ZDB-ID 875951-0. - Vol. 96.2022, p. 201-234
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| Subject: | stock market dependence | monetary variables | Copula approach | artificial neural network | Neuronale Netze | Neural networks | Multivariate Verteilung | Multivariate distribution | Aktienmarkt | Stock market | USA | United States | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Geldmenge | Money supply |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.17533/udea.le.n96a345321 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013387217