Gold prices and exchange rates : a time-varying copula analysis
Lu Yang and Shigeyuki Hamori
| Year of publication: |
2014
|
|---|---|
| Authors: | Yang, Lu ; Hamori, Shigeyuki |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 1/3, p. 41-50
|
| Subject: | dynamic conditional dependence | dynamic conditional correlation | time-varying copula function | gold price | exchange rate | Wechselkurs | Exchange rate | Multivariate Verteilung | Multivariate distribution | Gold | Korrelation | Correlation | ARCH-Modell | ARCH model | Volatilität | Volatility |
| 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/10010389374