Modelling the bivariate dependence structure of exchange rates before and after the introduction of the Euro : a semi-parametric approach
Gianna Boero, Param Silvapulle and Ainura Tursunalieva
| Year of publication: |
2011
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|---|---|
| Authors: | Boero, Gianna ; Silvapulle, Paramsothy ; Tursunalieva, Ainura |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 16.2011, 4, p. 357-374
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| Subject: | Copulas | non-parametric plots | semi-parametric methods | tail dependence | Wechselkurs | Exchange rate | Nichtparametrisches Verfahren | Nonparametric statistics | Multivariate Verteilung | Multivariate distribution | Schätzung | Estimation | Euro | Volatilität | Volatility | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| 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/10009508876