On the study of conditional dependence structure between oil, gold and USD exchange rates
Rihab Bedoui, Sana Braeik, Stéphane Goutte, Khaled Guesmi
| Year of publication: |
2018
|
|---|---|
| Authors: | Bedoui, Rihab ; Braeik, Sana ; Goutte, Stéphane ; Guesmi, Khaled |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 59.2018, p. 134-146
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| Subject: | BiVaR | Dependence structure | Nested Archimedean copula | Wechselkurs | Exchange rate | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Gold | US-Dollar | US dollar |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2018.07.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012006932