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~person:"Shiraya, Kenichiro"
~subject:"Exchange rate"
~subject:"US dollar"
~subject:"Wechselkurs"
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Shiraya, Kenichiro
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Constructing copulas using corrected hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
-
2023
Persistent link: https://www.econbiz.de/10014266209
Saved in:
2
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
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