Stochastic Copula Approach for Modeling Dependency: Evidence from Commodity and Exchange Rate Markets.
Autor: | YILDIRIM, Emre1 emre-yildirim@hbv.edu.tr, CENGİZ, Mehmet Ali2 macengiz@omu.edu.tr |
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Zdroj: | Journal of Statistical Research / İstatistik Araştırma Dergisi. 2024, Vol. 14 Issue 1, p1-18. 18p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |