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
Zdroj: Journal of Statistical Research / İstatistik Araştırma Dergisi. 2024, Vol. 14 Issue 1, p1-18. 18p.
Databáze: Business Source Ultimate