Analysing dynamic dependence between gold and stock returns : evidence using stochastic and full-range tail dependence copula models
Gideon Boako, Aviral Kumar Tiwari, Muazu Ibrahim, Qiang Ji
| Year of publication: |
2019
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|---|---|
| Authors: | Boako, Gideon ; Tiwari, Aviral Kumar ; Ibrahim, Muazu ; Ji, Qiang |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 31.2019, p. 391-397
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| Subject: | Stock market | Copulas | Dependence | Gold market | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | Aktienmarkt | Gold | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.12.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012421744