Analysing dynamic dependence between gold and stock returns : evidence using stochastic and full-range tail dependence copula models
Year of publication: |
2019
|
---|---|
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
|
Subject: | Stock market | Copulas | Dependence | Gold market | Multivariate Verteilung | Multivariate distribution | Gold | Kapitaleinkommen | Capital income | Aktienmarkt | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution |
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