Analyzing dependence structure of equity, bond and money markets by using time-varying copulas
Year of publication: |
2014
|
---|---|
Authors: | Nguyen, Cuong ; Nguyen, Tristan |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 6.2014, 3, p. 37-54
|
Subject: | Australian futures markets | dependence structure | copula | the US futures markets | time-varying copula | Multivariate Verteilung | Multivariate distribution | Australien | Australia | Derivat | Derivative | USA | United States | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory |
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