Dependence structure between oil prices, exchange rates, and interest rates
Year of publication: |
March 2018
|
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Authors: | Kim, Jong-Min ; Jung, Hojin |
Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 39.2018, 2, p. 259-280
|
Subject: | Dependence Structure | GARCH | Copula | BEKK representation | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Ölpreis | Oil price | Multivariate Verteilung | Multivariate distribution | Zins | Interest rate | Theorie | Theory | Schätzung | Estimation |
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