Dependence structure between oil prices, exchange rates, and interest rates
Jong-Min Kim and Hojin Jung
| Year of publication: |
March 2018
|
|---|---|
| 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 | Ölpreis | Oil price | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Multivariate Verteilung | Multivariate distribution | Zins | Interest rate | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5547/01956574.39.2.jkim [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011825635