Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets
Year of publication: |
2009
|
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Authors: | Bouyé, Eric ; Salmon, Mark H. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 15.2009, 7/8, p. 721-750
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Subject: | Multivariate Verteilung | Multivariate distribution | Regressionsanalyse | Regression analysis | Währungsrisiko | Exchange rate risk | Devisenmarkt | Foreign exchange market | Theorie | Theory |
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