Gold price and stock markets nexus under mixed-copulas
Cuong Nguyen, M. Ishaq Bhatti, Magda Komorníková, Jozef Komorník
| Year of publication: |
November 2016
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|---|---|
| Authors: | Nguyen, Cuong ; Bhatti, Muhammad Ishaq ; Komorníková, Magda ; Komorník, Jozef |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 58.2016, p. 283-292
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| Subject: | Mixed copula | Gold price | Stock market | Risk management | Aktienmarkt | Börsenkurs | Share price | Gold | USA | United States | Multivariate Verteilung | Multivariate distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.05.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011647353