Modelling European exchange rates and VAR with copula approach
Maria Bohdalová, Michal Greguš
| Year of publication: |
December 2014
|
|---|---|
| Authors: | Bohdalová, Maria ; Greguš, Michal |
| Published in: |
Selected papers July 2014 Business & Economics Society International Conference ; Volume 2. - Worcester, MA, USA : B & ESI, Business & Economics Society International. - 2014, p. 172-180
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| Subject: | Wechselkurs | Exchange rate | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | EU-Staaten | EU countries | Volatilität | Volatility | Risikomaß | Risk measure | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Europa | Europe |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011941378