Modelling the bivariate dependence structure of exchange rates before and after the introduction of the Euro : a semi-parametric approach
Year of publication: |
2011
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Authors: | Boero, Gianna ; Silvapulle, Paramsothy ; Tursunalieva, Ainura |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 16.2011, 4, p. 357-374
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Subject: | Copulas | non-parametric plots | semi-parametric methods | tail dependence | Nichtparametrisches Verfahren | Nonparametric statistics | Wechselkurs | Exchange rate | Multivariate Verteilung | Multivariate distribution | Schätzung | Estimation | Euro | Theorie | Theory | EU-Staaten | EU countries |
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