Modelling the Dependence Structure of MUR/USD and MUR/INR Exchange Rates using Copula
Year of publication: |
2012
|
---|---|
Authors: | Jowaheer, Vandna ; Ameerudden, Nafeessah Z. B. |
Published in: |
International Journal of Economics and Financial Issues. - Econjournals. - Vol. 2.2012, 1, p. 27-32
|
Publisher: |
Econjournals |
Subject: | Dependence structure | Exchange rates | Hyperbolic Distribution |
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