The best copula modeling of dependence structure among gold, oil prices, and U.S. currency

© Springer International Publishing AG 2016. As internationally traded commodities typically depend on the value of US dollar, this paper especially focuses on the most traded commodities, gold and crude oil, and tries to examine the dependence structures between these variables and the US currency....

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Main Authors: Pastpipatkul P., Maneejuk P., Sriboonchitt S.
格式: Book Series
出版: 2017
在線閱讀:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85006063433&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/42376
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機構: Chiang Mai University