An analysis of relationship between gold price and U.S. dollar index by using bivariate extreme value copulas
In this study, we analyse the behaviour of the gold price and U.S. dollar index by using bivariate extreme value and extreme value copulas. For measuring the dependence structure between the returns on gold price and U.S. dollar index, the paper uses the extreme value copula theory. This study prese...
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| Main Authors: | , , |
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| 格式: | Book Series |
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2018
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84897837700&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/45237 |
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| 機構: | Chiang Mai University |