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...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book Series |
| Published: |
2018
|
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84897837700&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/45237 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Chiang Mai University |
Be the first to leave a comment!