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....

全面介紹

Saved in:
書目詳細資料
Main Authors: Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitt
格式: Book Series
出版: 2018
主題:
在線閱讀:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85006063433&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/55569
標簽: 添加標簽
沒有標簽, 成為第一個標記此記錄!
機構: Chiang Mai University