Dependence dynamics among exchange rates, commodities and the Brazilian stock market using the R-vine SCAR model

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Bibliographische Detailangaben
Veröffentlicht in:Journal of risk
1. Verfasser: Salgado, Daniel Henrique (VerfasserIn)
Weitere Verfasser: Candido, Osvaldo (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: December 2018
Schlagworte:
regular vine copulas > dependence dynamics > financial markets > multivariate analysis > Aufsatz in Zeitschrift
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