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- W3125242007 abstract "This paper applies multivariate factor copula modeling methods to study the dependence relationships of exchange rates. We found that conditional on the common factors, the dependence among the chosen currencies is weakly asymmetric, and the two-factor Gaussian copula modeling hypothesis is more appropriate." @default.
- W3125242007 created "2021-02-01" @default.
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- W3125242007 date "2011-07-31" @default.
- W3125242007 modified "2023-09-26" @default.
- W3125242007 title "Factor Copula Models and Their Application in Studying the Dependence of the Exchange Rate Returns" @default.
- W3125242007 hasPublicationYear "2011" @default.
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