The conditional dependence structure between precious metals: a copula-GARCH approach
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More about this item
Keywordsprecious metals; dependence structure; copula-GARCH; market states;
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-06-22 (All new papers)
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