Modeling currency exchange data with asymmetric copula functions

DOI10.1007/978-3-030-85254-2_4MaRDI QIDQ6637735

Sibel Acik Kemaloglu, Ömer Ozan Evkaya, Emel Kizilok Kara

Publication date: 13 November 2024

zbMATH Keywords

currency exchange ratedirectional dependenceasymmetric copulaKhoudraji copula

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Macroeconomic theory (monetary models, models of taxation) (91B64)

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