Pages that link to "Item:Q4554244"
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The following pages link to Hedges or safe havens—revisit the role of gold and USD against stock: a multivariate extended skew-<i>t</i>copula approach (Q4554244):
Displaying 4 items.
- Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management (Q2059101) (← links)
- A time-varying multivariate noncentral contaminated normal copula model and its application to the visualized dependence analysis of Hong Kong stock markets (Q2213441) (← links)
- Dependence and risk spillover among hedging assets: evidence from Bitcoin, gold, and USD (Q2236215) (← links)
- Identify the characteristic in the evolution of the causality between the gold and dollar (Q2700293) (← links)
