Modeling foreign exchange rates using copula-based autoregressive conditional duration models (Q2888199)
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scientific article; zbMATH DE number 6039688
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| English | Modeling foreign exchange rates using copula-based autoregressive conditional duration models |
scientific article; zbMATH DE number 6039688 |
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30 May 2012
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copula
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autoregressive conditional duration models
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exchange rates
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financial applications
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survival models
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Modeling foreign exchange rates using copula-based autoregressive conditional duration models (English)
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0.7780408263206482
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0.7478368878364563
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0.7438865303993225
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0.7352789044380188
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