Time evolutions of copulas and foreign exchange markets

DOI10.1016/J.INS.2018.07.052MaRDI QIDQ2200586zbMATH OpenOpenAlexWikidataFDO

Authors I. Kupka, Naoyuki Ishimura, Yasukazu Yoshizawa, Ledys Salazar, M. Stehlík, Jozef Kiselak

Publication date 22 September 2020

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10533/232512

zbMATH Keywords

convergencecopulaevolutionForeXLipschitzianity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cited in

(3)

• Risk estimation in exchange rate markets based on stochastic copula approach
• scientific article; zbMATH DE number 6781436 (Why is no real title available?)
• On testing the changes in trends of stock market index and rates

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Uses Software

• R

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