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"Large asymmetry and directional dependence by using copula modeling to ..."

Daiho Uhm, Jong-Min Kim, Yoon-Sung Jung (2012)

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DOI: 10.3233/MAS-2012-00244

access: closed

type: Journal Article

metadata version: 2022-11-11

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Daiho Uhm, Jong-Min Kim, Yoon-Sung Jung:
Large asymmetry and directional dependence by using copula modeling to currency exchange rates. Model. Assist. Stat. Appl. 7(4): 327-340 (2012)

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