Dependency between Exchange Rate and Gold Price via Copula-DCC-GARCH Approach

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YILDIRIM E., CENGİZ M. A.

International Journal for Scientific Research and Development, vol.6, no.5, pp.974-978, 2018 (Peer-Reviewed Journal)

• Publication Type: Article / Article
• Volume: 6 Issue: 5
• Publication Date: 2018
• Journal Name: International Journal for Scientific Research and Development
• Page Numbers: pp.974-978
• Ankara Haci Bayram Veli University Affiliated: No