DCC-GARCH-Copula Approach in Modelling Dependencybetween Stock and Government Bonds

YILDIRIM E., CENGİZ M. A.

2nd International Conference on Data Science and Applications (ICONDATA’19, 3 - 06 October 2019, (Full Text)

• Publication Type: Conference Paper / Full Text
• Ankara Haci Bayram Veli University Affiliated: No