Scholars@Duke publication: Modelling Time-Varying Exchange Rate Dependence using the Conditional Copula

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Modelling Time-Varying Exchange Rate Dependence using the Conditional Copula

Publication , Journal Article

Patton, AJ

June 2001

Duke Scholars

Author Andrew J. Patton Economics

Publication Date

June 2001

Citation

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Patton, A. J. (2001). Modelling Time-Varying Exchange Rate Dependence using the Conditional Copula.

Patton, Andrew J. “Modelling Time-Varying Exchange Rate Dependence using the Conditional Copula,” June 2001.

Patton AJ. Modelling Time-Varying Exchange Rate Dependence using the Conditional Copula. 2001 Jun;

Patton, Andrew J. Modelling Time-Varying Exchange Rate Dependence using the Conditional Copula. June 2001.

Patton AJ. Modelling Time-Varying Exchange Rate Dependence using the Conditional Copula. 2001 Jun;

Publication Date

June 2001