Open AccessRisk Estimation in Exchange Rate Markets Based on Stochastic Copula Approach
Author(s) -
Erol Terzi,
Emre Yıldırım,
Bünyamin Sarıbacak,
Mehmet Ali Cengiz
Publication year - 2022
Publication title -
discrete dynamics in nature and society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.264
H-Index - 39
eISSN - 1607-887X
pISSN - 1026-0226
DOI - 10.1155/2022/8467691
Subject(s) - copula (linguistics) , econometrics , exchange rate , portfolio , computer science , mathematics , economics , finance
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