
The Price Linkage between Oil, Gold, Stock and Exchange Rate Based on Vine Copula
Author(s) -
Hongjian Sun
Publication year - 2019
Publication title -
iop conference series. materials science and engineering
Language(s) - English
Resource type - Journals
eISSN - 1757-899X
pISSN - 1757-8981
DOI - 10.1088/1757-899x/484/1/012021
Subject(s) - vine copula , economics , linkage (software) , financial economics , stock market , copula (linguistics) , china , stock (firearms) , portfolio , monetary economics , econometrics , mechanical engineering , paleontology , biochemistry , chemistry , horse , biology , political science , law , gene , engineering