Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index

By Matthew Hurd, Mark Salmon, C. Schleicher. 2005

46 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/0a930018ba4e3db7309e2d264c7e502a73045268

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Christian Cech
2. Wolfgang Aussenegg

In Finance

1. Christian Cech
2. Wolfgang Aussenegg

Citations in the corpus

• A new copula approach for high-dimensional real world portfolios (2012, background): “[20], Jondeau and Rockinger [23], Junker et al.”