Vandna Jowaheer, Nafeessah Z. B. Ameerudden

Modelling the Dependence Structure of MUR/USD and MUR/INR Exchange Rates using Copula

Modelling the Dependence Structure of MUR/USD and MUR/INR Exchange Rates using Copula

International Journal of Economics and Financial Issues

2012-Cilt: 2 Sayı: 1

27-32

Bivariate copula, Dependence structure, Exchange rates, Hyperbolic Distribution

6370