Measuring Dynamic Dependency using Time-Varying Copulas with Extended Parameters: Evidence from Exchange Rates Data

Publication date: Available online 26 March 2021Source: MethodsXAuthor(s): Atina Ahdika, Dedi Rosadi, Adhitya Ronnie Effendie, Gunardi

Source: MethodsX - March 27, 2021 Category: Science Source Type: research