Economic Modelling · 2016 · 111 citations · 43 references
BusinessBusiness EconomicsEconomicsFinancial EconomicsFinancial MarketsMathematical EconomicsCapital MarketsDependence ModelingFinancial MathematicsMarket IntegrationCopula DistributionsCopula EstimationCopula Models
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Multivariate Models and Dependence Concepts.
Trevor J. Ringrose, Harry Joe · Biometrics · 1998 · 3.5K citations
Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
Dirk G. Baur, Brian M. Lucey · Financial Review · 2010 · 2.3K citations
MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*
Andrew J. Patton · International Economic Review · 2006 · 2.1K citations