Analysis of dependence structure between the Rand/U.S Dollar exchange rate and the gold/platinum prices
Copulas functions are a flexible tool for modelling the dependence structure between variables. The joint and marginal distributions of Copulas are not constrained by the assumptions of normality. This study examines the dependence structure between the gold, platinum prices and the ZAR/U.S.D exchan...
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| Format: | Others |
| Language: | en |
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2019
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| Online Access: | Malandala, Kajingulu (2018) Analysis of dependence structure between the Rand/U.S Dollar exchange rate and the gold/platinum prices, University of South Africa, Pretoria, <http://hdl.handle.net/10500/25239> http://hdl.handle.net/10500/25239 |