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Browsing Mathematics by Author "b6582903-eefb-46d7-88ca-2cf60dfa367e"
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Adil, Asem
(Nazarbayev University School of Sciences and Humanities, 2020-04-30)
In this project, the bivariate dependence structures between the Japanese Yen, Chinese Yuan, and
Hong Kong Dollar exchange rates against the US Dollar are studied by using time-invariant and
time-varying copulas. The ...