Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index /
Hurd, Matthew,1980-
Salmon, Mark H.(Mark Howard),1949-
Schleicher, Christoph.
Centre for Economic Policy Research (Great Britain)
London : Centre for Economic Policy Research,
2005.
Title from cover.
"Financial economics."
Includes bibliographical references (p. 31-32).
Foreign exchange rates
Also available from the CEPR World Wide Web site (www.cepr.org).