on Correlation between RMB Exchange Rate and Real Estate Price based on Financial Engineering
نویسندگان
چکیده
منابع مشابه
Modelling Co-movement between Onshore and Offshore RMB Exchange Rate Based on Copula
This paper investigates the dependence of the exchange rate of Onshore RMB and Offshore RMB against U.S. dollar, i.e. CNY and CNH, based on copula models. We select ten different copulas to construct multivariate distribution for RMB exchange rate. The empirical results show that time-invariant Student-t copula is the best model to fit the sample data. The positive of upper and lower dependence...
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ژورنال
عنوان ژورنال: Systems Engineering Procedia
سال: 2012
ISSN: 2211-3819
DOI: 10.1016/j.sepro.2011.11.020