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1

A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market Risks

A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market Risks

بواسطة Benchawanaree Chodchuangnirun, Woraphon Yamaka, Chatchai Khiewngamdee
منشور في 2018

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2

Pairs Trading via Nonlinear Autoregressive GARCH Models

Pairs Trading via Nonlinear Autoregressive GARCH Models

بواسطة Benchawanaree Chodchuangnirun, Kongliang Zhu, Woraphon Yamaka
منشور في 2018

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احصل على النص الكامل

Book Series