Economic forecasting based on copula quantile curves and beliefs

Economic forecasting based on copula quantile curves and beliefs

© 2014 by the Mathematical Association of Thailand. All rights reserved. This paper applies belief functions-based copula quantile curves model to capture dependence structure between crude oil and corn returns, and quantify uncertainty of the corn returns at one step period. We employ the time-vary...

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書目詳細資料
Main Authors:	Liu,J., Sriboonchitta,S.
格式:	Article
出版:	Chiang Mai University 2015
主題:	Mathematics (all)
在線閱讀:	http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=84907244609&origin=inward http://cmuir.cmu.ac.th/handle/6653943832/39137
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

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