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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Main Authors: Liu,J., Sriboonchitta,S.
格式: Article
出版: Chiang Mai University 2015
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http://cmuir.cmu.ac.th/handle/6653943832/39137
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