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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| Format: | Article |
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Chiang Mai University
2015
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| Online Access: | http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=84907244609&origin=inward http://cmuir.cmu.ac.th/handle/6653943832/39137 |
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| Institution: | Chiang Mai University |
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