Analyzing financial risk and co-movement of gold market, and Indonesian, Philippine, and Thailand stock markets: Dynamic copula with markov-switching
© Springer International Publishing Switzerland 2016. In this paper, we analyze the dependency between the Thailand, Indonesia, and the Philippine (TIP) stock markets and gold markets using dynamic copula with the Markov-switching model with 2 regimes, namely high dependence and low dependence regim...
محفوظ في:
المؤلفون الرئيسيون: | Pastpipatkul P., Yamaka W., Sriboonchitta S. |
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التنسيق: | Book Series |
منشور في: |
2017
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الوصول للمادة أونلاين: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84952700779&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42241 |
الوسوم: |
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المؤسسة: | Chiang Mai University |
مواد مشابهة
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Analyzing financial risk and co-movement of gold market, and Indonesian, Philippine, and Thailand stock markets: Dynamic copula with markov-switching
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A vine copula approach for analyzing financial risk and co-movement of the Indonesian, Philippine and Thailand stock markets
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A vine copula approach for analyzing financial risk and co-movement of the Indonesian, Philippine and Thailand stock markets
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A copula-based markov switching seemingly unrelated regression approach for analysis the demand and supply on sugar market
بواسطة: Pastpipatkul P., وآخرون
منشور في: (2017) -
A copula-based markov switching seemingly unrelated regression approach for analysis the demand and supply on sugar market
بواسطة: Pathairat Pastpipatkul, وآخرون
منشور في: (2018)