Analyzing financial risk and co-movement of gold market, and Indonesian, Philippine, and Thailand stock markets: Dynamic copula with markov-switching

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...

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書目詳細資料
Main Authors:	Pastpipatkul P., Yamaka W., Sriboonchitta S.
格式:	Book Series
出版:	2017
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84952700779&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42241
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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