Analysis of transmission and co-movement of rice export prices between Thailand and Vietnam
© Springer International Publishing Switzerland 2016. Copulas have become one of the most significant new tools to measure nonlinear dependence structure and tail dependence. Combining time-varying copulas and VAR model with kernel density function, this paper proposes a new method, called the time-...
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| Main Authors: | , , , |
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| Format: | Book Series |
| Published: |
2017
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84952700782&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42401 |
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| Institution: | Chiang Mai University |