Analysis of transmission and co-movement of rice export prices between Thailand and Vietnam

• المؤلفون الرئيسيون: Sirikanchanarak D., Liu J., Sriboonchitta S., Xie J.
• التنسيق: Book Series
• منشور في: 2017
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84952700782&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/42401

© 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-...