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

• Main Authors: Sirikanchanarak D., Liu J., Sriboonchitta S., Xie J.
• 格式: Book Series
• 出版: 2017
• 在線閱讀: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84952700782&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/42401
• 機構: Chiang Mai University

© 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-...