Mixed-copulas approach in examining the relationship between oil prices and ASEAN’s stock markets

© 2018, Springer International Publishing AG. This study aims to examine the relationship between oil prices and stock markets in five ASEAN countries: Thailand, Indonesia, Malaysia, Singapore, and the Philippines. Copula approach is used for modelling dependence structure between variables. In esse...

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書目詳細資料
Main Authors: Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
格式: Book Series
出版: 2018
在線閱讀:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038858065&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/43866
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機構: Chiang Mai University