Risk valuation of precious metal returns by histogram valued time series
© Springer International Publishing AG 2018. The price of precious metals is highly volatile and it can bring both risk and fortune to traders and investors, and therefore should be examined. In this paper, we introduce an approach to fitting a Copula-GARCH to valued time series and apply this metho...
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| Main Authors: | , , |
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| 格式: | Book Series |
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2018
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85037837990&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43873 |
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| 機構: | Chiang Mai University |