Investigating relationship between gold price and crude oil price using interval data with copula based GARCH
© Springer International Publishing AG 2018. This study investigates and compares the performance of center method, equal weighted convex combination and unequal-weighted convex combination methods through various GARCH and copula-based approaches for the analysis of relationship between gold and cr...
Saved in:
| Main Authors: | , , , |
|---|---|
| 格式: | Book Series |
| 出版: |
2018
|
| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85037834227&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43888 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Chiang Mai University |