Investigating relationship between gold price and crude oil price using interval data with copula based GARCH

• المؤلفون الرئيسيون: Teerawut Teetranont, Somsak Chanaim, Woraphon Yamaka, Songsak Sriboonchitta
• التنسيق: Book Series
• منشور في: 2018
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85037834227&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/43888
• المؤسسة: Chiang Mai University

© 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...