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...
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| Main Authors: | , , , |
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| Format: | Book Series |
| Published: |
2018
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85037834227&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43888 |
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| Institution: | Chiang Mai University |
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