Extreme value copula analysis of dependences between exchange rates and exports of Thailand
This study aims to investigate a correlation of the dependence structure between USD/THB exchange rate and exports of Thailand, using extreme value copula by combining the bivariate Generalized Pareto Distribution (GPD) extreme value theory and copula. Maximum likelihood method was adopted to fit a...
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=84897886358&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/45600 |
| 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 |