Modeling dependence dynamics of air pollution: Time series analysis using a copula based GARCH type model
This paper investigates the dependence structure between the Air Pollution Index (API) of Shenzhen and corresponding regional, national levels based on copula based GARCH models. In particular, time varying normal copula and time varying SJC copula are compared and employed to model the dependence s...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book Series |
| Published: |
2018
|
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84872800207&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/48220 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Chiang Mai University |