Modeling dependence dynamics of air pollution: Time series analysis using a copula based GARCH type model

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...

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書目詳細資料
Main Authors:	He Zhanqiong, Songsak Sriboonchitta, Dai Jing
格式:	Book Series
出版:	2018
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84872800207&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/48220
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

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