Dependence analysis of exchange rate and international trade of Thailand: Application of vine copulas
This paper aims to investigate the correlation of multivariate dependences between the international trade of Thailand and the USD/THB exchange rate using vine copulas, including canonical (C-vine) and drawable (D-vine) vine copulas which are very flexible dependency structures. Another advantage is...
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| Main Authors: | , |
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| Format: | Book Series |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84897834670&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/53426 |
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| Institution: | Chiang Mai University |