Dependence structure between TOURISM and TRANS sector indices of the stock exchange of Thailand

© 2014 by the Mathematical Association of Thailand. All rights reserved. Sriboonchitta et al. [1] argued that the traditional multivariate analysis imposed some strong assumptions and suggested to use the copula approach that provided better flexibility for the analysis. Thus, this study used the co...

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Bibliographic Details
Main Authors: O. Puarattanaarunkorn, T. Kiatmanaroch, S. Sriboonchitta
Format: Journal
Published: 2018
Subjects:
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84907252619&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/53695
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Institution: Chiang Mai University