Analysis of transmission and co-movement of rice export prices between Thailand and Vietnam
© Springer International Publishing Switzerland 2016. Copulas have become one of the most significant new tools to measure nonlinear dependence structure and tail dependence. Combining time-varying copulas and VAR model with kernel density function, this paper proposes a new method, called the time-...
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Book Series |
| Published: |
2018
|
| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84952700782&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55583 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Chiang Mai University |