On mathematical modeling and analysis of co-movement and optimal portfolios of stock markets
© 2016 by the Mathematical Association of Thailand. All rights reserved. This paper proposes to use the concept of time-varying copulas in probability theory as an appropriate mathematical modeling tool for investigating an important problem in economics, namely the co-movement of stock markets as w...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Journal |
| Published: |
2018
|
| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84985955348&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55945 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Chiang Mai University |
Be the first to leave a comment!