Risk valuation of precious metal returns by histogram valued time series

Risk valuation of precious metal returns by histogram valued time series

© Springer International Publishing AG 2018. The price of precious metals is highly volatile and it can bring both risk and fortune to traders and investors, and therefore should be examined. In this paper, we introduce an approach to fitting a Copula-GARCH to valued time series and apply this metho...

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書目詳細資料
Main Authors:	Pichayakone Rakpho, Woraphon Yamaka, Roengchai Tansuchat
格式:	Book Series
出版:	2018
主題:	Computer Science
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85037837990&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58537
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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