Frontier of error minimization from copula model application: Evidence from dependence structure of BRICS's stock markets

Frontier of error minimization from copula model application: Evidence from dependence structure of BRICS's stock markets

© Published under licence by IOP Publishing Ltd. This study is proposed to focus on the comparison between Maximum Likelihood estimation (MLE) and Maximum Entropy bootstrap testing (MEboot) in AR-GARCH model in order to seek the frontier of error minimization or the minimum error terms by employing...

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書目詳細資料
Main Authors:	Jittima Singvejsakul, Chukiat Chaiboonsri, Songsak Sriboonchitta
格式:	Conference Proceeding
出版:	2018
主題:	Physics and Astronomy
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85051405751&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/59119
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