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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| Main Authors: | , , |
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| 格式: | Conference Proceeding |
| 出版: |
2018
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| 主題: | |
| 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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| 機構: | Chiang Mai University |