Modeling the dependence among crude oil, stock and exchange rate: A bayesian smooth transition vector autoregression

Modeling the dependence among crude oil, stock and exchange rate: A bayesian smooth transition vector autoregression

© Springer Nature Switzerland AG 2019. This study aims to investigate the relationship among West Texas Intermediate crude oil price which represents crude oil, Down Jones Industrial Index and exchange rate. We use smooth transition vector autoregression with Bayesian estimator to estimate the relat...

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書目詳細資料
Main Authors:	Payap Tarkhamtham, Woraphon Yamaka, Songsak Sriboonchitta
格式:	Book Series
出版:	2019
主題:	Computer Science
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85065612800&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/65530
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