Modeling nonlinear dependence structure using logistic smooth transition copula model
© 2019 by the Mathematical Association of Thailand. All rights reserved. This study introduces a new measure of dependence for financial studies in the context of nonlinear modelling, termed as the logistic smooth transition (LST) copula. The model is based on a bivariate copula incorporated with a...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Journal |
| Published: |
2019
|
| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85068474945&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/65689 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Chiang Mai University |