Predicting contagion from the US financial crisis to international stock markets using dynamic copula with google trends

Predicting contagion from the US financial crisis to international stock markets using dynamic copula with google trends

© 2019 by the authors. The accuracy of contagion prediction has been one of the most widely investigated and challenging problems in economic research. Much effort has been devoted to investigating the key determinant of contagion and enhancing more powerful prediction models. In this study, we aim...

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書目詳細資料
Main Authors:	Paravee Maneejuk, Woraphon Yamaka
格式:	雜誌
出版:	2020
主題:	Mathematics
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85075367016&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/67897
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