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

• المؤلفون الرئيسيون: Paravee Maneejuk, Woraphon Yamaka
• التنسيق: دورية
• منشور في: 2020
• الموضوعات: Mathematics
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85075367016&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/67897
• المؤسسة: Chiang Mai University

© 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...