The understanding of dependence structure measurement: Evidence from natural rubber imports of ASEAN

© 2019 IOP Publishing Ltd. All rights reserved. This paper is proposed to focuses on the time series data study and rare structures of natural rubber, which cannot precise imply in regular non-linear estimation. The Maximum entropy bootstrapping estimator (MEboot), Stochastic dominance, the AR-GARCH...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Kewalin Somboon, Chukiat Chaiboonsri, Satawat Wannapan, Songsak Sriboonchitta
التنسيق: وقائع المؤتمر
منشور في: 2020
الموضوعات:
الوصول للمادة أونلاين:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85074927139&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/68089
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المؤسسة: Chiang Mai University
الوصف
الملخص:© 2019 IOP Publishing Ltd. All rights reserved. This paper is proposed to focuses on the time series data study and rare structures of natural rubber, which cannot precise imply in regular non-linear estimation. The Maximum entropy bootstrapping estimator (MEboot), Stochastic dominance, the AR-GARCH model and Copula models were applied to research the outcome of natural rubber demand in ASEAN. The results illustrate which countries were the dominator who leads rubber importing trend in ASEAN region and also beneficial for develop policies concerned by the natural rubber production development and promotion.