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Archaeology International
Architecture_MPS
Europe and the World: A law review
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Modeling Dependence in Econometrics
Relationship between Exchange Rates, Palm Oil Prices, and Crude Oil Prices: A Vine Copula Based GARCH Approach
other
Author(s):
Teera Kiatmanaroch
,
Songsak Sriboonchitta
Publication date
(Print):
2014
Publisher:
Springer International Publishing
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Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev
(1986)
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Pair-copula constructions of multiple dependence
Kjersti Aas
,
Claudia Czado
,
Arnoldo Frigessi
…
(2009)
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Vines--a new graphical model for dependent random variables
Tim Bedford
,
Roger M Cooke
(2002)
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Author and book information
Book Chapter
Publication date (Print):
2014
Pages
: 399-413
DOI:
10.1007/978-3-319-03395-2_25
SO-VID:
76bd4968-6bfb-4f29-8e70-71dd6b693c06
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Book chapters
pp. 399
Relationship between Exchange Rates, Palm Oil Prices, and Crude Oil Prices: A Vine Copula Based GARCH Approach
pp. 127
Pairs Trading via Three-Regime Threshold Autoregressive GARCH Models
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