Modeling volatility and dependency of agricultural price...

Modeling volatility and dependency of agricultural price and production indices of Thailand: Static versus time-varying copulas

Sriboonchitta, Songsak, Nguyen, Hung T., Wiboonpongse, Aree, Liu, Jianxu
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Volume:
54
Language:
english
Journal:
International Journal of Approximate Reasoning
DOI:
10.1016/j.ijar.2013.01.004
Date:
August, 2013
File:
PDF, 1.03 MB
english, 2013
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