"An Analysis of Volatility and Dependence between Rubber Spot and Futures ..."

Phattanan Boonyanuphong, Songsak Sriboonchitta (2014)

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DOI: 10.1007/978-3-319-03395-2_27

access: closed

type: Conference or Workshop Paper

metadata version: 2018-08-15

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Phattanan Boonyanuphong, Songsak Sriboonchitta:
An Analysis of Volatility and Dependence between Rubber Spot and Futures Prices Using Copula-Extreme Value Theory. TES 2014: 431-444

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