"A Vine Copula Approach for Analyzing Financial Risk and Co-movement of the ..."

Songsak Sriboonchitta et al. (2014)

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DOI: 10.1007/978-3-319-03395-2_16

access: closed

type: Conference or Workshop Paper

metadata version: 2024-08-04

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  - conf/tes2/SriboonchittaLK14a
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Songsak Sriboonchitta, Jianxu Liu, Vladik Kreinovich, Hung T. Nguyen:
A Vine Copula Approach for Analyzing Financial Risk and Co-movement of the Indonesian, Philippine and Thailand Stock Markets. TES 2014: 245-257

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