Benchawanaree Chodchuangnirun, Woraphon Yamaka, Chatchai Khiewngamdee. A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market Risks. In Van-Nam Huynh, Masahiro Inuiguchi, Dang Hung Tran, Thierry Denoeux, editors, Integrated Uncertainty in Knowledge Modelling and Decision Making - 6th International Symposium, IUKM 2018, Hanoi, Vietnam, March 15-17, 2018, Proceedings. Volume 10758 of Lecture Notes in Computer Science, pages 289-301, Springer, 2018. [doi]
Abstract is missing.