Volatility Linkages Between Price Returns of Crude Oil and Crude Palm Oil in the ASEAN Region: A Copula Based GARCH Approach

Teera Kiatmanaroch, Ornanong Puarattanaarunkorn, Kittawit Autchariyapanitkul, Songsak Sriboonchitta. Volatility Linkages Between Price Returns of Crude Oil and Crude Palm Oil in the ASEAN Region: A Copula Based GARCH Approach. In Van-Nam Huynh, Masahiro Inuiguchi, Thierry Denoeux, editors, Integrated Uncertainty in Knowledge Modelling and Decision Making - 4th International Symposium, IUKM 2015, Nha Trang, Vietnam, October 15-17, 2015, Proceedings. Volume 9376 of Lecture Notes in Computer Science, pages 428-439, Springer, 2015. [doi]

Abstract

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