Vine Copula-Cross Entropy Evaluation of Dependence Structure and Financial Risk in Agricultural Commodity Index Returns - researchr publication authors

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Songsak Sriboonchitta, Jianxu Liu, Aree Wiboonpongse. Vine Copula-Cross Entropy Evaluation of Dependence Structure and Financial Risk in Agricultural Commodity Index Returns. In Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, editors, Modeling Dependence in Econometrics - Selected Papers of the Seventh International Conference of the Thailand Econometric Society, TES 2014, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014. Volume 251 of Advances in Intelligent Systems and Computing, pages 275-287, Springer, 2014. [doi]

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