Modeling volatility and dependency of agricultural price and production indices of Thailand: Static versus time-varying copulas

Songsak Sriboonchitta, Hung T. Nguyen, Aree Wiboonpongse, Jianxu Liu. Modeling volatility and dependency of agricultural price and production indices of Thailand: Static versus time-varying copulas. Int. J. Approx. Reasoning, 54(6):793-808, 2013. [doi]

Abstract

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