Investigating Relationship Between Gold Price and Crude Oil Price Using Interval Data with Copula Based GARCH

Teerawut Teetranont, Somsak Chanaim, Woraphon Yamaka, Songsak Sriboonchitta. Investigating Relationship Between Gold Price and Crude Oil Price Using Interval Data with Copula Based GARCH. In Vladik Kreinovich, Songsak Sriboonchitta, Nopasit Chakpitak, editors, Predictive Econometrics and Big Data. Volume 753 of Studies in Computational Intelligence, pages 656-669, Springer, 2018. [doi]

Abstract

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