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Estimation of Contagion: Bayesian Model Averaging on Tail Dependence of Mixture Copula

Sundusit Saekow, Phisanu Chiawkhun, Woraphon Yamaka, Nawapon Nakharutai, Parkpoom Phetpradap

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Sundusit Saekow, Phisanu Chiawkhun, Woraphon Yamaka, Nawapon Nakharutai, Parkpoom Phetpradap
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Phisanu Chiawkhun

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Journal
Mathematics
Published Date
01 Nov 2024
DOI
10.3390/math12213350
ISSN
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Scopus EID
2-s2.0-85208434876
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