A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market Risks

Benchawanaree Chodchuangnirun, Woraphon Yamaka, Chatchai Khiewngamdee

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Benchawanaree Chodchuangnirun, Woraphon Yamaka, Chatchai Khiewngamdee

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Chatchai Khiewngamdee

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Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Published Date

01 Jan 2018

DOI

10.1007/978-3-319-75429-1_24

ISSN

0302-9743

Scopus EID

2-s2.0-85043974797

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