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Investigating relationship between gold price and crude oil price using interval data with copula based GARCH

Teerawut Teetranont, Somsak Chanaim, Woraphon Yamaka, Songsak Sriboonchitta

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Teerawut Teetranont, Somsak Chanaim, Woraphon Yamaka, Songsak Sriboonchitta
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Teerawut Teetranont

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Journal
Studies in Computational Intelligence
Published Date
01 Jan 2018
DOI
10.1007/978-3-319-70942-0_47
ISSN
1860-949X
Scopus EID
2-s2.0-85037834227
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