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Q5121471 - MaRDI portal

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scientific article; zbMATH DE number 7246960
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English
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scientific article; zbMATH DE number 7246960

    Statements

    author
    O. Puarattanaarunkorn
    0 references
    T. Kiatmanaroch
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    Songsak Sriboonchitta
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    publication date
    14 September 2020
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    zbMATH Keywords
    ARMA-GARCH
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    copula
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    dependence structure
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    TOURISM index
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    TRANS index
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    Identifiers

    Mathematics Subject Classification ID
    91G15
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    62P05
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    62H05
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    zbMATH DE Number
    7246960
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