scientific article; zbMATH DE number 7246952
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Publication:5121460
zbMath1463.62345MaRDI QIDQ5121460
Songsak Sriboonchitta, Apiwat Ayusuk
Publication date: 14 September 2020
Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/1334
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Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32) Economic time series analysis (91B84) Risk models (general) (91B05)
Related Items (2)
Unnamed Item ⋮ Portfolios Optimization Under Regime Switching Model: Evidences in the American Bonds and Other Financial Assets
Cites Work
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