Volatility Linkages Between Price Returns of Crude Oil and Crude Palm Oil in the ASEAN Region: A Copula Based GARCH Approach.
Teera KiatmanarochOrnanong PuarattanaarunkornKittawit AutchariyapanitkulSongsak SriboonchittaPublished in: IUKM (2015)
Keyphrases
- crude oil
- garch model
- oil field
- exchange rate
- stock market
- long run
- stock price
- palmprint
- sar images
- multivariate time series
- quality control
- region of interest
- artificial intelligence
- neural network
- maximum likelihood
- evolutionary algorithm
- artificial neural networks
- image processing
- heavy tailed
- genetic algorithm
- machine learning