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Price Volatility Dependence Structure Change Among Agricultural Commodity Futures Due to Extreme Event: An Analysis with the Vine Copula.

Konnika PalasonTanapol RattanasamakarnRoengchai Tansuchat
Published in: IUKM (2022)
Keyphrases
  • dependence structure
  • domain specific
  • bayesian networks
  • gaussian mixture model
  • image segmentation
  • text mining
  • subband
  • stock market
  • financial markets