The Economic Evaluation of Volatility Timing on Commodity Futures Using Periodic GARCH-Copula Model.

Xue Gong Songsak Sriboonchitta Jianxu Liu

Published in: IUKM (2015)

Keyphrases

probabilistic model
evaluation model
theoretical analysis
computational model
evaluation method
garch model
formal model
statistical model
experimental data
mathematical model
theoretical framework
neural network
monte carlo simulation
gaussian mixture
em algorithm
evaluation framework
information retrieval