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A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market Risks.

Benchawanaree ChodchuangnirunWoraphon YamakaChatchai Khiewngamdee
Published in: IUKM (2018)
Keyphrases
  • dynamic environments
  • decision making
  • neural network
  • stock market
  • correlation coefficient
  • pricing strategies