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Analysis of Volatility of and Dependence between Exchange Rate and Inflation Rate in Lao People's Democratic Republic Using Copula-Based GARCH Approach.
Tongvang Xiongtoua
Songsak Sriboonchitta
Published in:
TES (2014)
Keyphrases
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exchange rate
stock price
foreign exchange
economic growth
financial crisis
long run
currency exchange
financial time series
monetary policy
quantitative analysis
data mining
financial markets
non stationary
state space
probabilistic model
long term
data analysis