"Modeling volatility and dependency of agricultural price and production ..."

Songsak Sriboonchitta et al. (2013)

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DOI: 10.1016/J.IJAR.2013.01.004

access: open

type: Journal Article

metadata version: 2024-08-04

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Songsak Sriboonchitta, Hung T. Nguyen, Aree Wiboonpongse, Jianxu Liu:
Modeling volatility and dependency of agricultural price and production indices of Thailand: Static versus time-varying copulas. Int. J. Approx. Reason. 54(6): 793-808 (2013)

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