The appropriate forecasting models and dependence measurement: Real estate sector stock and Shenzhen index in People’s Republic of China
Year of publication: |
2012
|
---|---|
Authors: | Zhou, Lili ; Chokethaworn, Kanchana ; Chaiboonsri, Chukiat ; Chaitip, Prasert |
Published in: |
The Empirical Econometrics and Quantitative Economics Letters. - Faculty of Economics. - Vol. 1.2012, 3, p. 77-92
|
Publisher: |
Faculty of Economics |
Subject: | Linear | Nonlinear | Copulas | Exchange Rate | Forecasting | Dependence |
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