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"Modeling the Dependence Among Crude Oil, Stock and Exchange Rate: A ..."

Payap Tarkhamtham, Woraphon Yamaka, Songsak Sriboonchitta (2019)

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DOI: 10.1007/978-3-030-04200-4_59

access: closed

type: Conference or Workshop Paper

metadata version: 2020-09-05

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  - conf/econvn/TarkhamthamYS19
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Payap Tarkhamtham, Woraphon Yamaka, Songsak Sriboonchitta:
Modeling the Dependence Among Crude Oil, Stock and Exchange Rate: A Bayesian Smooth Transition Vector Autoregression. ECONVN 2019: 828-839

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