文章基本信息

标题：The Appropriate Model and Dependence Measures of Thailand’s Exchange Rate and Malaysia’s Exchange Rate: Linear, Nonlinear and Copulas Approach
作者：Pisit Leeahtam ; Chukiat Chaiboonsri ; Kanchana Chokethaworn 等
期刊名称：Journal of Knowledge Management, Economics and Information Technology
印刷版ISSN：2069-5934
出版年度：2011
卷号：1
期号：6
出版社：ScientificPapers.org
摘要：The objectives of this study are to find the fitting model and dependence measures of both Thailand’s exchange rate and Malaysia’s exchange rate during, between, and after the World’s recent financial crises based on linear, nonlinear and empirical copula approaches.
关键词：Copulas ; exchange rate ; Linear ; Malaysia The Appropriate Forecasting Model ; Nonlinear ; Thailand