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Dependence Analysis for the Exchange Rate Data using Extreme Value Copulas |
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| รหัสดีโอไอ | |
| Creator | Jaruchat Busaba |
| Title | Dependence Analysis for the Exchange Rate Data using Extreme Value Copulas |
| Publisher | Mahasarakham University |
| Publication Year | 2557 |
| Journal Title | Journal of SCIENCE and TECHNOLOGY Mahasarakham University |
| Journal Vol. | 33 |
| Journal No. | 2 |
| Page no. | 117-124 |
| Keyword | bivariate generalized extreme value distribution, bivariate generalized pareto distribution, parameter estimation, extreme value copulas, dependence function, tail probability, tail dependence |
| ISSN | 1686-9664 |
