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Markov Switching Constant Conditional Correlation GARCH Models for Hedging on Gold and Crude Oil

Crossref DOI link: https://doi.org/10.1007/978-3-030-04263-9_36

Published Online: 2018-11-24

Published Print: 2019

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Chakpitak, Noppasit

Rakpho, Pichayakone

Yamaka, Woraphon
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Conference Information

Conference Acronym: TES

Conference Name: International Conference of the Thailand Econometrics Society

Conference City: Chiang Mai

Conference Country: Thailand

Conference Year: 2019

Conference Start Date: 9 January 2019

Conference End Date: 11 January 2019

Conference Number: 12

Conference ID: ictes2019

Conference URL: https://cmse-conference.econ.cmu.ac.th/?pages=tes2019