Open AccessThe Optimum Portfolio of ASEAN Stock Markets Markov Switching Multivariate Copula Approach
Author(s) -
Roengchai Tansuchat
Publication year - 2017
Publication title -
topics in economics, business and management
Language(s) - English
Resource type - Conference proceedings
ISSN - 2523-1723
DOI - 10.26480/icemi.01.2017.423.426
Subject(s) - copula (linguistics) , portfolio , stock market index , econometrics , financial economics , stock market , multivariate statistics , economics , markov chain , efficient frontier , stock (firearms) , volatility (finance) , statistics , geography , mathematics , context (archaeology) , archaeology
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