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) , multivariate statistics , markov chain , stock (firearms) , portfolio , econometrics , computer science , financial economics , economics , machine learning , engineering , mechanical engineering