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  • Search: subject:"Shenzhen Index"
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Copulas 1 Linear 1 Nonlinear 1 Real Estate Sector Stock 1 Shenzhen Index 1
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Free 1
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Article 1
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Undetermined 1
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Chaiboonsri, Chukiat 1 Chaitip, Prasert 1 Chokethaworn, Kanchana 1 Li, Ziqiang 1
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The Empirical Econometrics and Quantitative Economics Letters 1
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RePEc 1
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Analysis of appropriate forecasting models and dependence measures of exchange rates between People’s Republic of China and Thailand
Li, Ziqiang; Chokethaworn, Kanchana; Chaiboonsri, Chukiat; … - In: The Empirical Econometrics and Quantitative Economics … 1 (2012) 3, pp. 93-112
This paper investigates the relationship between People’s Republic of China’s exchange rates and Thailand’s exchange rates. The selection of several mixed forecasting consisting of linear model, nonlinear models and copulas approach was experimented of People’s Republic of China’s...
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