The Appropriate Model and Dependence Measures of Thailand’s Exchange Rate and Malaysia’s Exchange Rate: Linear, Nonlinear and Copulas Approach
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References listed on IDEAS
- Yan, Jun, 2007. "Enjoy the Joy of Copulas: With a Package copula," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 21(i04).
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KeywordsLinear; Nonlinear; Copulas; Exchange Rate; Thailand; Malaysia The Appropriate Forecasting Model;
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