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Threshold Model of Gold and Oil Price Volatility in Southeast Asia Two Stock Markets: Empirical Study of Thailand and Malaysian Countries

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Figure

Table 1 presents the four sequences kurtosis coefficients are all bigger than 3, which this result implies that the normal distribution test of Jarque-Bera is not normal distribution
Table 2. Unconditional correlation coefficient  THAI MALA GOP
Table 4. Co-integration test ( Var Lag=1) under the  exogenous variables of gold price and oil price
Table 6. Parameter estimation of the DCC and the Bivariate AIGARCH(1, 1) model

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