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Browsing by Author Jianxu Liu
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Showing results 48 to 67 of 76
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Issue Date
Title
Author(s)
1-Jan-2017
Measurement and comparison of rice production efficiency in Thailand and India: An efficient frontier approach
Duangthip Sirikanchanarak
;
Jianxu Liu
;
Songsak Sriboonchitta
1-May-2020
Measurement of systemic risk in global financial markets and its application in forecasting trading decisions
Jianxu Liu
;
Quanrui Song
;
Yang Qi
;
Sanzidur Rahman
;
Songsak Sriboonchitta
1-Jan-2020
Measurements of the Conditional Dependence Structure Among Carbon, Fossil Energy and Renewable Energy Prices: Vine Copula Based GJR-GARCH Model
Yefan Zhou
;
Jianxu Liu
;
Jirakom Sirisrisakulchai
;
Songsak Sriboonchitta
1-Jan-2016
Modeling and forecasting interdependence of the ASEAN-5 stock markets and the US, Japan and China
Krit Lattayaporn
;
Jianxu Liu
;
Jirakom Sirisrisakulchai
;
Songsak Sriboonchitta
1-Jan-2016
Modeling co-movement and risk management of gold and silver spot prices
Chen Yang
;
Songsak Sriboonchitta
;
Jirakom Sirisrisakulchai
;
Jianxu Liu
1-Jan-2015
Modeling dependence between error components of the stochastic frontier model using copula: Application to intercrop coffee production in Northern Thailand
Aree Wiboonpongse
;
Jianxu Liu
;
Songsak Sriboonchitta
;
Thierry Denoeux
1-Aug-2013
Modeling volatility and dependency of agricultural price and production indices of Thailand: Static versus time-varying copulas
Songsak Sriboonchitta
;
Hung T. Nguyen
;
Aree Wiboonpongse
;
Jianxu Liu
1-Jan-2016
Modelling co-movement and portfolio optimization of gold and global major currencies
Methas Rattanasorn
;
Jianxu Liu
;
Jirakom Sirisrisakulchai
;
Songsak Sriboonchitta
14-Oct-2019
Modelling dependency structures of crude oil prices and stock markets of developed and developing countries: A C-vine copula approach
Ruofan Liao
;
Petchaluck Boonyakunakorn
;
Jianxu Liu
;
Songsak Sriboonchitta
1-Aug-2016
On mathematical modeling and analysis of co-movement and optimal portfolios of stock markets
Panisara Phochanachan
;
Jianxu Liu
;
Songsak Sriboonchitta
1-Jan-2018
A portfolio optimization between us dollar index and some asian currencies with a copula-EGARCH approach
Ji Ma
;
Jianxu Liu
;
Songsak Sriboonchitta
Sep-2022
A Quantitative analysis of quality of life and co2 emission in the context of sustainable tourism development in China
Songsak Sriboonchitta
;
Jianxu Liu
;
Pairach Piboonrungroj
;
Yuting Xue
14-Oct-2019
Risk measurement of global stock markets: A factor copula-based GJR-GARCH approach
Quanrui Song
;
Jianxu Liu
;
Songsak Sriboonchitta
1-Jan-2019
Risk measurement of stock markets in BRICS, G7, and G20: Vine copulas versus factor copulas
Quanrui Song
;
Jianxu Liu
;
Songsak Sriboonchitta
27-Jul-2021
Risk spillovers between China and other BRICS countries during COVID-19 pandemic: A CoVaR-copula approach
Yangnan Cheng
;
Jianxu Liu
;
Songsak Sriboonchitta
1-Feb-2017
The role of Asian credit default swap index in portfolio risk management
Jianxu Liu
;
Chatchai Khiewngamdee
;
Songsak Sriboonchitta
1-Mar-2022
The Role of Risk Forecast and Risk Tolerance in Portfolio Management: A Case Study of the Chinese Financial Sector
Jianxu Liu
;
Yangnan Cheng
;
Xiaoqing Li
;
Songsak Sriboonchitta
1-Feb-2020
A simultaneous stochastic frontier model with dependent error components and dependent composite errors: An application to chinese banking industry
Jianxu Liu
;
Mengjiao Wang
;
Ji Ma
;
Sanzidur Rahman
;
Songsak Sriboonchitta
1-Jul-2020
Sources of total‐factor productivity and efficiency changes in China’s agriculture
Jianxu Liu
;
Changrui Dong
;
Shutong Liu
;
Sanzidur Rahman
;
Songsak Sriboonchitta
1-Jan-2014
Studying volatility and dependency of chinese outbound tourism demand in Singapore, Malaysia, and Thailand: A vine copula approach
Jianxu Liu
;
Songsak Sriboonchitta
;
Hung T. Nguyen
;
Vladik Kreinovich