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Results 21-30 of 33 (Search time: 0.003 seconds).
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Issue Date
Title
Author(s)
1-Jan-2014
A vine copula approach for analyzing financial risk and co-movement of the Indonesian, Philippine and Thailand stock markets
Songsak Sriboonchitta
;
Jianxu Liu
;
Vladik Kreinovich
;
Hung T. Nguyen
1-Jan-2014
How to detect linear dependence on the copula level?
Vladik Kreinovich
;
Hung T. Nguyen
;
Songsak Sriboonchitta
1-Jan-2014
Modeling dependence in econometrics
Van Nam Huynh
;
Vladik Kreinovich
;
Songsak Sriboonchitta
1-Jan-2014
The impact of trading activity on volatility transmission and interdependence among agricultural commodity markets
Phattanan Boonyanuphong
;
Songsak Sriboonchitta
;
Phattanan Boonyanuphong
1-Jan-2014
Investigation of the dependence structure between imports and manufacturing production index of Thailand using copula-based GARCH model
Chakorn Praprom
;
Chakorn Praprom
;
Songsak Sriboonchitta
1-Jan-2014
The evidence-theoretic k-NN rule for rank-ordered data: Application to predict an individual’s source of loan
Supanika Leurcharusmee
;
Peerapat Jatukannyaprateep
;
Songsak Sriboonchitta
;
Thierry Denoeux
1-Jan-2014
Predicting stock returns in the capital asset pricing model using quantile regression and belief functions
Kittawit Autchariyapanitkul
;
Somsak Chanaim
;
Songsak Sriboonchitta
;
Thierry Denoeux
1-Jan-2014
Forecasting using belief functions: An application to marketing econometrics
Orakanya Kanjanatarakul
;
Songsak Sriboonchitta
;
Thierry Denœux
1-Jan-2014
Analysis of international trade, exchange rate and crude oil price on economic development of Yunnan Province: A GARCH-Vine copula model approach
Xinyu Yuan
;
Songsak Sriboonchitta
;
Jiechen Tang
1-Jan-2014
Econometric forecasting using linear regression and belief functions
Orakanya Kanjanatarakul
;
Philai Lertpongpiroon
;
Sombat Singkharat
;
Songsak Sriboonchitta
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Author
5
Vladik Kreinovich
4
Hung T. Nguyen
4
Jianxu Liu
3
Chakorn Praprom
3
Jiechen Tang
3
Ornanong Puarattanaarunkorn
3
Phattanan Boonyanuphong
3
Xinyu Yuan
2
Gong Xue
2
Jirakom Sirisrisakulchai
.
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