Browsing by Author Songsak Sriboonchitta

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 200 to 219 of 355 < previous   next >
Issue DateTitleAuthor(s)
1-Jan-2014A mixture of canonical vine copula-GARCH approach for modeling dependence of European electricity marketsJiechen Tang; Songsak Sriboonchitta; Xinyu Yuan
1-Jan-2016Modeling and forecasting interdependence of the ASEAN-5 stock markets and the US, Japan and ChinaKrit Lattayaporn; Jianxu Liu; Jirakom Sirisrisakulchai; Songsak Sriboonchitta
1-Jan-2020Modeling co-movement among different agricultural commodity markets: A copula-GARCH approachXinyu Yuan; Jiechen Tang; Wing Keung Wong; Songsak Sriboonchitta
1-Jan-2016Modeling co-movement and risk management of gold and silver spot pricesChen Yang; Songsak Sriboonchitta; Jirakom Sirisrisakulchai; Jianxu Liu
1-Jan-2015Modeling daily peak electricity demand in ThailandJirakom Sirisrisakulchai; Songsak Sriboonchitta
1-Jan-2015Modeling dependence between error components of the stochastic frontier model using copula: Application to intercrop coffee production in Northern ThailandAree Wiboonpongse; Jianxu Liu; Songsak Sriboonchitta; Thierry Denoeux
1-Jan-2013Modeling dependence dynamics of air pollution: Time series analysis using a copula based GARCH type modelHe Zhanqiong; Songsak Sriboonchitta; Dai Jing
1-Jan-2014Modeling dependence in econometricsVan Nam Huynh; Vladik Kreinovich; Songsak Sriboonchitta
1-Jan-2014Modeling dependence of accident-related outcomes using pair copula constructions for discrete dataJirakom Sirisrisakulchai; Songsak Sriboonchitta
1-Jan-2019Modeling dependence of agricultural commodity futures through markov switching copula with mixture distribution regimesWoraphon Yamaka; Rungrapee Phadkantha; Songsak Sriboonchitta
1-Jan-2016Modeling dependence of health behaviors using copula-based bivariate ordered probitKanchit Suknark; Jirakom Sirisrisakulchai; Songsak Sriboonchitta
1-Jan-2014Modeling dependency in tourist arrivals to Thailand from China, Korea, and Japan using vine copulasOrnanong Puarattanaarunkorn; Songsak Sriboonchitta
1-Jan-2013Modeling dependency of crude oil price and agricultural commodity prices: A pairwise copulas approachPhattanan Boonyanuphong; Songsak Sriboonchitta; Chukiat Chaiboonsri
1-Jan-2017Modeling extremal events is not easy: Why the extreme value theorem cannot be as general as the central limit theoremVladik Kreinovich; Hung T. Nguyen; Songsak Sriboonchitta; Olga Kosheleva
1-Jan-2019Modeling the dependence among crude oil, stock and exchange rate: A bayesian smooth transition vector autoregressionPayap Tarkhamtham; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2015Modeling value at risk of agricultural crops using extreme value theoryXue Gong; Songsak Sriboonchitta; Sanzidur Rahman; Siwarat Kuson
1-Aug-2013Modeling volatility and dependency of agricultural price and production indices of Thailand: Static versus time-varying copulasSongsak Sriboonchitta; Hung T. Nguyen; Aree Wiboonpongse; Jianxu Liu
1-Jan-2009Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregationChia Lin Chang; Songsak Sriboonchitta; Aree Wiboonpongse
1-Jan-2016Modelling co-movement and portfolio optimization of gold and global major currenciesMethas Rattanasorn; Jianxu Liu; Jirakom Sirisrisakulchai; Songsak Sriboonchitta
28-Jul-2016Modelling dependence between tourism demand and exchange rate using the copula-based GARCH modelJiechen Tang; Songsak Sriboonchitta; Vicente Ramos; Wing Keung Wong