1. CMU Intellectual Repository

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Results 11-20 of 153 (Search time: 0.003 seconds).
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Issue DateTitleAuthor(s)
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-2012Hold a mirror up to nature: A new approach on correlation evaluation with fuzzy data and its applications in econometricsChih Ching Yang; Yu Ting Cheng; Berlin Wu; Songsak Sriboonchitta
1-Jan-2015On the estimation of Western Countries' tourism demand for Thailand taking into account of possible structural changes leading to a better predictionNyo Min; Songsak Sriboonchitta
1-Jan-2015Welfare measurement on Thai rice market: A Markov Switching Bayesian Seemingly Unrelated RegressionPathairat Pastpipatkul; Paravee Maneejuk; Songsak Sriboonchitta
1-Jan-2015Modeling daily peak electricity demand in ThailandJirakom Sirisrisakulchai; Songsak Sriboonchitta
1-Jan-2015Volatility and dependence for systemic risk measurement of the international financial systemJianxu Liu; Songsak Sriboonchitta; Panisara Phochanachan; Jiechen Tang
1-Jan-2015Why copulas have been successful in many practical applications: A theoretical explanation based on computational efficiencyVladik Kreinovich; Hung T. Nguyen; Songsak Sriboonchitta; Olga Kosheleva
1-Jan-2015Volatility linkages between price returns of Crude oil and crude palm oil in the ASEAN region: A copula based GARCH approachTeera Kiatmanaroch; Ornanong Puarattanaarunkorn; Kittawit Autchariyapanitkul; Songsak Sriboonchitta
1-Jan-2015Capital asset pricing model with interval dataSutthiporn Piamsuwannakit; Kittawit Autchariyapanitkul; Songsak Sriboonchitta; Rujira Ouncharoen
1-Jan-2015Capital asset pricing model with interval dataSutthiporn Piamsuwannakit; Kittawit Autchariyapanitkul; Songsak Sriboonchitta; Rujira Ouncharoen

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