1. CMU Intellectual Repository

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Results 1-10 of 13 (Search time: 0.003 seconds).
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Issue DateTitleAuthor(s)
1-Jan-2014Vine copula-cross entropy evaluation of dependence structure and financial risk in agricultural commodity index returnsSongsak Sriboonchitta; Jianxu Liu; Aree Wiboonpongse
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-2016Price transmission mechanism in the thai rice marketRoengchai Tansuchat; Paravee Maneejuk; Aree Wiboonpongse; Songsak Sriboonchitta
1-Jan-2016Seemingly unrelated regression based copula: An application on thai rice marketPathairat Pastpipatkul; Paravee Maneejuk; Aree Wiboonpongse; Songsak Sriboonchitta
1-Jan-2018Analysis of Thailand’s foreign direct investment in CLMV countries using SUR model with missing dataChalerm Jaitang; Paravee Maneejuk; Aree Wiboonpongse; Songsak Sriboonchitta
1-Jan-2015Impacts of quantitative easing policy of United States of America on Thai economy by MS-SFABVARPathairat Pastpipatkul; Warawut Ruankham; Aree Wiboonpongse; Songsak Sriboonchitta
1-Jan-2015Spillovers of quantitative easing on financial markets of Thailand, Indonesia, and the PhilippinesPathairat Pastpipatkul; Woraphon Yamaka; Aree Wiboonpongse; 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
11-May-2009Production efficiency of Jasmine rice producers in Northern and North-eastern ThailandSanzidur Rahman; Aree Wiboonpongse; Songsak Sriboonchitta
1-Jan-2009Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregationChia Lin Chang; Songsak Sriboonchitta; Aree Wiboonpongse

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