1. CMU Intellectual Repository

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Results 1-10 of 12 (Search time: 0.004 seconds).
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Issue DateTitleAuthor(s)
1-Jan-2014Analysis of international trade, exchange rate and crude oil price on economic development of Yunnan Province: A GARCH-Vine copula model approachXinyu Yuan; Songsak Sriboonchitta; Jiechen Tang
1-Jan-2014A mixture of canonical vine copula-GARCH approach for modeling dependence of European electricity marketsJiechen Tang; Songsak Sriboonchitta; Xinyu Yuan
1-Jan-2015Forecasting inbound tourism demand to China using time series models and belief functionsJiechen Tang; Songsak Sriboonchitta; Xinyu Yuan
1-Jan-2014Estimating risk of natural gas portfolios by using GARCH-EVT-Copula modelJiechen Tang; Chao Zhou; Xinyu Yuan; 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-2015Estimating Risk of Natural Gas Portfolios by Using GARCH-EVT-Copula ModelJiechen Tang; Chao Zhou; Xinyu Yuan; Songsak Sriboonchitta
22-Nov-2017An empirical study of inbound tourism demand in China: a copula-GARCH approachJiechen Tang; Vicente Ramos; Shuang Cang; 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
3-Jun-2019Does air pollution decrease inbound tourist arrivals? The case of BeijingJiechen Tang; Xinyu Yuan; Vicente Ramos; Songsak Sriboonchitta
1-Jan-2020Modeling co-movement among different agricultural commodity markets: A copula-GARCH approachXinyu Yuan; Jiechen Tang; Wing Keung Wong; Songsak Sriboonchitta

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