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Results 1-10 of 36 (Search time: 0.002 seconds).
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Issue Date
Title
Author(s)
1-Jan-2014
Vine copula-cross entropy evaluation of dependence structure and financial risk in agricultural commodity index returns
Songsak Sriboonchitta
;
Jianxu Liu
;
Aree Wiboonpongse
1-Jan-2014
Vine copulas as a way to describe and analyze multi-variate dependence in econometrics: Computational motivation and comparison with Bayesian networks and fuzzy approaches
Songsak Sriboonchitta
;
Jianxu Liu
;
Vladik Kreinovich
;
Hung T. Nguyen
1-Jan-2014
Studying volatility and dependency of chinese outbound tourism demand in Singapore, Malaysia, and Thailand: A vine copula approach
Jianxu Liu
;
Songsak Sriboonchitta
;
Hung T. Nguyen
;
Vladik Kreinovich
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-Aug-2013
Modeling volatility and dependency of agricultural price and production indices of Thailand: Static versus time-varying copulas
Songsak Sriboonchitta
;
Hung T. Nguyen
;
Aree Wiboonpongse
;
Jianxu Liu
1-Jan-2013
Analysis of volatility and dependence between the tourist arrivals from China to Thailand and Singapore: A copula-based GARCH approach
Jianxu Liu
;
Songsak Sriboonchitta
1-Jan-2015
Volatility and dependence for systemic risk measurement of the international financial system
Jianxu Liu
;
Songsak Sriboonchitta
;
Panisara Phochanachan
;
Jiechen Tang
1-Jan-2016
Modeling and forecasting interdependence of the ASEAN-5 stock markets and the US, Japan and China
Krit Lattayaporn
;
Jianxu Liu
;
Jirakom Sirisrisakulchai
;
Songsak Sriboonchitta
1-Jan-2016
Modelling co-movement and portfolio optimization of gold and global major currencies
Methas Rattanasorn
;
Jianxu Liu
;
Jirakom Sirisrisakulchai
;
Songsak Sriboonchitta
1-Jan-2016
Analysis of transmission and co-movement of rice export prices between Thailand and Vietnam
Duangthip Sirikanchanarak
;
Jianxu Liu
;
Songsak Sriboonchitta
;
Jiachun Xie
Discover
Author
1
Fei Chen
1
Heng Wang
1
Huizhao Li
1
Jiechen Tang
1
Jittaporn Sriboonjit
1
Krit Lattayaporn
1
Methas Rattanasorn
1
Nantanat Jintapitak
1
Panisara Phochanachan
1
Peng Yao
.
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Mathematics
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Social Sciences
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2022
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2021
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2020
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2019
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2018
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2017
4
2016
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2015
4
2014
2
2013
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