An analysis of volatility and dependence between rubber spot and futures prices using copula-extreme value theory

بواسطة Phattanan Boonyanuphong, Songsak Sriboonchitta
منشور في 2018

Extreme value copula analysis of dependences between exchange rates and exports of Thailand

بواسطة Chakorn Praprom, Songsak Sriboonchitta
منشور في 2018

An analysis of interdependencies among energy, biofuel, and agricultural markets using vine copula model

بواسطة Phattanan Boonyanuphong, Songsak Sriboonchitta
منشور في 2018

Factors affecting hospital stay involving drunk driving and non-drunk driving in Phuket, Thailand

بواسطة Jirakom Sirisrisakulchai, Songsak Sriboonchitta
منشور في 2018

Modeling dependency in tourist arrivals to Thailand from China, Korea, and Japan using vine copulas

بواسطة Ornanong Puarattanaarunkorn, Songsak Sriboonchitta
منشور في 2018

Modeling dependence of accident-related outcomes using pair copula constructions for discrete data

بواسطة Jirakom Sirisrisakulchai, Songsak Sriboonchitta
منشور في 2018

Analyzing relationship between tourist arrivals from China and India to Thailand using copula based GARCH and seasonal pattern

بواسطة Ornanong Puarattanaarunkorn, Songsak Sriboonchitta
منشور في 2018

Copula based GARCH dependence model of Chinese and Korean tourist arrivals to Thailand: Implications for risk management

بواسطة Ornanong Puarattanaarunkorn, Songsak Sriboonchitta
منشور في 2018

Dependence structure between crude oil, soybeans, and palm oil in ASEAN region: Energy and food security context

بواسطة Teera Kiatmanaroch, Songsak Sriboonchitta
منشور في 2018

Co-movement of prices of energy and agricultural commodities in biofuel era: A period-GARCH copula approach

بواسطة Gong Xue, Songsak Sriboonchitta
منشور في 2018

Analysis of volatility of and dependence between exchange rate and inflation rate in Lao people's democratic republic using copula-based GARCH approach

بواسطة Tongvang Xiongtoua, Songsak Sriboonchitta
منشور في 2018

How macroeconomic factors and international prices affect agriculture prices volatility?-Evidence from GARCH-X model

بواسطة Gong Xue, Songsak Sriboonchitta
منشور في 2018

Relationship between exchange rates, palm oil prices, and crude oil prices: A vine copula based GARCH approach

بواسطة Teera Kiatmanaroch, Songsak Sriboonchitta
منشور في 2018

Risk analysis in Asian emerging markets using canonical vine copula and extreme value theory

بواسطة Apiwat Ayusuk, Songsak Sriboonchitta
منشور في 2018

Dependence analysis of exchange rate and international trade of Thailand: Application of vine copulas

بواسطة Chakorn Praprom, Songsak Sriboonchitta
منشور في 2018

On the estimation of Western Countries' tourism demand for Thailand taking into account of possible structural changes leading to a better prediction

بواسطة Nyo Min, Songsak Sriboonchitta
منشور في 2018

On fuzzy theory for econometrics

بواسطة Hung T. Nguyen, Songsak Sriboonchitta
منشور في 2018

Risk, return and international portfolio analysis: Entropy and linear belief functions

بواسطة Apiwat Ayusuk, Songsak Sriboonchitta
منشور في 2018

Optimal portfolio selection using maximum entropy estimation accounting for the firm specific characteristics

بواسطة Xue Gong, Songsak Sriboonchitta
منشور في 2018

Modeling daily peak electricity demand in Thailand

بواسطة Jirakom Sirisrisakulchai, Songsak Sriboonchitta
منشور في 2018