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

由 Phattanan Boonyanuphong, Songsak Sriboonchitta
出版 2018

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

由 Chakorn Praprom, Songsak Sriboonchitta
出版 2018

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

由 Phattanan Boonyanuphong, Songsak Sriboonchitta
出版 2018

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

由 Jirakom Sirisrisakulchai, Songsak Sriboonchitta
出版 2018

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

由 Ornanong Puarattanaarunkorn, Songsak Sriboonchitta
出版 2018

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

由 Jirakom Sirisrisakulchai, Songsak Sriboonchitta
出版 2018

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

由 Ornanong Puarattanaarunkorn, Songsak Sriboonchitta
出版 2018

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

由 Ornanong Puarattanaarunkorn, Songsak Sriboonchitta
出版 2018

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

由 Teera Kiatmanaroch, Songsak Sriboonchitta
出版 2018

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

由 Gong Xue, Songsak Sriboonchitta
出版 2018

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

由 Tongvang Xiongtoua, Songsak Sriboonchitta
出版 2018

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

由 Gong Xue, Songsak Sriboonchitta
出版 2018

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

由 Teera Kiatmanaroch, Songsak Sriboonchitta
出版 2018

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

由 Apiwat Ayusuk, Songsak Sriboonchitta
出版 2018

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

由 Chakorn Praprom, Songsak Sriboonchitta
出版 2018

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

由 Nyo Min, Songsak Sriboonchitta
出版 2018

On fuzzy theory for econometrics

由 Hung T. Nguyen, Songsak Sriboonchitta
出版 2018

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

由 Apiwat Ayusuk, Songsak Sriboonchitta
出版 2018

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

由 Xue Gong, Songsak Sriboonchitta
出版 2018

Modeling daily peak electricity demand in Thailand

由 Jirakom Sirisrisakulchai, Songsak Sriboonchitta
出版 2018