The understanding of dependence structure measurement: Evidence from natural rubber imports of ASEAN

The understanding of dependence structure measurement: Evidence from natural rubber imports of ASEAN

© 2019 IOP Publishing Ltd. All rights reserved. This paper is proposed to focuses on the time series data study and rare structures of natural rubber, which cannot precise imply in regular non-linear estimation. The Maximum entropy bootstrapping estimator (MEboot), Stochastic dominance, the AR-GARCH...

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Main Authors: Kewalin Somboon, Chukiat Chaiboonsri, Satawat Wannapan, Songsak Sriboonchitta
Format: Conference Proceeding
Published: 2020
Subjects:
Physics and Astronomy
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85074927139&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/68089
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Institution: Chiang Mai University
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spelling th-cmuir.6653943832-680892020-04-02T15:18:32Z The understanding of dependence structure measurement: Evidence from natural rubber imports of ASEAN Kewalin Somboon Chukiat Chaiboonsri Satawat Wannapan Songsak Sriboonchitta Physics and Astronomy © 2019 IOP Publishing Ltd. All rights reserved. This paper is proposed to focuses on the time series data study and rare structures of natural rubber, which cannot precise imply in regular non-linear estimation. The Maximum entropy bootstrapping estimator (MEboot), Stochastic dominance, the AR-GARCH model and Copula models were applied to research the outcome of natural rubber demand in ASEAN. The results illustrate which countries were the dominator who leads rubber importing trend in ASEAN region and also beneficial for develop policies concerned by the natural rubber production development and promotion. 2020-04-02T15:18:32Z 2020-04-02T15:18:32Z 2019-10-14 Conference Proceeding 17426596 17426588 2-s2.0-85074927139 10.1088/1742-6596/1324/1/012084 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85074927139&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/68089
institution Chiang Mai University
building Chiang Mai University Library
country Thailand
collection CMU Intellectual Repository
topic Physics and Astronomy
spellingShingle Physics and Astronomy
Kewalin Somboon
Chukiat Chaiboonsri
Satawat Wannapan
Songsak Sriboonchitta
The understanding of dependence structure measurement: Evidence from natural rubber imports of ASEAN
description © 2019 IOP Publishing Ltd. All rights reserved. This paper is proposed to focuses on the time series data study and rare structures of natural rubber, which cannot precise imply in regular non-linear estimation. The Maximum entropy bootstrapping estimator (MEboot), Stochastic dominance, the AR-GARCH model and Copula models were applied to research the outcome of natural rubber demand in ASEAN. The results illustrate which countries were the dominator who leads rubber importing trend in ASEAN region and also beneficial for develop policies concerned by the natural rubber production development and promotion.
format Conference Proceeding
author Kewalin Somboon
Chukiat Chaiboonsri
Satawat Wannapan
Songsak Sriboonchitta
author_facet Kewalin Somboon
Chukiat Chaiboonsri
Satawat Wannapan
Songsak Sriboonchitta
author_sort Kewalin Somboon
title The understanding of dependence structure measurement: Evidence from natural rubber imports of ASEAN
title_short The understanding of dependence structure measurement: Evidence from natural rubber imports of ASEAN
title_full The understanding of dependence structure measurement: Evidence from natural rubber imports of ASEAN
title_fullStr The understanding of dependence structure measurement: Evidence from natural rubber imports of ASEAN
title_full_unstemmed The understanding of dependence structure measurement: Evidence from natural rubber imports of ASEAN
title_sort understanding of dependence structure measurement: evidence from natural rubber imports of asean
publishDate 2020
url https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85074927139&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/68089
_version_ 1681426755833823232

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