1. CMU Intellectual Repository

Browsing by Author Jiechen Tang

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 2 to 12 of 12 < previous 
Issue DateTitleAuthor(s)
3-Jun-2019Does air pollution decrease inbound tourist arrivals? The case of BeijingJiechen Tang; Xinyu Yuan; Vicente Ramos; Songsak Sriboonchitta
22-Nov-2017An empirical study of inbound tourism demand in China: a copula-GARCH approachJiechen Tang; Vicente Ramos; Shuang Cang; Songsak Sriboonchitta
1-Jan-2014Estimating risk of natural gas portfolios by using GARCH-EVT-Copula modelJiechen Tang; Chao Zhou; Xinyu Yuan; Songsak Sriboonchitta
1-Jan-2015Estimating Risk of Natural Gas Portfolios by Using GARCH-EVT-Copula ModelJiechen Tang; Chao Zhou; Xinyu Yuan; Songsak Sriboonchitta
1-Nov-2022Exploring dependence structures among European electricity markets: Static and dynamic copula-GARCH and dynamic state-space approachesSel Ly; Songsak Sriboonchitta; Jiechen Tang; Wing Keung Wong
1-Jan-2015Forecasting inbound tourism demand to China using time series models and belief functionsJiechen Tang; Songsak Sriboonchitta; Xinyu Yuan
1-Jan-2014A mixture of canonical vine copula-GARCH approach for modeling dependence of European electricity marketsJiechen Tang; Songsak Sriboonchitta; Xinyu Yuan
1-Jan-2020Modeling co-movement among different agricultural commodity markets: A copula-GARCH approachXinyu Yuan; Jiechen Tang; Wing Keung Wong; 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
1-Jan-2021The role of weather conditions on tourists’ decision-making process: a theoretical framework and an application to China’s inbound visitorsJiechen Tang; Hongrun Wu; Vicente Ramos; Songsak Sriboonchitta
1-Jan-2015Volatility and dependence for systemic risk measurement of the international financial systemJianxu Liu; Songsak Sriboonchitta; Panisara Phochanachan; Jiechen Tang
Showing results 2 to 12 of 12 < previous