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Issue Date
Title
Author(s)
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-2015
The economic evaluation of volatility timing on commodity futures using periodic GARCH-Copula model
Xue Gong
;
Songsak Sriboonchitta
;
Jianxu Liu
1-Jan-2015
Modeling dependence between error components of the stochastic frontier model using copula: Application to intercrop coffee production in Northern Thailand
Aree Wiboonpongse
;
Jianxu Liu
;
Songsak Sriboonchitta
;
Thierry Denoeux
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Aree Wiboonpongse
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Jiechen Tang
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Panisara Phochanachan
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Xue Gong