1. CMU Intellectual Repository

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Results 51-60 of 86 (Search time: 0.003 seconds).
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Issue DateTitleAuthor(s)
1-Jan-2015Business cycle of international tourism demand in Thailand: A Markov-switching Bayesian Vector Error Correction modelWoraphon Yamaka; Pathairat Pastpipatkul; Songsak Sriboonchitta
1-Jan-2015The economic evaluation of volatility timing on commodity futures using periodic GARCH-Copula modelXue Gong; Songsak Sriboonchitta; Jianxu Liu
1-Jan-2015Co-movement and dependency between New York Stock Exchange, London Stock Exchange, Tokyo Stock Exchange, oil price, and gold pricePathairat Pastpipatkul; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2015Impacts of quantitative easing policy of United States of America on Thai economy by MS-SFABVARPathairat Pastpipatkul; Warawut Ruankham; Aree Wiboonpongse; Songsak Sriboonchitta
1-Jan-2015Spillovers of quantitative easing on financial markets of Thailand, Indonesia, and the PhilippinesPathairat Pastpipatkul; Woraphon Yamaka; Aree Wiboonpongse; Songsak Sriboonchitta
1-Jan-2015A copula-based stochastic frontier model for financial pricingPhachongchit Tibprasorn; Kittawit Autchariyapanitkul; Somsak Chaniam; Songsak Sriboonchitta
1-Jan-2015A copula-based stochastic frontier model for financial pricingPhachongchit Tibprasorn; Kittawit Autchariyapanitkul; Somsak Chaniam; Songsak Sriboonchitta
1-Jan-2015On fuzzy theory for econometricsHung T. Nguyen; Songsak Sriboonchitta
1-Jan-2015Modeling dependence between error components of the stochastic frontier model using copula: Application to intercrop coffee production in Northern ThailandAree Wiboonpongse; Jianxu Liu; Songsak Sriboonchitta; Thierry Denoeux
1-Jan-2015Why copulas have been successful in many practical applications: A theoretical explanation based on computational efficiencyVladik Kreinovich; Hung T. Nguyen; Songsak Sriboonchitta; Olga Kosheleva

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