1. CMU Intellectual Repository

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Results 1-10 of 67 (Search time: 0.005 seconds).
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Issue DateTitleAuthor(s)
1-Jan-2014Vine copula-cross entropy evaluation of dependence structure and financial risk in agricultural commodity index returnsSongsak Sriboonchitta; Jianxu Liu; Aree Wiboonpongse
1-Jan-2014Vine copulas as a way to describe and analyze multi-variate dependence in econometrics: Computational motivation and comparison with Bayesian networks and fuzzy approachesSongsak Sriboonchitta; Jianxu Liu; Vladik Kreinovich; Hung T. Nguyen
1-Jan-2014Studying volatility and dependency of chinese outbound tourism demand in Singapore, Malaysia, and Thailand: A vine copula approachJianxu Liu; Songsak Sriboonchitta; Hung T. Nguyen; Vladik Kreinovich
1-Jan-2014A vine copula approach for analyzing financial risk and co-movement of the Indonesian, Philippine and Thailand stock marketsSongsak Sriboonchitta; Jianxu Liu; Vladik Kreinovich; Hung T. Nguyen
1-Aug-2013Modeling volatility and dependency of agricultural price and production indices of Thailand: Static versus time-varying copulasSongsak Sriboonchitta; Hung T. Nguyen; Aree Wiboonpongse; Jianxu Liu
1-Jan-2013Analysis of volatility and dependence between the tourist arrivals from China to Thailand and Singapore: A copula-based GARCH approachJianxu Liu; Songsak Sriboonchitta
1-Jan-2015Volatility and dependence for systemic risk measurement of the international financial systemJianxu Liu; Songsak Sriboonchitta; Panisara Phochanachan; Jiechen Tang
1-Jan-2016Modeling and forecasting interdependence of the ASEAN-5 stock markets and the US, Japan and ChinaKrit Lattayaporn; Jianxu Liu; Jirakom Sirisrisakulchai; Songsak Sriboonchitta
1-Jan-2016Time series forecast using AR-belief approachNantiworn Thianpaen; Jianxu Liu; Songsak Sriboonchitta
1-Jan-2016Modelling co-movement and portfolio optimization of gold and global major currenciesMethas Rattanasorn; Jianxu Liu; Jirakom Sirisrisakulchai; Songsak Sriboonchitta

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