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Issue Date
Title
Author(s)
1-Jan-2014
Vine copulas as a way to describe and analyze multi-variate dependence in econometrics: Computational motivation and comparison with Bayesian networks and fuzzy approaches
Songsak Sriboonchitta
;
Jianxu Liu
;
Vladik Kreinovich
;
Hung T. Nguyen
1-Jan-2014
Studying volatility and dependency of chinese outbound tourism demand in Singapore, Malaysia, and Thailand: A vine copula approach
Jianxu Liu
;
Songsak Sriboonchitta
;
Hung T. Nguyen
;
Vladik Kreinovich
1-Jan-2014
A vine copula approach for analyzing financial risk and co-movement of the Indonesian, Philippine and Thailand stock markets
Songsak Sriboonchitta
;
Jianxu Liu
;
Vladik Kreinovich
;
Hung T. Nguyen
1-Jan-2014
How to detect linear dependence on the copula level?
Vladik Kreinovich
;
Hung T. Nguyen
;
Songsak Sriboonchitta
1-Jan-2013
Why clayton and gumbel copulas: A symmetry-based explanation
Vladik Kreinovich
;
Hung T. Nguyen
;
Songsak Sriboonchitta
Discover
Author
3
Jianxu Liu
Date issued
4
2014
1
2013