1. CMU Intellectual Repository

Search


Current filters:



Start a new search
Add filters:

Use filters to refine the search results.

 | 
Results 1-10 of 12 (Search time: 0.002 seconds).
Item hits:
Issue DateTitleAuthor(s)
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-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-2016Modelling co-movement and portfolio optimization of gold and global major currenciesMethas Rattanasorn; Jianxu Liu; Jirakom Sirisrisakulchai; Songsak Sriboonchitta
1-Jan-2018Impact of Trade Liberalization on Economic Growth in ASEAN: Copula-Based Seemingly Unrelated Regression ModelArisara Romyen; Jianxu Liu; 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-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-2017A double-copula stochastic frontier model with dependent error components and correction for sample selectionSongsak Sriboonchitta; Jianxu Liu; Aree Wiboonpongse; Thierry Denoeux
1-Jan-2017Harmonization of contract laws in ASEAN: Contract entropyNantanat Jintapitak; Jianxu Liu
1-Jan-2019Factors affecting carbon emissons in the G7 and BRICS countries: Evidence from quantile regressionYefan Zhou; Jirakom Sirisrisakulchai; Jianxu Liu; Songsak Sriboonchitta

Discover