1. CMU Intellectual Repository

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Results 1-10 of 11 (Search time: 0.017 seconds).
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Issue DateTitleAuthor(s)
1-Feb-2020A simultaneous stochastic frontier model with dependent error components and dependent composite errors: An application to chinese banking industryJianxu Liu; Mengjiao Wang; Ji Ma; Sanzidur Rahman; Songsak Sriboonchitta
1-Jan-2020Housing Risk and Its Influence on House Price: An Expected Utility ApproachYehui Wang; Jianxu Liu; Yuxuan Tang; Songsak Sriboonchitta
1-Apr-2022The Effect of Financial Market Factors on House Prices: An Expected Utility Three-Asset ApproachYehui Wang; Jianxu Liu; Zhaolin Qiu; Songsak Sriboonchitta
1-Jan-2020Measurements of the Conditional Dependence Structure Among Carbon, Fossil Energy and Renewable Energy Prices: Vine Copula Based GJR-GARCH ModelYefan Zhou; Jianxu Liu; Jirakom Sirisrisakulchai; Songsak Sriboonchitta
1-Jan-2020Analysis of the Determinants of CO<inf>2</inf> Emissions: A Bayesian LASSO ApproachHeng Wang; Jianxu Liu; Songsak Sriboonchitta
1-Jan-2020Dependence of Financial Institutions in China: An Analysis Based on FDG Copula ModelYangnan Cheng; Jianxu Liu; Mengjiao Wang; Songsak Sriboonchitta
1-Mar-2022Analyzing the Causality and Dependence between Exchange Rate and Real Estate Prices in Boom-and-Bust Markets: Quantile Causality and DCC Copula GARCH ApproachesWoraphon Yamaka; Jianxu Liu; Mingyang Li; Paravee Maneejuk; Hai Q. Dinh
1-Mar-2022The Role of Risk Forecast and Risk Tolerance in Portfolio Management: A Case Study of the Chinese Financial SectorJianxu Liu; Yangnan Cheng; Xiaoqing Li; Songsak Sriboonchitta
1-Jun-2021Linkage structure of China’s housing market and its risk-defusing capabilityYehui Wang; Jianxu Liu; Yuxuan Tang; Songsak Sriboonchitta
1-Oct-2021A trivariate Gaussian copula stochastic frontier model with sample selectionJianxu Liu; Songsak Sriboonchitta; Aree Wiboonpongse; Thierry Denœux

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