1. CMU Intellectual Repository

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Results 1-10 of 27 (Search time: 0.003 seconds).
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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-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
1-Aug-2016On mathematical modeling and analysis of co-movement and optimal portfolios of stock marketsPanisara Phochanachan; Jianxu Liu; Songsak Sriboonchitta
1-Jan-2018Analysis of Household Consumption Behavior and Indebted Self-Selection Effects: Case Study of ThailandJianxu Liu; Duangthip Sirikanchanarak; Songsak Sriboonchitta; Jiachun Xie
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

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