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Results 1-10 of 25 (Search time: 0.004 seconds).
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Issue DateTitleAuthor(s)
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-Jan-2014How to detect linear dependence on the copula level?Vladik Kreinovich; Hung T. Nguyen; Songsak Sriboonchitta
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-2013Why clayton and gumbel copulas: A symmetry-based explanationVladik Kreinovich; Hung T. Nguyen; Songsak Sriboonchitta
1-Jan-2015What is the right context for an engineering problem: Finding such a context is NP-hardMartine Ceberio; Vladik Kreinovich; Hung T. Nguyen; Songsak Sriboonchitta; Rujira Oncharoen
1-Jan-2015What if we only have approximate stochastic dominance?Vladik Kreinovich; Hung T. Nguyen; Songsak Sriboonchitta
1-Dec-2015Why are vine copulas so successful in econometrics?Songsak Sriboonchitta; Olga Kosheleva; Hung T. Nguyen
1-Jan-2015Why copulas have been successful in many practical applications: A theoretical explanation based on computational efficiencyVladik Kreinovich; Hung T. Nguyen; Songsak Sriboonchitta; Olga Kosheleva

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