TES

Publications

2014

Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta
How to Detect Linear Dependence on the Copula Level? TES (2014)
Tatcha Sudtasan, Komsan Suriya
Optimal Combination of Energy Sources for Electricity Generation in Thailand with Lessons from Japan Using Maximum Entropy. TES (2014)
Songsak Sriboonchitta, Jianxu Liu, Vladik Kreinovich, Hung T. Nguyen
Vine Copulas As a Way to Describe and Analyze Multi-Variate Dependence in Econometrics: Computational Motivation and Comparison with Bayesian Networks and Fuzzy Approaches. TES (2014)
Chalisa Kallayanamitra, Pisit Leeahtam, Manoj Potapohn, Bruce A. Wilcox, Songsak Sriboonchitta
An Integration of Eco-Health One-Health Transdisciplinary Approach and Bayesian Belief Network. TES (2014)
Pisit Leeahtam, Supanika Leurcharusmee, Peerapat Jatukannyaprateep
Wage Determination and Compensating Wage Differentials in the Informal Sector - A Quantile Regression with Multi-level Sample Selection. TES (2014)
Zheng Wei, Tonghui Wang, Wararit Panichkitkosolkul
Dependence and Association Concepts through Copulas. TES (2014)
Ornanong Puarattanaarunkorn, Songsak Sriboonchitta
Analyzing Relationship between Tourist Arrivals from China and India to Thailand Using Copula Based GARCH and Seasonal Pattern. TES (2014)
Jing Dai, Songsak Sriboonchitta, Cheng Zi, Yunjuan Yang
A Study on Whether Economic Development and Urbanization of Areas Are Associated with Prevalence of Obesity in Chinese Adults: Findings from 2009 China Health and Nutrition Surveys. TES (2014)
Songsak Sriboonchitta, Jianxu Liu, Aree Wiboonpongse
Vine Copula-Cross Entropy Evaluation of Dependence Structure and Financial Risk in Agricultural Commodity Index Returns. TES (2014)
Chakorn Praprom, Songsak Sriboonchitta
Extreme Value Copula Analysis of Dependences between Exchange Rates and Exports of Thailand. TES (2014)
Cathy W. S. Chen, Max Chen, Shu-Yu Chen
Pairs Trading via Three-Regime Threshold Autoregressive GARCH Models. TES (2014)
Chakorn Praprom, Songsak Sriboonchitta
Dependence Analysis of Exchange Rate and International Trade of Thailand: Application of Vine Copulas. TES (2014)
Jirakom Sirisrisakulchai, Songsak Sriboonchitta
Factors Affecting Hospital Stay Involving Drunk Driving and Non-Drunk Driving in Phuket, Thailand. TES (2014)
Xue Gong, Songsak Sriboonchitta
Co-movement of Prices of Energy and Agricultural Commodities in Biofuel Era: A Period-GARCH Copula Approach. TES (2014)
Jennifer So-Kuen Chan, Connie P. Y. Lam, S. T. Boris Choy
An Innovative Financial Time Series Model: The Geometric Process Model. TES (2014)
Kian-Guan Lim
Testing Dependencies in Term Structure of Interest Rates. TES (2014)
Christian Francq, Jean-Michel Zakoïan
Multi-level Conditional VaR Estimation in Dynamic Models. TES (2014)
Jirakom Sirisrisakulchai, Songsak Sriboonchitta
Modeling Dependence of Accident-Related Outcomes Using Pair Copula Constructions for Discrete Data. TES (2014)
Tongvang Xiongtoua, Songsak Sriboonchitta
Analysis of Volatility of and Dependence between Exchange Rate and Inflation Rate in Lao People's Democratic Republic Using Copula-Based GARCH Approach. TES (2014)
Yoshiteru Nakamori
Systemic Knowledge Synthesis for Product Recommendation. TES (2014)
Mutita Kaewkheaw, Pisit Leeahtam, Chukiat Chaiboonsri
An Analysis of Relationship between Gold Price and U.S. Dollar Index by Using Bivariate Extreme Value Copulas. TES (2014)
Ornanong Puarattanaarunkorn, Songsak Sriboonchitta
Copula Based GARCH Dependence Model of Chinese and Korean Tourist Arrivals to Thailand: Implications for Risk Management. TES (2014)
Sangyeol Lee, Jiyeon Lee
Residual Based Cusum Test for Parameter Change in AR-GARCH Models. TES (2014)
Arjaree Thongon, Songsak Sriboonchitta, Yongyut Laosiritaworn
Effect of Markets Temperature on Stock-Price: Monte Carlo Simulation on Spin Model. TES (2014)
Serge Darolles, Christian Gouriéroux
The Effects of Management and Provision Accounts on Hedge Fund Returns - Part I: The HighWater Mark Scheme. TES (2014)
Phattanan Boonyanuphong, Songsak Sriboonchitta
An Analysis of Volatility and Dependence between Rubber Spot and Futures Prices Using Copula-Extreme Value Theory. TES (2014)
S. T. Boris Choy, Celestine M. Bond
Statistical Analysis of Political Cycles in Australian Stock Market Returns. TES (2014)
Phattanan Boonyanuphong, Songsak Sriboonchitta
An Analysis of Interdependencies among Energy, Biofuel, and Agricultural Markets Using Vine Copula Model. TES (2014)
Xue Gong, Songsak Sriboonchitta
How Macroeconomic Factors and International Prices Affect Agriculture Prices Volatility?-Evidence from GARCH-X Model. TES (2014)
Teera Kiatmanaroch, Songsak Sriboonchitta
Dependence Structure between Crude Oil, Soybeans, and Palm Oil in ASEAN Region: Energy and Food Security Context. TES (2014)
Bernhard Schmelzer
Joint Distributions of Random Sets and Their Relation to Copulas. TES (2014)
Teera Kiatmanaroch, Songsak Sriboonchitta
Relationship between Exchange Rates, Palm Oil Prices, and Crude Oil Prices: A Vine Copula Based GARCH Approach. TES (2014)
Jianxu Liu, Songsak Sriboonchitta, Hung T. Nguyen, Vladik Kreinovich
Studying Volatility and Dependency of Chinese Outbound Tourism Demand in Singapore, Malaysia, and Thailand: A Vine Copula Approach. TES (2014)
Serge Darolles, Christian Gouriéroux
The Effects of Management and Provision Accounts on Hedge Fund Returns - Part II: The Loss Carry Forward Scheme. TES (2014)
Ornanong Puarattanaarunkorn, Songsak Sriboonchitta
Modeling Dependency in Tourist Arrivals to Thailand from China, Korea, and Japan Using Vine Copulas. TES (2014)
Amy R. Daniels, Coenraad C. A. Labuschagne, Theresa M. Offwood-le Roux
Valuation of Interest Rate Derivatives under CSA Discounting. TES (2014)
Songsak Sriboonchitta, Jianxu Liu, Vladik Kreinovich, Hung T. Nguyen
A Vine Copula Approach for Analyzing Financial Risk and Co-movement of the Indonesian, Philippine and Thailand Stock Markets. TES (2014)

volume 251, 2014

Modeling Dependence in Econometrics - Selected Papers of the Seventh International Conference of the Thailand Econometric Society, TES 2014, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014 TES 251 (2014)