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~person:"Songsak Sriboonchitta"
~subject:"Volatility"
~type_genre:"Book section"
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
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Analysis of volatility and dependence between the tourist arrivals from China to Thailand and Singapore : a copula-based GARCH approach
Liu, Jianxu
;
Songsak Sriboonchitta
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 283-294)
.
2013
Persistent link: https://www.econbiz.de/10009711141
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2
Modeling dependency of crude oil price and agricultural commodity prices : a pairwise copulas approach
Boonyanuphong, Phattanan
;
Songsak Sriboonchitta
; …
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 255-267)
.
2013
Persistent link: https://www.econbiz.de/10009711143
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