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 ...]
Van-Nam Huynh ... (eds.)
| Year of publication: |
2013 ; 1., 2013
|
|---|---|
| Other Persons: | Huynh, Van-Nam (contributor) |
| Institutions: | Thailand Econometric Society (contributor) |
| Publisher: |
Berlin [u.a.] : Springer |
| Subject: | Ökonometrie | Econometrics | Risiko | Risk | Multivariate Verteilung | Multivariate distribution | Entropie | Entropy | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Welt | World | Maximum-Entropie-Methode |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [loc.gov] ; Description [zbmath.org] |
| Published items: |
22 hits in ECONIS - Online Catalogue of the ZBW
|
| Extent: | XVI, 318 S graph. Darst. 235 mm x 155 mm |
|---|---|
| Series: | Advances in intelligent systems and computing : AISC. - Singapore : Springer, ISSN 2194-5357, ZDB-ID 2686636-5. - Vol. 200 |
| Conferences: | TES ; (Chiang Mai) : 2013.01.10-11 Sixth International Conference of the Thailand Econometric Society ; (Chiang Mai) : 2013.01.10-11 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Konferenzschrift ; Conference proceedings ; Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| Notes: | Enth. zahlr. Beitr. Keynote Addresses ; On the State of the Art of Info-metrics / Amos Golan A Test for Strict Stationarity / Luiz Renato Lima, Breno Neri Fundamental Theory ; Statistical Inference from Ill-known Data Using Belief Functions / Thierry Denœux Brief Introduction to Probabilistic Compositional Models / Radim Jiroušek Some Aspects of Information Theory in Gambling and Economics / Hai Q. Dinh Why Clayton and Gumbel Copulas: A Symmetry-Based Explanation / Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta Size Distortion in the Analysis of Volatility and Covolatility Effects / Christian Gourieroux, Joann Jasiak Maximum Entropy Test for Autoregressive Models / Sangyeol Lee, Siyun Park Choice of Copulas in Explaining Stock Market Contagion / Kian-Guan Lim A Bayesian Perspective on Mixed GARCH Models with Jumps / Cathy W. S. Chen, Edward M. H. Lin, Yi-Ru Lin Risk Measures and Asset Pricing Models with New Versions of Wang Transform / Baokun Li, Tonghui Wang, Weizhong Tian Applications ; Purchasing Power Parity Puzzle and the Australian Dollar Real Exchange Rate / Khorshed Chowdhury An Empirical Analysis of Price Behavior of Natural Rubber Latex: A Case of Central Rubber Market Hat Yai, Songkhla, Thailand / Hari Sharma Neupane, Peter Calkins Trade Liberalisation, Labour Productivity Growth and Skilled Labour Complement: Evidence from the Thai Manufacturing Sector / Piyapong Sangkaew, Kankesu Jayanthakumaran Modeling Dependence Dynamics of Air Pollution: Time Series Analysis Using a Copula Based GARCH Type Model / He Zhanqiong, Songsak Sriboonchitta, Dai Jing Estimating Time-Varying Systematic Risk by Using Multivariate GARCH / Muttalath Kridsadarat Forecasting Using Nonlinear Long Memory Models with Artificial Neural Network Expansion / Chaleampong Kongcharoen Modeling Dependency of Crude oil Price and Agricultural Commodity Prices: A Pairwise Copulas Approach / Phattanan Boonyanuphong, Songsak Sriboonchitta, Chukiat Chaiboonsri Charitable Giving Behavior in Northeast Thailand and Mukdaharn Province: Multivariate Tobit Models / Jintanee Jintranun, Peter Calkins, Songsak Sriboonchitta Analysis of Volatility and Dependence between the Tourist Arrivals from China to Thailand and Singapore: A Copula-Based GARCH Approach / Jianxu Liu, Songsak Sriboonchitta A Quantile Regression Analysis of Price Transmission in Thai Rice Markets / Aree Wiboonpongse, Yaovarate Chaovanapoonphol, George E. Battese Analyzing Dependence Structure of Obesity and High Blood Pressure: A Copula Approach ; Jing Dai, Cheng Zi, Songsak Sriboonchitta, Zhanqiong He. 201211 |
| ISBN: | 3-642-35442-4 ; 978-3-642-35442-7 ; 978-3-642-35443-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009683104