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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 ...]
3
Computational economics
2
Robustness in econometrics
2
Journal of travel and tourism marketing
1
The North American journal of economics and finance : a journal of financial economics studies
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1
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
Saved in:
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
Saved in:
3
Modeling dependence dynamics of air pollution : time series analysis using a copula based GARCH type model
Zhanqiong, He
;
Songsak Sriboonchitta
;
Jing, Dai
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 215-226)
.
2013
Persistent link: https://www.econbiz.de/10009711146
Saved in:
4
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
Saved in:
5
On asymmetric market model with heteroskedasticity and quantile regression
Chen, Cathy W. S.
;
Li, Muyi
;
Nguyen, Nga T. H.
;
Songsak …
- In:
Computational economics
49
(
2017
)
1
,
pp. 155-174
Persistent link: https://www.econbiz.de/10011751821
Saved in:
6
An empirical study of inbound tourism demand in China : a copula-GARCH approach
Tang, Jiechen
;
Ramos, Vicente
;
Cang, Shuang
;
Songsak …
- In:
Journal of travel and tourism marketing
34
(
2017
)
9
,
pp. 1235-1246
Persistent link: https://www.econbiz.de/10011759003
Saved in:
7
Do we have robust GARCH models under different mean equations : evidence from exchange rates of Thailand?
Tanaporn Tungtrakul
;
Natthaphat Kingnetr
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 599-613)
.
2017
Persistent link: https://www.econbiz.de/10011801995
Saved in:
8
The impact of extreme events on portfolio in financial risk management
Chuangchid, K.
;
Kittawit Autchariyapanitkul
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 679-690)
.
2017
Persistent link: https://www.econbiz.de/10011802012
Saved in:
9
How strong is the relationship among gold and USD exchange rates? : analytics based on structural change models
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Lee, Sangyoel
; …
- In:
Computational economics
53
(
2019
)
1
,
pp. 343-366
Persistent link: https://www.econbiz.de/10012134682
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