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Analysis of global competitiveness using copula-based stochastic frontier kink model

Paravee Maneejuk; Woraphon Yamaka; Songsak Sriboonchitta - In: Robustness in econometrics, (pp. 543-559). 2017

Persistent link: https://www.econbiz.de/10011801844

What if we only have approximate stochastic dominance?

Kreinovich, Vladik; Nguyen, Hung T.; Songsak Sriboonchitta - In: Econometrics of risk, (pp. 53-61). 2015

Persistent link: https://www.econbiz.de/10010498582

Stochastic frontier model in financial econometrics : a copula-based approach

Phachongchit Tibprasorn; Kittawit Autchariyapanitkul; … - In: Robustness in econometrics, (pp. 575-586). 2017

Persistent link: https://www.econbiz.de/10011801882

Estimating efficiency of stock return with interval data

Phachongchit Tibprasorn; Chatchai Khiewngamdee; … - In: Robustness in econometrics, (pp. 667-678). 2017

Persistent link: https://www.econbiz.de/10011802007

Multi-process-based maximum entropy bootstrapping estimator : application for net foreign direct investment in ASEAN

Arisara Romyen; Chukiat Chaiboonsri; Satawat Wannapan; … - In: Economies : open access journal 7 (2019) 3/64, pp. 1-13

Due to a broad consensus in the engaging of global economic integrations, host countries encounter a number of challenges, especially in international capital mobility. Foreign direct investment (FDI) becomes a pillar for economic development. This study explores which Association of Southeast...

Persistent link: https://www.econbiz.de/10012025358

Stochastic dominance and applications to finance, risk and economics

Songsak Sriboonchitta (contributor) - 2010

chapter 1 Utility in Decision Theory -- chapter 2 Foundations of Stochastic Dominance -- chapter 3 Issues in Stochastic Dominance -- chapter 4 Financial Risk Measures -- chapter 5 Choquet Integrals as Risk Measures -- chapter 6 Foundational Statistics for Stochastic Dominance -- chapter 7 Models...

Persistent link: https://www.econbiz.de/10015069236