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Identification and estimation of triangular models with a binary treatment

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The impact of Thailand's openness on bilateral trade between Thailand and Japan : Copula-based Markov switching seemingly unrelated regression model

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gravity equations are estimated by Copula-based Markov switching seemingly unrelated regression approach. The best …'s t copula is applied for joint distribution. Analyzing the bilateral trade flow is separated into two situations, namely …

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Diversifying portfolios of U.S. stocks with crude oil and natural gas : a regime-dependent optimization with several risk measures

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Temporal and spectral dependence between crude oil and agricultural commodities : a wavelet-based copula approach

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Measuring persistence of dependence between crude oil prices and GCC stock markets : a copula approach

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Does uncertainty predict cryptocurrency returns? : a copula-based approach

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Statistical inference for a relative risk measure

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Extreme dependence and risk spillovers between oil and Islamic stock markets

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