Special Issue (2014): Copula Mathematics and Econometrics

Articles

• Editorial Hung T. Nguyen, Sompong Dhompongsa

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• Using Second-Order Probabilities to Make Maximum Entropy Approach to Copulas More Reasonable Hung T. Nguyen, Vladik Kreinovich, Berlin Wu

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  1 - 10

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• Portfolio optimization of stock returns in high-dimensions: A copula-based approach K. Autchariyapanitkul, S. Chanaim, S. Sriboonchitta

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  11 - 23

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• Economic Forecasting Based on Copula Quantile Curves and Beliefs Jianxu Liu, Songsak Sriboonchitta, Thierry Denoeux

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  25 - 38

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• Examining the Consistence of Futures Margin Levels using Bivariate Extreme Value Copulas X. Gong, H. T. Nguyen, V. Kreinovich, S. Sriboonchitta

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  39 - 57

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• Risk Analysis in Asian Emerging Markets using Canonical Vine Copula and Extreme Value Theory Apiwat Ayusuk, Songsak Sriboonchitta

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  59 - 72

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• Investigation of the Dependence Structure Between Imports and Manufacturing Production Index of Thailand using Copula-Based GARCH Model Chakorn Praprom, Songsak Sriboonchitta

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  73 - 90

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• Econometric Analysis of Older Workers' Hours of Work Using A Copula and Sample Selection Approach A. Wichian, S. Sriboonchitta

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  91 - 110

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• Econometric Analysis of Private and Public Wage Determination for Older Workers Using A Copula and Switching Regression A. Wichian, S. Sriboonchitta

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  111 - 128

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• Will QE Change the dependence between Baht/Dollar Exchange Rates and Price Returns of AOT and MINT? T. Kiatmanaroch, O. Puarattanaarunkorn, S. Sriboonchitta

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  129 - 144

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• Analysis of International Trade, Exchange Rate and Crude Oil Price on Economic Development of Yunnan Province: A GARCH-Vine Copula Model Approach Xinyu Yuan, Songsak Sriboonchitta, Jiechen Tang

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  145 - 163

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• A Mixture of Canonical Vine Copula-GARCH Approach for Modeling Dependence of European Electricity Markets Jiechen Tang, Songsak Sriboonchitta, Xinyu Yuan

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  165 - 180

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• Dependence Structure between World Crude Oil Prices: Evidence from NYMEX, ICE, and DME Markets T. Kiatmanaroch, S. Sriboonchitta

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  181 - 198

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• Dependence Structure between TOURISM and TRANS Sector Indices of the Stock Exchange of Thailand O. Puarattanaarunkorn, T. Kiatmanaroch, S. Sriboonchitta

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  199 -210

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• The Impact of Trading Activity on Volatility Transmission and Interdependence among Agricultural Commodity Markets Phattanan Boonyanuphong, Songsak Sriboonchitta

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  211 - 227

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