Modeling Dependence in Econometrics - Advances in Intelligent Systems and Computing
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Published By Springer International Publishing

9783319033945, 9783319033952

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Effect of Markets Temperature on Stock-Price: Monte Carlo Simulation on Spin Model

Modeling Dependence in Econometrics - Advances in Intelligent Systems and Computing ◽

10.1007/978-3-319-03395-2_28 ◽

2014 ◽

pp. 445-453

Author(s):

Arjaree Thongon ◽

Songsak Sriboonchitta ◽

Yongyut Laosiritaworn

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Stock Price ◽

Spin Model

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Analysis of Volatility of and Dependence between Exchange Rate and Inflation Rate in Lao People’s Democratic Republic Using Copula-Based GARCH Approach

Modeling Dependence in Econometrics - Advances in Intelligent Systems and Computing ◽

10.1007/978-3-319-03395-2_13 ◽

2014 ◽

pp. 201-214 ◽

Cited By ~ 1

Author(s):

Tongvang Xiongtoua ◽

Songsak Sriboonchitta

Keyword(s):

Exchange Rate ◽

Inflation Rate ◽

Democratic Republic ◽

Lao People’S Democratic Republic ◽

Lao People's Democratic Republic

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Dependence and Association Concepts through Copulas

Modeling Dependence in Econometrics - Advances in Intelligent Systems and Computing ◽

10.1007/978-3-319-03395-2_7 ◽

2014 ◽

pp. 113-126 ◽

Cited By ~ 4

Author(s):

Zheng Wei ◽

Tonghui Wang ◽

Wararit Panichkitkosolkul

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Pairs Trading via Three-Regime Threshold Autoregressive GARCH Models

Modeling Dependence in Econometrics - Advances in Intelligent Systems and Computing ◽

10.1007/978-3-319-03395-2_8 ◽

2014 ◽

pp. 127-140 ◽

Cited By ~ 8

Author(s):

Cathy W. S. Chen ◽

Max Chen ◽

Shu-Yu Chen

Keyword(s):

Garch Models ◽

Pairs Trading ◽

Threshold Autoregressive

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Residual Based Cusum Test for Parameter Change in AR-GARCH Models

Modeling Dependence in Econometrics - Advances in Intelligent Systems and Computing ◽

10.1007/978-3-319-03395-2_6 ◽

2014 ◽

pp. 101-111 ◽

Cited By ~ 4

Author(s):

Sangyeol Lee ◽

Jiyeon Lee

Keyword(s):

Garch Models ◽

Cusum Test ◽

Parameter Change ◽

Test For Parameter Change

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A Vine Copula Approach for Analyzing Financial Risk and Co-movement of the Indonesian, Philippine and Thailand Stock Markets

Modeling Dependence in Econometrics - Advances in Intelligent Systems and Computing ◽

10.1007/978-3-319-03395-2_16 ◽

2014 ◽

pp. 245-257 ◽

Cited By ~ 10

Author(s):

Songsak Sriboonchitta ◽

Jianxu Liu ◽

Vladik Kreinovich ◽

Hung T. Nguyen

Keyword(s):

Stock Markets ◽

Financial Risk ◽

Copula Approach ◽

Vine Copula

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Dependence Structure between Crude Oil, Soybeans, and Palm Oil in ASEAN Region: Energy and Food Security Context

Modeling Dependence in Econometrics - Advances in Intelligent Systems and Computing ◽

10.1007/978-3-319-03395-2_21 ◽

2014 ◽

pp. 329-341

Author(s):

Teera Kiatmanaroch ◽

Songsak Sriboonchitta

Keyword(s):

Food Security ◽

Crude Oil ◽

Palm Oil ◽

Dependence Structure ◽

Security Context

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Testing Dependencies in Term Structure of Interest Rates

Modeling Dependence in Econometrics - Advances in Intelligent Systems and Computing ◽

10.1007/978-3-319-03395-2_9 ◽

2014 ◽

pp. 141-154

Author(s):

Kian-Guan Lim

Keyword(s):

Interest Rates ◽

Term Structure

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An Innovative Financial Time Series Model: The Geometric Process Model

Modeling Dependence in Econometrics - Advances in Intelligent Systems and Computing ◽

10.1007/978-3-319-03395-2_5 ◽

2014 ◽

pp. 81-99

Author(s):

Jennifer S. K. Chan ◽

Connie P. Y. Lam ◽

S. T. Boris Choy

Keyword(s):

Time Series ◽

Process Model ◽

Financial Time Series ◽

Time Series Model ◽

Geometric Process ◽

Financial Time

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Wage Determination and Compensating Wage Differentials in the Informal Sector

Modeling Dependence in Econometrics - Advances in Intelligent Systems and Computing ◽

10.1007/978-3-319-03395-2_34 ◽

2014 ◽

pp. 521-537

Author(s):

Pisit Leeahtam ◽

Supanika Leurcharusmee ◽

Peerapat Jatukannyaprateep

Keyword(s):

Informal Sector ◽

Wage Differentials ◽

Wage Determination ◽

Compensating Wage Differentials

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Modeling Dependence in Econometrics - Advances in Intelligent Systems and ComputingLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Effect of Markets Temperature on Stock-Price: Monte Carlo Simulation on Spin Model

Analysis of Volatility of and Dependence between Exchange Rate and Inflation Rate in Lao People’s Democratic Republic Using Copula-Based GARCH Approach

Dependence and Association Concepts through Copulas

Pairs Trading via Three-Regime Threshold Autoregressive GARCH Models

Residual Based Cusum Test for Parameter Change in AR-GARCH Models

A Vine Copula Approach for Analyzing Financial Risk and Co-movement of the Indonesian, Philippine and Thailand Stock Markets

Dependence Structure between Crude Oil, Soybeans, and Palm Oil in ASEAN Region: Energy and Food Security Context

Testing Dependencies in Term Structure of Interest Rates

An Innovative Financial Time Series Model: The Geometric Process Model

Wage Determination and Compensating Wage Differentials in the Informal Sector

Modeling Dependence in Econometrics - Advances in Intelligent Systems and Computing
Latest Publications