Table of Contents
Articles
| Editorial | |
| Hung T. Nguyen, Sompong Dhompongsa |
| Using Second-Order Probabilities to Make Maximum Entropy Approach to Copulas More Reasonable | |
| Hung T. Nguyen, Vladik Kreinovich, Berlin Wu | 1 - 10 |
| Portfolio optimization of stock returns in high-dimensions: A copula-based approach | |
| K. Autchariyapanitkul, S. Chanaim, S. Sriboonchitta | 11 - 23 |
| Economic Forecasting Based on Copula Quantile Curves and Beliefs | |
| Jianxu Liu, Songsak Sriboonchitta, Thierry Denoeux | 25 - 38 |
| Examining the Consistence of Futures Margin Levels using Bivariate Extreme Value Copulas | |
| X. Gong, H. T. Nguyen, V. Kreinovich, S. Sriboonchitta | 39 - 57 |
| Risk Analysis in Asian Emerging Markets using Canonical Vine Copula and Extreme Value Theory | |
| Apiwat Ayusuk, Songsak Sriboonchitta | 59 - 72 |
| Investigation of the Dependence Structure Between Imports and Manufacturing Production Index of Thailand using Copula-Based GARCH Model | |
| Chakorn Praprom, Songsak Sriboonchitta | 73 - 90 |
| Econometric Analysis of Older Workers' Hours of Work Using A Copula and Sample Selection Approach | |
| A. Wichian, S. Sriboonchitta | 91 - 110 |
| Econometric Analysis of Private and Public Wage Determination for Older Workers Using A Copula and Switching Regression | |
| A. Wichian, S. Sriboonchitta | 111 - 128 |
| Will QE Change the dependence between Baht/Dollar Exchange Rates and Price Returns of AOT and MINT? | |
| T. Kiatmanaroch, O. Puarattanaarunkorn, S. Sriboonchitta | 129 - 144 |
| 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 | 145 - 163 |
| A Mixture of Canonical Vine Copula-GARCH Approach for Modeling Dependence of European Electricity Markets | |
| Jiechen Tang, Songsak Sriboonchitta, Xinyu Yuan | 165 - 180 |
| Dependence Structure between World Crude Oil Prices: Evidence from NYMEX, ICE, and DME Markets | |
| T. Kiatmanaroch, S. Sriboonchitta | 181 - 198 |
| Dependence Structure between TOURISM and TRANS Sector Indices of the Stock Exchange of Thailand | |
| O. Puarattanaarunkorn, T. Kiatmanaroch, S. Sriboonchitta | 199 -210 |
| The Impact of Trading Activity on Volatility Transmission and Interdependence among Agricultural Commodity Markets | |
| Phattanan Boonyanuphong, Songsak Sriboonchitta | 211 - 227 |
Copyright 2019 by the Mathematical Association of Thailand.
All rights reserve. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, without the prior permission of the Mathematical Association of Thailand.
|ISSN 1686-0209|