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 |
The Thai Journal of Mathematics organized and supported by The Mathematical Association of Thailand and Thailand Research Council and the Center for Promotion of Mathematical Research of Thailand (CEPMART).
Copyright 2020 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|