Sriboonchitta, Songsak (ed.); Kreinovich, Vladik (ed.); Yamaka, Woraphon (ed.) Credible asset allocation, optimal transport methods, and related topics. Selected papers based on the presentations at the 15th international conference of the Thailand Econometric Society, TES 2022, Chiang Mai, Thailand, January 1–2, 2022. (English) Zbl 1503.62008 Studies in Systems, Decision and Control 429. Cham: Springer (ISBN 978-3-030-97272-1/hbk; 978-3-030-97275-2/pbk; 978-3-030-97273-8/ebook). xi, 773 p. (2022). MSC: 62-06 91-06 62P20 68T05 00B25 PDFBibTeX XMLCite \textit{S. Sriboonchitta} (ed.) et al., Credible asset allocation, optimal transport methods, and related topics. Selected papers based on the presentations at the 15th international conference of the Thailand Econometric Society, TES 2022, Chiang Mai, Thailand, January 1--2, 2022. Cham: Springer (2022; Zbl 1503.62008) Full Text: DOI
Wang, Mengjiao; Liu, Jianxu; Sriboonchitta, Songsak A Bayesian analysis of the determinants of China’s overseas contracted projects in countries along the belt and road initiative. (English) Zbl 1479.91213 Sriboonchitta, Songsak (ed.) et al., Behavioral predictive modeling in economics. Cham: Springer. Stud. Comput. Intell. 897, 303-315 (2021). MSC: 91B62 91B60 62P20 PDFBibTeX XMLCite \textit{M. Wang} et al., Stud. Comput. Intell. 897, 303--315 (2021; Zbl 1479.91213) Full Text: DOI
Sriboonchitta, Songsak (ed.); Kreinovich, Vladik (ed.); Yamaka, Woraphon (ed.) Behavioral predictive modeling in economics. (English) Zbl 1470.91007 Studies in Computational Intelligence 897. Cham: Springer (ISBN 978-3-030-49727-9/hbk; 978-3-030-49730-9/pbk; 978-3-030-49728-6/ebook). ix, 451 p. (2021). MSC: 91-06 00B15 PDFBibTeX XMLCite \textit{S. Sriboonchitta} (ed.) et al., Behavioral predictive modeling in economics. Cham: Springer (2021; Zbl 1470.91007) Full Text: DOI
Chanaim, Somsak; Srichaikul, Wilawan; Rungruang, Chongkolnee; Sriboonchitta, Songsak Forecasting GDP in Asian countries using relevant vector machines. (English) Zbl 1463.35280 Thai J. Math., Spec. Iss.: Structural change modeling and optimization in econometrics 2018, 201-215 (2019). MSC: 35K05 91G20 PDFBibTeX XMLCite \textit{S. Chanaim} et al., Thai J. Math., 201--215 (2019; Zbl 1463.35280) Full Text: Link
Rungruang, Chongkolnee; Srichaikul, Wilawan; Chanaim, Somsak; Sriboonchitta, Songsak Prediction the direction of SET50 index using support vector machines. (English) Zbl 1463.35287 Thai J. Math., Spec. Iss.: Structural change modeling and optimization in econometrics 2018, 153-165 (2019). MSC: 35K05 91G20 PDFBibTeX XMLCite \textit{C. Rungruang} et al., Thai J. Math., 153--165 (2019; Zbl 1463.35287) Full Text: Link
Yamaka, Woraphon; Phadkantha, Rungrapee; Sriboonchitta, Songsak Modeling dependence of agricultural commodity futures through Markov switching copula with mixture distribution regimes. (English) Zbl 1463.35291 Thai J. Math., Spec. Iss.: Structural change modeling and optimization in econometrics 2018, 93-107 (2019). MSC: 35K05 91G20 PDFBibTeX XMLCite \textit{W. Yamaka} et al., Thai J. Math., 93--107 (2019; Zbl 1463.35291) Full Text: Link
Thongkairat, Sukrit; Yamaka, Woraphon; Sriboonchitta, Songsak Economic policy uncertainty effect on precious metal markets: a Markov-switching model with mixture distribution regimes. (English) Zbl 1463.35288 Thai J. Math., Spec. Iss.: Structural change modeling and optimization in econometrics 2018, 77-92 (2019). MSC: 35K05 91G20 PDFBibTeX XMLCite \textit{S. Thongkairat} et al., Thai J. Math., 77--92 (2019; Zbl 1463.35288) Full Text: Link
Sriboonchitta, Songsak; Kreinovich, Vladik; Kosheleva, Olga Preferences (partial pre-orders) on complex numbers – in view of possible use in quantum econometrics. (English) Zbl 1461.91371 Thai J. Math., Spec. Iss.: Structural change modeling and optimization in econometrics 2018, 33-39 (2019). MSC: 91G80 81P99 PDFBibTeX XMLCite \textit{S. Sriboonchitta} et al., Thai J. Math., 33--39 (2019; Zbl 1461.91371) Full Text: Link
Yamaka, Woraphon; Rakpho, Pichayakone; Sriboonchitta, Songsak Bayesian Markov switching quantile regression with unknown quantile \(\tau \): application to stock exchange of Thailand (SET). (English) Zbl 1463.35292 Thai J. Math., Spec. Iss.: Structural change modeling and optimization in econometrics 2018, 1-13 (2019). MSC: 35K05 91G20 PDFBibTeX XMLCite \textit{W. Yamaka} et al., Thai J. Math., 1--13 (2019; Zbl 1463.35292) Full Text: Link
Kreinovich, Vladik (ed.); Sriboonchitta, Songsak (ed.) Structural changes and their econometric modeling. Selected papers based on the presentations at the 12th international conference of the Thailand Econometric Society, TES 2019, Chiang Mai, Thailand, January 9–11, 2019. (English) Zbl 1405.62007 Studies in Computational Intelligence 808. Cham: Springer (ISBN 978-3-030-04262-2/hbk; 978-3-030-04263-9/ebook). x, 776 p. (2019). MSC: 62-06 91-06 62P20 68T05 00B25 PDFBibTeX XMLCite \textit{V. Kreinovich} (ed.) and \textit{S. Sriboonchitta} (ed.), Structural changes and their econometric modeling. Selected papers based on the presentations at the 12th international conference of the Thailand Econometric Society, TES 2019, Chiang Mai, Thailand, January 9--11, 2019. Cham: Springer (2019; Zbl 1405.62007) Full Text: DOI
Kreinovich, Vladik (ed.); Sriboonchitta, Songsak (ed.); Chakpitak, Nopasit (ed.) Predictive econometrics and big data. Edited papers presented at the 11th international conference of the Thailand Econometric Society (TES 2018), Chiang Mai, Thailand, January 10–12, 2018. (English) Zbl 1503.62007 Studies in Computational Intelligence 753. Cham: Springer (ISBN 978-3-319-70941-3/hbk; 978-3-319-89018-0/pbk; 978-3-319-70942-0/ebook). xii, 780 p. (2018). MSC: 62-06 91-06 62P20 68T05 00B25 PDFBibTeX XMLCite \textit{V. Kreinovich} (ed.) et al., Predictive econometrics and big data. Edited papers presented at the 11th international conference of the Thailand Econometric Society (TES 2018), Chiang Mai, Thailand, January 10--12, 2018. Cham: Springer (2018; Zbl 1503.62007) Full Text: DOI
Leurcharusmee, Supanika; Sirisrisakulchai, Jirakom; Kingnetr, Natthaphat; Sriboonchitta, Songsak Child-gender preference generalized maximum entropy approach. (English) Zbl 1463.62354 Thai J. Math., Spec. Iss. on entropy in econometrics, 229-242 (2017). MSC: 62P20 91B84 62H20 62P25 62B10 PDFBibTeX XMLCite \textit{S. Leurcharusmee} et al., Thai J. Math., 229--242 (2017; Zbl 1463.62354) Full Text: Link
Sirikanchanarak, Duangthip; Liu, Jianxu; Sriboonchitta, Songsak Measurement and comparison of rice production efficiency in Thailand and India: an efficient frontier approach. (English) Zbl 1463.62358 Thai J. Math., Spec. Iss. on entropy in econometrics, 215-228 (2017). MSC: 62P20 91B84 62P25 62H20 PDFBibTeX XMLCite \textit{D. Sirikanchanarak} et al., Thai J. Math., 215--228 (2017; Zbl 1463.62358) Full Text: Link
Khiewngamdee, Chatchai; Sriboonchitta, Songsak; Chanaim, Somsak; Rungruang, Chongkolnee Coffee stochastic frontier model with maximum entropy. (English) Zbl 1463.62353 Thai J. Math., Spec. Iss. on entropy in econometrics, 79-90 (2017). MSC: 62P20 91B84 62F12 PDFBibTeX XMLCite \textit{C. Khiewngamdee} et al., Thai J. Math., 79--90 (2017; Zbl 1463.62353) Full Text: Link
Yamaka, Woraphon; Autchariyapanitkul, Kittawit; Meneejuk, Paravee; Sriboonchitta, Songsak Capital asset pricing model through quantile regression: an entropy approach. (English) Zbl 1463.62367 Thai J. Math., Spec. Iss. on entropy in econometrics, 53-65 (2017). MSC: 62P20 91B84 62G08 PDFBibTeX XMLCite \textit{W. Yamaka} et al., Thai J. Math., 53--65 (2017; Zbl 1463.62367) Full Text: Link
Kreinovich, Vladik; Sriboonchitta, Songsak MaxEnt-based explanation of why financial analysts systematically under-predict companies’ performance. (English) Zbl 1474.62416 Thai J. Math., Spec. Iss. on entropy in econometrics, 29-34 (2017). MSC: 62P20 94A17 91B50 90B50 PDFBibTeX XMLCite \textit{V. Kreinovich} and \textit{S. Sriboonchitta}, Thai J. Math., 29--34 (2017; Zbl 1474.62416) Full Text: Link
Yan, Hong-Bin; Ma, Tieju; Sriboonchitta, Songsak; Huynh, Van-Nam A stochastic dominance based approach to consumer-oriented Kansei evaluation with multiple priorities. (English) Zbl 1415.91104 Ann. Oper. Res. 256, No. 2, 329-357 (2017). MSC: 91B06 90B10 60E15 PDFBibTeX XMLCite \textit{H.-B. Yan} et al., Ann. Oper. Res. 256, No. 2, 329--357 (2017; Zbl 1415.91104) Full Text: DOI
Guo, Wen-Tao; Huynh, Van-Nam; Sriboonchitta, Songsak A proportional linguistic distribution based model for multiple attribute decision making under linguistic uncertainty. (English) Zbl 1415.91091 Ann. Oper. Res. 256, No. 2, 305-328 (2017). MSC: 91B06 91F20 68T35 PDFBibTeX XMLCite \textit{W.-T. Guo} et al., Ann. Oper. Res. 256, No. 2, 305--328 (2017; Zbl 1415.91091) Full Text: DOI
Zhu, Kongliang; Yamaka, Woraphon; Sriboonchitta, Songsak Multi-asset portfolio returns: a Markov switching copula-based approach. (English) Zbl 1474.91194 Thai J. Math., Spec. Iss. on applied mathematics: Bayesian econometrics, 183-200 (2016). MSC: 91G10 91G70 62H05 PDFBibTeX XMLCite \textit{K. Zhu} et al., Thai J. Math., 183--200 (2016; Zbl 1474.91194) Full Text: Link
Zhu, Kongliang; Yamaka, Woraphon; Sriboonchitta, Songsak On the linkages between exchange rate movements stock, bond and interest rate market in a regime-switching model: evidence for ASEAN and East Asia. (English) Zbl 1474.91110 Thai J. Math., Spec. Iss. on applied mathematics: Bayesian econometrics, 161-181 (2016). MSC: 91B64 91G30 PDFBibTeX XMLCite \textit{K. Zhu} et al., Thai J. Math., 161--181 (2016; Zbl 1474.91110) Full Text: Link
Phetcharat, C.; Teerakul, N.; Yamaka, W.; Sriboonchitta, S.; Janthonk, T. Factors affecting farmer’s choice of cultivating landrace rice: using a switching regression model. (English) Zbl 1474.91044 Thai J. Math., Spec. Iss. on applied mathematics: Bayesian econometrics, 149-159 (2016). MSC: 91B06 62P20 PDFBibTeX XMLCite \textit{C. Phetcharat} et al., Thai J. Math., 149--159 (2016; Zbl 1474.91044) Full Text: Link
Sirikanchanarak, Duangthip; Yamaka, Worapon; Khiewgamdee, Chatchai; Sriboonchitta, Songsak Time-varying threshold regression model using the Kalman filter method. (English) Zbl 1474.91127 Thai J. Math., Spec. Iss. on applied mathematics: Bayesian econometrics, 133-148 (2016). MSC: 91B82 91B64 62M20 PDFBibTeX XMLCite \textit{D. Sirikanchanarak} et al., Thai J. Math., 133--148 (2016; Zbl 1474.91127) Full Text: Link
Kaewsompong, N.; Sriboonchitta, S.; Maneejuk, P.; Yamaka, W. Relationships among prices of rubber in ASEAN: Bayesian structural VAR model. (English) Zbl 1474.91117 Thai J. Math., Spec. Iss. on applied mathematics: Bayesian econometrics, 101-116 (2016). MSC: 91B74 62P20 PDFBibTeX XMLCite \textit{N. Kaewsompong} et al., Thai J. Math., 101--116 (2016; Zbl 1474.91117) Full Text: Link
Pastpipatkul, P.; Sriboonchitta, S.; Yamaka, W. A Bayesian change point with regime switching model. (English) Zbl 1474.91082 Thai J. Math., Spec. Iss. on applied mathematics: Bayesian econometrics, 83-99 (2016). MSC: 91B39 91B38 PDFBibTeX XMLCite \textit{P. Pastpipatkul} et al., Thai J. Math., 83--99 (2016; Zbl 1474.91082) Full Text: Link
Autchariyapanitkul, K.; Kunasri, K.; Sriboonchitta, S. Robust regression for capital asset pricing model using Bayesian approach. (English) Zbl 1463.62343 Thai J. Math., Spec. Iss. on applied mathematics: Bayesian econometrics, 71-82 (2016). MSC: 62P20 91B84 62G08 62G35 PDFBibTeX XMLCite \textit{K. Autchariyapanitkul} et al., Thai J. Math., 71--82 (2016; Zbl 1463.62343) Full Text: Link
Phochanachan, Panisara; Liu, Jianxu; Sriboonchitta, Songsak On mathematical modeling and analysis of co-movement and optimal portfolios of stock markets. (English) Zbl 1414.91351 Thai J. Math. 14, No. 2, 283-303 (2016). MSC: 91G10 62M10 62P05 PDFBibTeX XMLCite \textit{P. Phochanachan} et al., Thai J. Math. 14, No. 2, 283--303 (2016; Zbl 1414.91351) Full Text: Link
Phochanachan, Panisara; Sirisrisakulchai, Jirakom; Sriboonchitta, Songsak Estimating oil price value at risk using belief functions. (English) Zbl 1418.91612 Huynh, Van-Nam (ed.) et al., Econometrics of risk. Cham: Springer. Stud. Comput. Intell. 583, 377-389 (2015). MSC: 91G70 PDFBibTeX XMLCite \textit{P. Phochanachan} et al., Stud. Comput. Intell. 583, 377--389 (2015; Zbl 1418.91612) Full Text: DOI
Ayusuk, Apiwat; Sriboonchitta, Songsak Risk, return and international portfolio analysis: entropy and linear belief functions. (English) Zbl 1418.91448 Huynh, Van-Nam (ed.) et al., Econometrics of risk. Cham: Springer. Stud. Comput. Intell. 583, 319-328 (2015). MSC: 91G10 PDFBibTeX XMLCite \textit{A. Ayusuk} and \textit{S. Sriboonchitta}, Stud. Comput. Intell. 583, 319--328 (2015; Zbl 1418.91448) Full Text: DOI
Gong, Xue; Sriboonchitta, Songsak Optimal portfolio selection using maximum entropy estimation accounting for the firm specific characteristics. (English) Zbl 1418.91471 Huynh, Van-Nam (ed.) et al., Econometrics of risk. Cham: Springer. Stud. Comput. Intell. 583, 305-318 (2015). MSC: 91G10 PDFBibTeX XMLCite \textit{X. Gong} and \textit{S. Sriboonchitta}, Stud. Comput. Intell. 583, 305--318 (2015; Zbl 1418.91471) Full Text: DOI
Liu, Jianxu; Sriboonchitta, Songsak; Roland-Holst, David; Zilberman, David; Wiboonpongse, Aree Empirical evidence linking futures price movements of biofuel crops and conventional energy fuel. (English) Zbl 1418.91523 Huynh, Van-Nam (ed.) et al., Econometrics of risk. Cham: Springer. Stud. Comput. Intell. 583, 287-303 (2015). MSC: 91G20 62P05 62H05 PDFBibTeX XMLCite \textit{J. Liu} et al., Stud. Comput. Intell. 583, 287--303 (2015; Zbl 1418.91523) Full Text: DOI
Piamsuwannakit, Sutthiporn; Sriboonchitta, Songsak Forecasting risk and returns: CAPM model with belief functions. (English) Zbl 1418.91636 Huynh, Van-Nam (ed.) et al., Econometrics of risk. Cham: Springer. Stud. Comput. Intell. 583, 259-271 (2015). MSC: 91G99 62P05 PDFBibTeX XMLCite \textit{S. Piamsuwannakit} and \textit{S. Sriboonchitta}, Stud. Comput. Intell. 583, 259--271 (2015; Zbl 1418.91636) Full Text: DOI
Autchariyapanitkul, Kittawit; Chanaim, Somsak; Sriboonchitta, Songsak Evaluation of portfolio returns in Fama-French model using quantile regression under asymmetric Laplace distribution. (English) Zbl 1418.91447 Huynh, Van-Nam (ed.) et al., Econometrics of risk. Cham: Springer. Stud. Comput. Intell. 583, 233-244 (2015). MSC: 91G10 62P05 PDFBibTeX XMLCite \textit{K. Autchariyapanitkul} et al., Stud. Comput. Intell. 583, 233--244 (2015; Zbl 1418.91447) Full Text: DOI
Autchariyapanitkul, Kittawit; Chanaim, Somsak; Sriboonchitta, Songsak Quantile regression under asymmetric Laplace distribution in capital asset pricing model. (English) Zbl 1418.91621 Huynh, Van-Nam (ed.) et al., Econometrics of risk. Cham: Springer. Stud. Comput. Intell. 583, 219-231 (2015). MSC: 91G99 62P05 91G10 PDFBibTeX XMLCite \textit{K. Autchariyapanitkul} et al., Stud. Comput. Intell. 583, 219--231 (2015; Zbl 1418.91621) Full Text: DOI
Leurcharusmee, Supanika; Sirisrisakulchai, Jirakom; Sriboonchitta, Songsak; Denoeux, Thierry The classifier chain generalized maximum entropy model for multi-label choice problems. (English) Zbl 1418.91164 Huynh, Van-Nam (ed.) et al., Econometrics of risk. Cham: Springer. Stud. Comput. Intell. 583, 185-199 (2015). MSC: 91B06 PDFBibTeX XMLCite \textit{S. Leurcharusmee} et al., Stud. Comput. Intell. 583, 185--199 (2015; Zbl 1418.91164) Full Text: DOI
Kreinovich, Vladik; Nguyen, Hung T.; Sriboonchitta, Songsak What if we only have approximate stochastic dominance? (English) Zbl 1418.91162 Huynh, Van-Nam (ed.) et al., Econometrics of risk. Cham: Springer. Stud. Comput. Intell. 583, 53-61 (2015). MSC: 91B06 60E15 PDFBibTeX XMLCite \textit{V. Kreinovich} et al., Stud. Comput. Intell. 583, 53--61 (2015; Zbl 1418.91162) Full Text: DOI
Nguyen, Hung T.; Sriboonchitta, Songsak On fuzzy theory for econometrics. (English) Zbl 1359.62518 Tamir, Dan E. (ed.) et al., Fifty years of fuzzy logic and its applications. Cham: Springer (ISBN 978-3-319-19682-4/hbk; 978-3-319-19683-1/ebook). Studies in Fuzziness and Soft Computing 326, 401-414 (2015). MSC: 62P20 91G70 62A86 PDFBibTeX XMLCite \textit{H. T. Nguyen} and \textit{S. Sriboonchitta}, Stud. Fuzziness Soft Comput. 326, 401--414 (2015; Zbl 1359.62518) Full Text: DOI
Huynh, Van-Nam (ed.); Kreinovich, Vladik (ed.); Sriboonchitta, Songsak (ed.); Suriya, Komsan (ed.) Econometrics of risk. (English) Zbl 1341.91005 Studies in Computational Intelligence 583. Cham: Springer (ISBN 978-3-319-13448-2/hbk; 978-3-319-13449-9/ebook). x, 498 p. (2015). MSC: 91-06 91Gxx 91B30 62P20 91G70 00B15 PDFBibTeX XMLCite \textit{V.-N. Huynh} (ed.) et al., Econometrics of risk. Cham: Springer (2015; Zbl 1341.91005) Full Text: DOI
Wiboonpongse, Aree; Liu, Jianxu; Sriboonchitta, Songsak; Denoeux, Thierry Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand. (English) Zbl 1376.86008 Int. J. Approx. Reasoning 65, 34-44 (2015). MSC: 86A32 62P20 62H20 91G70 PDFBibTeX XMLCite \textit{A. Wiboonpongse} et al., Int. J. Approx. Reasoning 65, 34--44 (2015; Zbl 1376.86008) Full Text: DOI
Boonyanuphong, Phattanan; Sriboonchitta, Songsak The impact of trading activity on volatility transmission and interdependence among agricultural commodity markets. (English) Zbl 1463.62346 Thai J. Math. 12, Spec. Iss., 211-227 (2014). MSC: 62P20 91B84 62H05 62M10 PDFBibTeX XMLCite \textit{P. Boonyanuphong} and \textit{S. Sriboonchitta}, Thai J. Math. 12, 211--227 (2014; Zbl 1463.62346) Full Text: Link
Puarattanaarunkorn, O.; Kiatmanaroch, T.; Sriboonchitta, S. Dependence structure between TOURISM and TRANS sector indices of the stock exchange of Thailand. (English) Zbl 1463.91146 Thai J. Math. 12, Spec. Iss., 199-210 (2014). MSC: 91G15 62P05 62H05 PDFBibTeX XMLCite \textit{O. Puarattanaarunkorn} et al., Thai J. Math. 12, 199--210 (2014; Zbl 1463.91146) Full Text: Link
Kiatmanaroch, T.; Sriboonchitta, S. Dependence structure between world crude oil prices: evidence from NYMEX, ICE, and DME markets. (English) Zbl 1463.91154 Thai J. Math. 12, Spec. Iss., 181-198 (2014). MSC: 91G20 62P05 62H05 PDFBibTeX XMLCite \textit{T. Kiatmanaroch} and \textit{S. Sriboonchitta}, Thai J. Math. 12, 181--198 (2014; Zbl 1463.91154) Full Text: Link
Tang, Jiechen; Sriboonchitta, Songsak; Yuan, Xinyu A mixture of canonical vine copula-GARCH approach for modeling dependence of European electricity markets. (English) Zbl 1463.62360 Thai J. Math. 12, Spec. Iss., 165-180 (2014). MSC: 62P20 91B84 62H05 62M10 PDFBibTeX XMLCite \textit{J. Tang} et al., Thai J. Math. 12, 165--180 (2014; Zbl 1463.62360) Full Text: Link
Yuan, Xinyu; Sriboonchitta, Songsak; Tang, Jiechen Analysis of international trade, exchange rate and crude oil price on economic development of Yunnan Province: a GARCH-vine copula model approach. (English) Zbl 1463.62369 Thai J. Math. 12, Spec. Iss., 145-163 (2014). MSC: 62P20 62M10 91B84 PDFBibTeX XMLCite \textit{X. Yuan} et al., Thai J. Math. 12, 145--163 (2014; Zbl 1463.62369) Full Text: Link
Kiatmanaroch, T.; Puarattanaarunkorn, O.; Sriboonchitta, S. Will QE change the dependence between Baht/Dollar exchange rates and price returns of AOT and MINT? (English) Zbl 1463.91082 Thai J. Math. 12, Spec. Iss., 129-144 (2014). MSC: 91B64 62P20 62H05 PDFBibTeX XMLCite \textit{T. Kiatmanaroch} et al., Thai J. Math. 12, 129--144 (2014; Zbl 1463.91082) Full Text: Link
Wichian, A.; Sriboonchitta, S. Econometric analysis of private and public wage determination for older workers using a copula and switching regression. (English) Zbl 1463.62366 Thai J. Math. 12, Spec. Iss., 111-128 (2014). MSC: 62P20 62P25 91B84 62H05 PDFBibTeX XMLCite \textit{A. Wichian} and \textit{S. Sriboonchitta}, Thai J. Math. 12, 111--128 (2014; Zbl 1463.62366) Full Text: Link
Wichian, A.; Sriboonchitta, S. Econometric analysis of older workers’ hours of work using a copula and sample selection approach. (English) Zbl 1463.62365 Thai J. Math. 12, Spec. Iss., 91-110 (2014). MSC: 62P20 62P25 91B84 62H05 PDFBibTeX XMLCite \textit{A. Wichian} and \textit{S. Sriboonchitta}, Thai J. Math. 12, 91--110 (2014; Zbl 1463.62365) Full Text: Link
Praprom, Chakorn; Sriboonchitta, Songsak Investigation of the dependence structure between imports and manufacturing production index of Thailand using copula-based GARCH model. (English) Zbl 1463.62356 Thai J. Math. 12, Spec. Iss., 73-90 (2014). MSC: 62P20 91B84 62B10 62H05 62M10 PDFBibTeX XMLCite \textit{C. Praprom} and \textit{S. Sriboonchitta}, Thai J. Math. 12, 73--90 (2014; Zbl 1463.62356) Full Text: Link
Ayusuk, Apiwat; Sriboonchitta, Songsak Risk analysis in Asian emerging markets using canonical vine copula and extreme value theory. (English) Zbl 1463.62345 Thai J. Math. 12, Spec. Iss., 59-72 (2014). MSC: 62P20 91B84 91B05 62H05 62M10 62G32 PDFBibTeX XMLCite \textit{A. Ayusuk} and \textit{S. Sriboonchitta}, Thai J. Math. 12, 59--72 (2014; Zbl 1463.62345) Full Text: Link
Gong, X.; Nguyen, H. T.; Kreinovich, V.; Sriboonchitta, S. Examining the consistence of futures margin levels using bivariate extreme value copulas. (English) Zbl 1463.62350 Thai J. Math. 12, Spec. Iss., 39-57 (2014). MSC: 62P20 91B84 62H05 PDFBibTeX XMLCite \textit{X. Gong} et al., Thai J. Math. 12, 39--57 (2014; Zbl 1463.62350) Full Text: Link
Liu, Jianxu; Sriboonchitta, Songsak; Denoeux, Thierry Economic forecasting based on copula quantile curves and beliefs. (English) Zbl 1463.62355 Thai J. Math. 12, Spec. Iss., 25-38 (2014). MSC: 62P20 91B84 62H05 62G08 62M20 PDFBibTeX XMLCite \textit{J. Liu} et al., Thai J. Math. 12, 25--38 (2014; Zbl 1463.62355) Full Text: Link
Autchariyapanitkul, K.; Chanaim, S.; Sriboonchitta, S. Portfolio optimization of stock returns in high-dimensions: a copula-based approach. (English) Zbl 1463.62342 Thai J. Math. 12, Spec. Iss., 11-23 (2014). MSC: 62P20 91B84 62H05 62M10 PDFBibTeX XMLCite \textit{K. Autchariyapanitkul} et al., Thai J. Math. 12, 11--23 (2014; Zbl 1463.62342) Full Text: Link
Chinnakum, Warattaya; Sriboonchitta, Songsak; Pastpipatkul, Pathairat Factors affecting economic output in developed countries: a copula approach to sample selection with panel data. (English) Zbl 1316.91020 Int. J. Approx. Reasoning 54, No. 6, 809-824 (2013). MSC: 91B62 62H05 62M10 PDFBibTeX XMLCite \textit{W. Chinnakum} et al., Int. J. Approx. Reasoning 54, No. 6, 809--824 (2013; Zbl 1316.91020) Full Text: DOI
Huynh, Van-Nam (ed.); Kreinovich, Vladik (ed.); Sriboonchitta, Songsak (ed.); Suriya, Komsan (ed.) Uncertainty analysis in econometrics with applications. Proceedings of the sixth international conference of the Thailand Econometric Society, TES 2013, Chiang Mai, Thailand, January 10–11, 2013. (English) Zbl 1258.91011 Advances in Intelligent Systems and Computing 200. Berlin: Springer (ISBN 978-3-642-35442-7/pbk; 978-3-642-35443-4/ebook). xvi, 319 p. (2013). MSC: 62-06 62P20 91-06 91B76 91A80 00B25 PDFBibTeX XMLCite \textit{V.-N. Huynh} (ed.) et al., Uncertainty analysis in econometrics with applications. Proceedings of the sixth international conference of the Thailand Econometric Society, TES 2013, Chiang Mai, Thailand, January 10--11, 2013. Berlin: Springer (2013; Zbl 1258.91011) Full Text: DOI
Nguyen, Hung T.; Sriboonchitta, Songsak On Choquet integral risk measures. (English) Zbl 1194.91098 Huynh, Van-Nam (ed.) et al., Integrated uncertainty management and applications. Selected papers based on the presentations at the 2010 international symposium on integrated uncertainty managment and applications (IUM 2010), Ishikawa, Japan, April 9–11, 2010. Berlin: Springer (ISBN 978-3-642-11959-0/pbk; 978-3-642-11960-6/ebook). Advances in Intelligent and Soft Computing 68, 15-22 (2010). MSC: 91B30 28A12 62P05 PDFBibTeX XMLCite \textit{H. T. Nguyen} and \textit{S. Sriboonchitta}, Adv. Intell. Soft Comput. 68, 15--22 (2010; Zbl 1194.91098) Full Text: DOI
Sriboonchitta, Songsak; Wong, Wing-Keung; Dhompongsa, Sompong; Nguyen, Hung T. Stochastic dominance and applications to finance, risk and economics. (English) Zbl 1180.91010 Boca Raton, FL: CRC Press (ISBN 978-1-4200-8266-1/hbk; 978-1-138-11799-0/pbk; 978-1-4200-8267-8/ebook). xii, 443 p. (2010). Reviewer: Vangelis Grigoroudis (Chania) MSC: 91-02 91B02 91B30 91B16 91B70 91G80 91G70 PDFBibTeX XMLCite \textit{S. Sriboonchitta} et al., Stochastic dominance and applications to finance, risk and economics. Boca Raton, FL: CRC Press (2010; Zbl 1180.91010) Full Text: DOI
Chang, Chia-Lin; Sriboonchitta, Songsak; Wiboonpongse, Aree Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation. (English) Zbl 1155.91460 Math. Comput. Simul. 79, No. 5, 1730-1744 (2009). MSC: 91D25 91B74 PDFBibTeX XMLCite \textit{C.-L. Chang} et al., Math. Comput. Simul. 79, No. 5, 1730--1744 (2009; Zbl 1155.91460) Full Text: DOI