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
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