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subject:"EU countries"
type_genre:"CD-ROM, DVD"
~isPartOf:"Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Book section"
~type_genre:"Fallstudie"
~type_genre:"Konferenzbeitrag"
~type_genre:"Rezension"
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EU countries
Share price
Volatility
Estimation
9
Schätzung
9
Thailand
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Multivariate Verteilung
4
Multivariate distribution
4
Volatilität
4
ARCH model
3
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3
Aktienmarkt
2
Börsenkurs
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China
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1984-2011
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Songsak Sriboonchitta
2
Boonyanuphong, Phattanan
1
Calkins, Peter H.
1
Chaiboonsri, Chukiat
1
Kridsadarat, Muttalath
1
Lim, Kian-Guan
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Liu, Jianxu
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Neupane, Hari Sharma
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
Applied quantitative finance
8
European regional growth : with 66 tables
7
Empirica : journal of european economics
6
Forecasting volatility in the financial markets
6
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
5
Foreign direct investment in the real and financial sector of industrial countries : with 85 tables ; [... held a conference entitled "Foreign direct investment in the real and financial sector of industrial countries" on 3 and 4 May 2002]
5
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
5
Geography, institutions and regional economic performance
4
Growth and cycle in the Euro-zone
4
Handbook of financial time series
4
Handbuch Alternative Investments ; Bd. 1
4
Open economies review
4
Selected topics in applied econometrics
4
The European journal of finance
4
The interrelationship between financial and energy markets
4
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
3
Asset pricing, financial intermediation and banking supervision in the aftermath of the financial crisis
3
Dynamic factor models
3
East European transition and EU enlargement : a quantitative approach ; with 105 tables
3
Emerging markets : any lessons for Southeastern Europe? : March 5 and 6, 2007
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical research on the German capital market : with 60 tables
3
Energy economics
3
Essays in finance : commodity derivatives, volatility forecasting, and the carbon market
3
Essays on current phenomena and developments in financial markets
3
European economic and political issues ; 9
3
Exchange rate economics : where do we stand?
3
Exchange rate policies for small open economies
3
Exchange rate policy in Europe
3
Financial econometrics and empirical market microstructure
3
Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
3
German financial markets and institutions: selected studies
3
Institutional arrangements for global economic integration
3
International journal of economics and financial issues : IJEFI
3
Journal of monetary economics
3
Market risk and financial markets modeling
3
Price formation in multi-asset securities markets
3
Spatial dynamics of European integration : regional and policy issues at the turn of the century ; with 70 tables
3
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
3
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1
Analysis of volatility and dependence between the tourist arrivals from China to Thailand and Singapore : a copula-based GARCH approach
Liu, Jianxu
;
Songsak Sriboonchitta
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 283-294)
.
2013
Persistent link: https://www.econbiz.de/10009711141
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2
Modeling dependency of crude oil price and agricultural commodity prices : a pairwise copulas approach
Boonyanuphong, Phattanan
;
Songsak Sriboonchitta
; …
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 255-267)
.
2013
Persistent link: https://www.econbiz.de/10009711143
Saved in:
3
Estimating time-varying systematic risk by using multivariate GARCH
Kridsadarat, Muttalath
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 227-239)
.
2013
Persistent link: https://www.econbiz.de/10009711145
Saved in:
4
An empirical analysis of price behavior of natural rubber latex : a case of central rubber market Hat Yai, Songkhla, Thailand
Neupane, Hari Sharma
;
Calkins, Peter H.
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 185-201)
.
2013
Persistent link: https://www.econbiz.de/10009711149
Saved in:
5
Choice of copulas in explaining stock market contagion
Lim, Kian-Guan
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 129-140)
.
2013
Persistent link: https://www.econbiz.de/10009711158
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