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~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 ...]"
~type_genre:"Aufsatzsammlung"
~type_genre:"Book section"
~type_genre:"Rezension"
~type_genre:"Working Paper"
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Multivariate Verteilung
6
Multivariate distribution
6
Estimation
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
China
2
Volatility
2
Volatilität
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1990-2012
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1997-2011
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2008-2011
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Agrarpreis
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Agricultural price
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Air pollution
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Aktienmarkt
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Ansteckungseffekt
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Body weight
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Börsenkurs
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Chinese (People)
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Großbritannien
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Songsak Sriboonchitta
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Boonyanuphong, Phattanan
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Chaiboonsri, Chukiat
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Dai, Jing
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He, Zhanqiong
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Jing, Dai
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Kreinovich, Vladik
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Lim, Kian-Guan
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Liu, Jianxu
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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 ...]
SFB 649 discussion paper
27
Discussion paper / Tinbergen Institute
22
Discussion paper / Center for Economic Research, Tilburg University
15
Discussion paper
10
Robustness in econometrics
10
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
9
IWQW discussion paper series
8
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
7
Working paper
7
Working papers on finance
7
CEMFI working paper
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Working paper series
6
Working papers
6
Working papers / Faculty of Applied Economics, Universiteit Antwerpen
6
CORE discussion paper : DP
5
ECARES working paper
5
Research paper series / Swiss Finance Institute
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Cahiers d'etudes / Banque Centrale du Luxembourg
4
Columbia economics discussion paper series / Department of Economics, Columbia University
4
Cowles Foundation discussion paper
4
Discussion paper series / IZA
4
Swiss Finance Institute Research Paper
4
Série des documents de travail
4
The definitive guide to CDOs : market, application, valuation and hedging
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Working papers / Ryerson University, Department of Economics
4
Working papers series in theoretical and applied economics
4
Applied quantitative finance
3
CREATES research paper
3
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Department of Business and Management Science
3
Discussion paper / Deutsche Bundesbank
3
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
3
Discussion paper series
3
Discussion papers / Adam Smith Business School, University of Glasgow
3
Discussion papers / Department of Economics, University of California San Diego
3
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ECONIS (ZBW)
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1
Analyzing dependence structure of obesity and high blood pressure : a copula approach
Dai, Jing
;
Zi, Cheng
;
Songsak Sriboonchitta
;
He, Zhanqiong
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 307-318)
.
2013
Persistent link: https://www.econbiz.de/10009711139
Saved in:
2
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
Saved in:
3
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:
4
Modeling dependence dynamics of air pollution : time series analysis using a copula based GARCH type model
Zhanqiong, He
;
Songsak Sriboonchitta
;
Jing, Dai
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 215-226)
.
2013
Persistent link: https://www.econbiz.de/10009711146
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
Saved in:
6
Why Clayton and Gumbel copulas : a symmetry-based explanation
Kreinovich, Vladik
;
Nguyen, Hung T.
;
Songsak Sriboonchitta
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 79-90)
.
2013
Persistent link: https://www.econbiz.de/10009711164
Saved in:
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