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~person:"Songsak Sriboonchitta"
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Oil price
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Volatility
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ARCH model
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ARCH-Modell
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Songsak Sriboonchitta
Kilian, Lutz
230
Gupta, Rangan
81
Baumeister, Christiane
72
Hammoudeh, Shawkat
70
Manera, Matteo
70
Zhou, Xiaoqing
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Mohaddes, Kamiar
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Ratti, Ronald A.
56
Ji, Qiang
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Ma, Feng
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Wang, Yudong
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Bjørnland, Hilde Christiane
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Filis, George
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Hamilton, James D.
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McAleer, Michael
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Mignon, Valérie
38
Serletis, Apostolos
38
Tiwari, Aviral Kumar
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Plante, Michael
34
Kang, Wensheng
33
Mensi, Walid
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Vigfusson, Robert J.
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Fan, Ying
32
Pesaran, M. Hashem
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Osmundsen, Petter
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Rault, Christophe
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Chang, Chia-Lin
30
Fattouh, Bassam
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Matthies, Klaus
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Narayan, Paresh Kumar
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Caporale, Guglielmo Maria
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Kemp, Alexander G.
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Ohnsorge, Franziska
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Ploeg, Frederick van der
29
Arezki, Rabah
28
Arouri, Mohamed
28
Van Robays, Ine
27
Yoshino, Naoyuki
27
Yücel, Mine Kuban
27
Bouri, Elie
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Econometrics of risk
1
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 ...]
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ECONIS (ZBW)
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Estimating oil price value at risk using belief functions
Phochanachan, Panisara
;
Sirisrisakulchai, Jirakom
; …
- In:
Econometrics of risk
,
(pp. 377-389)
.
2015
Persistent link: https://www.econbiz.de/10010498515
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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
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