Causal Inference in Econometrics - Studies in Computational Intelligence
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Published By Springer International Publishing

9783319272832, 9783319272849

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Copula Based Volatility Models and Extreme Value Theory for Portfolio Simulation with an Application to Asian Stock Markets

Causal Inference in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-27284-9_17 ◽

2015 ◽

pp. 279-293

Author(s):

Apiwat Ayusuk ◽

Songsak Sriboonchitta

Keyword(s):

Extreme Value Theory ◽

Stock Markets ◽

Value Theory ◽

Extreme Value ◽

Volatility Models

Analyzing MSCI Global Healthcare Return and Volatility with Structural Change Based on Residual CUSUM GARCH Approach

Causal Inference in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-27284-9_24 ◽

2015 ◽

pp. 373-383

Author(s):

Nantiworn Thianpaen ◽

Songsak Sriboonchitta

Keyword(s):

Structural Change

The Multivariate Extended Skew Normal Distribution and Its Quadratic Forms

Causal Inference in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-27284-9_9 ◽

2015 ◽

pp. 153-169 ◽

Cited By ~ 4

Author(s):

Weizhong Tian ◽

Cong Wang ◽

Mixia Wu ◽

Tonghui Wang

Keyword(s):

Normal Distribution ◽

Quadratic Forms ◽

Skew Normal Distribution ◽

Skew Normal

Reinvestigating the Effect of Alcohol Consumption on Hypertension Disease

Causal Inference in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-27284-9_19 ◽

2015 ◽

pp. 307-318

Author(s):

Kanchit Suknark ◽

Jirakom Sirisrisakulchai ◽

Songsak Sriboonchitta

Keyword(s):

Alcohol Consumption

Multiple Copula Regression Function and Directional Dependence Under Multivariate Non-exchangeable Copulas

Causal Inference in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-27284-9_10 ◽

2015 ◽

pp. 171-184 ◽

Cited By ~ 2

Author(s):

Zheng Wei ◽

Tonghui Wang ◽

Daeyoung Kim

Keyword(s):

Regression Function ◽

Directional Dependence

ARIMA Versus Artificial Neural Network for Thailand’s Cassava Starch Export Forecasting

Causal Inference in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-27284-9_16 ◽

2015 ◽

pp. 255-277

Author(s):

Warut Pannakkong ◽

Van-Nam Huynh ◽

Songsak Sriboonchitta

Keyword(s):

Neural Network ◽

Artificial Neural Network ◽

Cassava Starch ◽

Artificial Neural

Nonlinear Estimations of Tourist Arrivals to Thailand: Forecasting Tourist Arrivals by Using SETAR Models and STAR Models

Causal Inference in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-27284-9_26 ◽

2015 ◽

pp. 401-413

Author(s):

Nyo Min ◽

Songsak Sriboonchitta ◽

Vicente Ramos

Keyword(s):

Star Models

A New Proposal to Predict Corporate Bankruptcy in Italy During the 2008 Economic Crisis

Causal Inference in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-27284-9_13 ◽

2015 ◽

pp. 213-223

Author(s):

Francesca di Donato ◽

Luciano Nieddu

Keyword(s):

Economic Crisis ◽

Corporate Bankruptcy

Consistent Re-Calibration in Yield Curve Modeling: An Example

Causal Inference in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-27284-9_4 ◽

2015 ◽

pp. 57-82 ◽

Cited By ~ 1

Author(s):

Mario V. Wüthrich

Keyword(s):

Yield Curve ◽

Curve Modeling

Why Some Families of Probability Distributions Are Practically Efficient: A Symmetry-Based Explanation

Causal Inference in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-27284-9_8 ◽

2015 ◽

pp. 133-152 ◽

Cited By ~ 3

Author(s):

Vladik Kreinovich ◽

Olga Kosheleva ◽

Hung T. Nguyen ◽

Songsak Sriboonchitta

Keyword(s):

Probability Distributions

Causal Inference in Econometrics - Studies in Computational IntelligenceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Copula Based Volatility Models and Extreme Value Theory for Portfolio Simulation with an Application to Asian Stock Markets

Analyzing MSCI Global Healthcare Return and Volatility with Structural Change Based on Residual CUSUM GARCH Approach

The Multivariate Extended Skew Normal Distribution and Its Quadratic Forms

Reinvestigating the Effect of Alcohol Consumption on Hypertension Disease

Multiple Copula Regression Function and Directional Dependence Under Multivariate Non-exchangeable Copulas

ARIMA Versus Artificial Neural Network for Thailand’s Cassava Starch Export Forecasting

Nonlinear Estimations of Tourist Arrivals to Thailand: Forecasting Tourist Arrivals by Using SETAR Models and STAR Models

A New Proposal to Predict Corporate Bankruptcy in Italy During the 2008 Economic Crisis

Consistent Re-Calibration in Yield Curve Modeling: An Example

Why Some Families of Probability Distributions Are Practically Efficient: A Symmetry-Based Explanation

Causal Inference in Econometrics - Studies in Computational Intelligence
Latest Publications