All Stories

  1. VaR of SSE returns Based on Bayesian Markov-Switching GARCH Approach

    Article • January 2019, ACM (Association for Computing Machinery)

    Professor Songsak Sriboonchitta

  2. Why Are FGM Copulas Successful? A Simple Explanation

    Article • Advances in Fuzzy Systems, May 2018, Hindawi Publishing Corporation

    Professor Songsak Sriboonchitta

  3. Analysis of Household Consumption Behavior and Indebted Self-Selection Effects: Case Study of Thailand

    Article • Mathematical Problems in Engineering, January 2018, Hindawi Publishing Corporation

    Professor Songsak Sriboonchitta

  4. Modelling dependence between tourism demand and exchange rate using the copula-based GARCH model

    Article • Current Issues in Tourism, July 2014, Taylor & Francis

    Miss Jiechen Tang, Professor Songsak Sriboonchitta, Dr Vicente Ramos, Chair Professor Wing-Keung Wong

  5. Forecasting using belief functions: An application to marketing econometrics

    Article • International Journal of Approximate Reasoning, July 2014, Elsevier

    Professor Songsak Sriboonchitta

  6. Modeling Dependence in Econometrics

    Article • January 2014

    Professor Songsak Sriboonchitta

  7. Modeling Dependency in Tourist Arrivals to Thailand from China, Korea, and Japan Using Vine Copulas

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  8. Dependence Structure between Crude Oil, Soybeans, and Palm Oil in ASEAN Region: Energy and Food Security Context

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  9. Extreme Value Copula Analysis of Dependences between Exchange Rates and Exports of Thailand

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  10. Co-movement of Prices of Energy and Agricultural Commodities in Biofuel Era: A Period-GARCH Copula Approach

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  11. Vine Copula-Cross Entropy Evaluation of Dependence Structure and Financial Risk in Agricultural Commodity Index Returns

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  12. Effect of Markets Temperature on Stock-Price: Monte Carlo Simulation on Spin Model

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  13. Analysis of Volatility of and Dependence between Exchange Rate and Inflation Rate in Lao People’s Democratic Republic Using Copula-Based GARCH Approach

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  14. How Macroeconomic Factors and International Prices Affect Agriculture Prices Volatility?-Evidence from GARCH-X Model

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  15. Copula Based GARCH Dependence Model of Chinese and Korean Tourist Arrivals to Thailand: Implications for Risk Management

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  16. An Integration of Eco-Health One-Health Transdisciplinary Approach and Bayesian Belief Network

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  17. Analyzing Relationship between Tourist Arrivals from China and India to Thailand Using Copula Based GARCH and Seasonal Pattern

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  18. Studying Volatility and Dependency of Chinese Outbound Tourism Demand in Singapore, Malaysia, and Thailand: A Vine Copula Approach

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  19. Factors Affecting Hospital Stay Involving Drunk Driving and Non-Drunk Driving in Phuket, Thailand

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  20. An Analysis of Volatility and Dependence between Rubber Spot and Futures Prices Using Copula-Extreme Value Theory

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  21. Modeling Dependence of Accident-Related Outcomes Using Pair Copula Constructions for Discrete Data

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  22. Relationship between Exchange Rates, Palm Oil Prices, and Crude Oil Prices: A Vine Copula Based GARCH Approach

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  23. How to Detect Linear Dependence on the Copula Level?

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  24. Dependence Analysis of Exchange Rate and International Trade of Thailand: Application of Vine Copulas

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  25. An Analysis of Interdependencies among Energy, Biofuel, and Agricultural Markets Using Vine Copula Model

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  26. A Study on Whether Economic Development and Urbanization of Areas Are Associated with Prevalence of Obesity in Chinese Adults: Findings from 2009 China Health and Nutrition Surveys

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  27. A Vine Copula Approach for Analyzing Financial Risk and Co-movement of the Indonesian, Philippine and Thailand Stock Markets

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  28. Vine Copulas As a Way to Describe and Analyze Multi-Variate Dependence in Econometrics: Computational Motivation and Comparison with Bayesian Networks and Fuzzy Approaches

    Article • January 2014, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  29. Factors affecting economic output in developed countries: A copula approach to sample selection with panel data

    Article • International Journal of Approximate Reasoning, August 2013, Elsevier

    Professor Songsak Sriboonchitta

  30. Modeling volatility and dependency of agricultural price and production indices of Thailand: Static versus time-varying copulas

    Article • International Journal of Approximate Reasoning, August 2013, Elsevier

    Professor Songsak Sriboonchitta

  31. Uncertainty Analysis in Econometrics with Applications

    Article • January 2013

    Professor Songsak Sriboonchitta

  32. Predicting Malaysian palm oil price using Extreme Value Theory

    Article • International Journal of Agricultural Management, January 2013, Institute of Agricultural Management

    Professor Songsak Sriboonchitta

  33. The Dynamics Co-movement Toward Among Capital Markets in ASEAN Exchanges: C-D Vine Copula Approach

    Article • Procedia Economics and Finance, January 2013, Elsevier

    Professor Songsak Sriboonchitta

  34. Charitable Giving Behavior in Northeast Thailand and Mukdaharn Province: Multivariate Tobit Models

    Article • January 2013, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  35. Analysis of Volatility and Dependence between the Tourist Arrivals from China to Thailand and Singapore: A Copula-Based GARCH Approach

    Article • January 2013, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  36. Modeling Dependency of Crude oil Price and Agricultural Commodity Prices: A Pairwise Copulas Approach

    Article • January 2013, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  37. Analyzing Dependence Structure of Obesity and High Blood Pressure: A Copula Approach

    Article • January 2013, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  38. Modeling Dependence Dynamics of Air Pollution: Time Series Analysis Using a Copula Based GARCH Type Model

    Article • January 2013, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  39. Why Clayton and Gumbel Copulas: A Symmetry-Based Explanation

    Article • January 2013, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  40. Factors Affecting Palm Oil Price Based on Extremes Value Approach

    Article • International Journal of Marketing Studies, November 2012, Canadian Center of Science and Education

    Professor Songsak Sriboonchitta

  41. HOLD A MIRROR UP TO NATURE: A NEW APPROACH ON CORRELATION EVALUATION WITH FUZZY DATA AND ITS APPLICATIONS IN ECONOMETRICS

    Article • October 2012, World Scientific Pub Co Pte Lt

    Professor Songsak Sriboonchitta

  42. Policy-based analysis of the intensity, causes and effects of poverty: the case of Mawlamyine, Myanmar

    Article • Canadian Journal of Development Studies/Revue canadienne d études du développement, March 2012, Taylor & Francis

    Professor Songsak Sriboonchitta

  43. Promoting Rural Livelihoods and Public Health Through Poultry Contracting: Evidence from Thailand

    Article • October 2011, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  44. Chapter 10 Regional Trade Opportunities for Asian Agriculture

    Article • September 2010, Emerald

    Professor Songsak Sriboonchitta

  45. On Choquet Integral Risk Measures

    Article • January 2010, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  46. Cointegration and Causality Among International Gold and ASEAN Emerging Stock Markets

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Professor Songsak Sriboonchitta

  47. Symmetries: A General Approach to Integrated Uncertainty Management

    Article • January 2010, Springer Science + Business Media

    Professor Songsak Sriboonchitta

  48. Stochastic Dominance and Applications to Finance, Risk and Economics

    Article • October 2009, Taylor & Francis

    Professor Songsak Sriboonchitta, Chair Professor Wing-Keung Wong

  49. Production Efficiency of Jasmine Rice Producers in Northern and North‐eastern Thailand

    Article • Journal of Agricultural Economics, April 2009, Wiley

    Professor Songsak Sriboonchitta

  50. Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation

    Article • Mathematics and Computers in Simulation, January 2009, Elsevier

    Professor Songsak Sriboonchitta

  51. Regional Trade Opportunities for Asian Agriculture

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Songsak Sriboonchitta

  52. Modeling Air Cargo Volume and Volatility in China's Airway Transportation

    Article • ASME International

    Professor Songsak Sriboonchitta