A Copula-Based Stochastic Frontier Model and Efficiency Analysis: Evidence from Stock Exchange of Thailand

Phachongchit Tibprasorn, Somsak Chanaim, Songsak Sriboonchitta. A Copula-Based Stochastic Frontier Model and Efficiency Analysis: Evidence from Stock Exchange of Thailand. In Van-Nam Huynh, Masahiro Inuiguchi, Bac Le, Bao Nguyen Le, Thierry Denoeux, editors, Integrated Uncertainty in Knowledge Modelling and Decision Making - 5th International Symposium, IUKM 2016, Da Nang, Vietnam, November 30 - December 2, 2016, Proceedings. Volume 9978 of Lecture Notes in Computer Science, pages 637-648, 2016. [doi]

Abstract

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