Abstract is missing.
- Challenges for Panel Financial AnalysisCheng Hsiao. 3-15 [doi]
- Noncausal Autoregressive Model in Application to Bitcoin/USD Exchange RatesAndrew Hencic, Christian Gouriéroux. 17-40 [doi]
- An Overview of the Black-Scholes-Merton Model After the 2008 Credit CrisisChadd B. Hunzinger, Coenraad C. A. Labuschagne. 41-52 [doi]
- What if We Only Have Approximate Stochastic Dominance?Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta. 53-61 [doi]
- From Mean and Median Income to the Most Adequate Way of Taking Inequality into AccountVladik Kreinovich, Hung T. Nguyen, Rujira Ouncharoen. 63-73 [doi]
- Belief Aggregation in Financial Markets and the Nature of Price FluctuationsDaniel Schoch. 75-84 [doi]
- The Dynamics of Hedge Fund PerformanceSerge Darolles, Christian Gouriéroux, Jérome Teiletche. 85-113 [doi]
- The Joint Belief Function and Shapley Value for the Joint Cooperative GameZheng Wei, Tonghui Wang, Baokun Li, Phuong Anh Nguyen. 115-133 [doi]
- Distortion Risk Measures Under Skew Normal SettingsWeizhong Tian, Tonghui Wang, Liangjian Hu, Hien D. Tran. 135-148 [doi]
- Towards Generalizing Bayesian Statistics: A Random Fuzzy Set ApproachHien D. Tran, Phuong Anh Nguyen. 149-160 [doi]
- Local Kendall's TauP. Buthkhunthong, A. Junchuay, I. Ongeera, T. Santiwipanont, S. Sumetkijakan. 161-169 [doi]
- Estimation and Prediction Using Belief Functions: Application to Stochastic Frontier AnalysisOrakanya Kanjanatarakul, Nachatchapong Kaewsompong, Songsak Sriboonchitta, Thierry Denoeux. 171-184 [doi]
- The Classifier Chain Generalized Maximum Entropy Model for Multi-label Choice ProblemsSupanika Leurcharusmee, Jirakom Sirisrisakulchai, Songsak Sriboonchitta, Thierry Denoeux. 185-199 [doi]
- Asymmetric Volatility of Local Gold Prices in MalaysiaMohd Fahmi Ghazali, Hooi-Hooi Lean. 203-218 [doi]
- Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing ModelKittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta. 219-231 [doi]
- Evaluation of Portfolio Returns in Fama-French Model Using Quantile Regression Under Asymmetric Laplace DistributionKittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta. 233-244 [doi]
- Analysis of Branching Ratio of Telecommunication Stocks in Thailand Using Hawkes ProcessNiwattisaiwong Seksiri, Napat Harnpornchai. 245-257 [doi]
- Forecasting Risk and Returns: CAPM Model with Belief FunctionsSutthiporn Piamsuwannakit, Songsak Sriboonchitta. 259-271 [doi]
- Correlation Evaluation with Fuzzy Data and its Application in the Management ScienceBerlin Wu, Wei-Shun Sha, Juei-Chao Chen. 273-285 [doi]
- Empirical Evidence Linking Futures Price Movements of Biofuel Crops and Conventional Energy FuelJianxu Liu, Songsak Sriboonchitta, Roland-Holst David, Zilberman David, Aree Wiboonpongse. 287-303 [doi]
- Optimal Portfolio Selection Using Maximum Entropy Estimation Accounting for the Firm Specific CharacteristicsXue Gong, Songsak Sriboonchitta. 305-318 [doi]
- Risk, Return and International Portfolio Analysis: Entropy and Linear Belief FunctionsApiwat Ayusuk, Songsak Sriboonchitta. 319-328 [doi]
- Forecasting Inbound Tourism Demand to China Using Time Series Models and Belief FunctionsJiechen Tang, Songsak Sriboonchitta, Xinyu Yuan. 329-341 [doi]
- Forecasting Tourist Arrivals to Thailand Using Belief FunctionsNyo Min, Jirakom Sirisrisakulchai, Songsak Sriboonchitta. 343-357 [doi]
- Copula Based Polychotomous Choice Selectivity Model: Application to Occupational Choice and Wage Determination of Older WorkersAnyarat Wichian, Jirakom Sirisrisakulchai, Songsak Sriboonchitta. 359-375 [doi]
- Estimating Oil Price Value at Risk Using Belief FunctionsPanisara Phochanachan, Jirakom Sirisrisakulchai, Songsak Sriboonchitta. 377-389 [doi]
- Broad Monetary Condition Index: An Indicator for Short-Run Monetary Management in VietnamPham Thi Tuyet Trinh, Nguyen Thien Kim. 391-413 [doi]
- Analysis of International Tourism Demand for CambodiaChantha Hor, Nalitra Thaiprasert. 415-425 [doi]
- Modeling the Impact of Internet Broadband on e-Government Service Using Structural Equation ModelSumate Pruekruedee, Komsan Suriya, Niwattisaiwong Seksiri. 427-433 [doi]
- Assessing Sectoral Risk Through Skew-Error Capital Asset Pricing Model: Empirical Evidence from Thai Stock MarketNuttanan Wichitaksorn, S. T. Boris Choy. 435-447 [doi]
- Strategic Path to Enhance the Impact of Internet Broadband on the Creative Economy in Thailand: An Analysis with Structural Equation ModelSumate Pruekruedee, Komsan Suriya. 449-455 [doi]
- Impact of Mobile Broadband on Non-life Insurance Industry in Thailand and SingaporeNiwattisaiwong Seksiri, Komsan Suriya. 457-470 [doi]
- Using Conditional Copula to Estimate Value-at-Risk in Vietnam's Foreign Exchange MarketVu-Linh Nguyen, Van-Nam Huynh. 471-482 [doi]
- The Effects of Foreign Direct Investment and Economic Development on Carbon Dioxide EmissionsShu-Chen Chang, Wan-Tran Huang. 483-496 [doi]