Table of Contents

• Validating Markov Switching VAR Through Spectral RepresentationsMonica Billio, Maddalena Cavicchioli. 3-15 [doi]
• Rapid Optimal Lag Order Detection and Parameter Estimation of Standard Long Memory Time SeriesG. S. Dissanayake. 17-28 [doi]
• Spatial Econometric Analysis: Potential Contribution to the Economic Analysis of Smallholder DevelopmentRenato Villano, Euan Fleming, Jonathan Moss. 29-55 [doi]
• Consistent Re-Calibration in Yield Curve Modeling: An ExampleMario V. Wüthrich. 57-82 [doi]
• Autoregressive Conditional Duration Model with an Extended Weibull Error DistributionRasika P. Yatigammana, S. T. Boris Choy, Jennifer S. K. Chan. 83-107 [doi]
• Across-the-Board Spending Cuts Are Very Inefficient: A ProofVladik Kreinovich, Olga Kosheleva, Hung T. Nguyen, Songsak Sriboonchitta. 109-118 [doi]
• Invariance Explains Multiplicative and Exponential Skedactic FunctionsVladik Kreinovich, Olga Kosheleva, Hung T. Nguyen, Songsak Sriboonchitta. 119-131 [doi]
• Why Some Families of Probability Distributions Are Practically Efficient: A Symmetry-Based ExplanationVladik Kreinovich, Olga Kosheleva, Hung T. Nguyen, Songsak Sriboonchitta. 133-152 [doi]
• The Multivariate Extended Skew Normal Distribution and Its Quadratic FormsWeizhong Tian, Cong Wang, Mixia Wu, Tonghui Wang. 153-169 [doi]
• Multiple Copula Regression Function and Directional Dependence Under Multivariate Non-exchangeable CopulasZheng Wei, Tonghui Wang, Daeyoung Kim. 171-184 [doi]
• On Consistency of Estimators Based on Random Set Vector ObservationsZheng Wei, Tonghui Wang, Baokun Li. 185-198 [doi]
• Brief Introduction to Causal Compositional ModelsRadim Jirousek. 199-211 [doi]
• A New Proposal to Predict Corporate Bankruptcy in Italy During the 2008 Economic CrisisFrancesca Di Donato, Luciano Nieddu. 213-223 [doi]
• The Inflation Hedging Ability of Domestic Gold in MalaysiaHooi-Hooi Lean, Geok Peng Yeap. 227-241 [doi]
• To Determine the Key Factors for Citizen in Selecting a Clinic/Division in ThailandTzong-Ru Lee, Kanchana Chokethaworn, Man-Yu Huang. 243-254 [doi]
• ARIMA Versus Artificial Neural Network for Thailand's Cassava Starch Export ForecastingWarut Pannakkong, Van-Nam Huynh, Songsak Sriboonchitta. 255-277 [doi]
• Copula Based Volatility Models and Extreme Value Theory for Portfolio Simulation with an Application to Asian Stock MarketsApiwat Ayusuk, Songsak Sriboonchitta. 279-293 [doi]
• Modeling Dependence of Health Behaviors Using Copula-Based Bivariate Ordered ProbitKanchit Suknark, Jirakom Sirisrisakulchai, Songsak Sriboonchitta. 295-306 [doi]
• Reinvestigating the Effect of Alcohol Consumption on Hypertension DiseaseKanchit Suknark, Jirakom Sirisrisakulchai, Songsak Sriboonchitta. 307-318 [doi]
• Optimizing Stock Returns Portfolio Using the Dependence Structure Between Capital Asset Pricing Models: A Vine Copula-Based ApproachKittawit Autchariyapanitkul, Sutthiporn Piamsuwannakit, Somsak Chanaim, Songsak Sriboonchitta. 319-331 [doi]
• Analysis of Transmission and Co-Movement of Rice Export Prices Between Thailand and VietnamDuangthip Sirikanchanarak, Jianxu Liu, Songsak Sriboonchitta, Jiachun Xie. 333-346 [doi]
• Modeling Co-Movement and Risk Management of Gold and Silver Spot PricesChen Yang, Songsak Sriboonchitta, Jirakom Sirisrisakulchai, Jianxu Liu. 347-362 [doi]
• Efficient Frontier of Global Healthcare Portfolios Using High Dimensions of Copula ModelsNantiworn Thianpaen, Somsak Chanaim, Jirakom Sirisrisakulchai, Songsak Sriboonchitta. 363-372 [doi]
• Analyzing MSCI Global Healthcare Return and Volatility with Structural Change Based on Residual CUSUM GARCH ApproachNantiworn Thianpaen, Songsak Sriboonchitta. 373-383 [doi]
• Indicator Circuits with Incremental Clustering and Its Applications on Classification of Firm's Performance and Detection of High-Yield Stocks in the Medium-TermNatchanan Kiatrungwilaikun, Komsan Suriya, Narissara Eiamkanitchat. 385-400 [doi]
• Nonlinear Estimations of Tourist Arrivals to Thailand: Forecasting Tourist Arrivals by Using SETAR Models and STAR ModelsNyo Min, Songsak Sriboonchitta, Vicente Ramos. 401-413 [doi]
• Dependence Between Volatility of Stock Price Index Returns and Volatility of Exchange Rate Returns Under QE Programs: Case Studies of Thailand and SingaporeOrnanong Puarattanaarunkorn, Teera Kiatmanaroch, Songsak Sriboonchitta. 415-435 [doi]
• Seemingly Unrelated Regression Based Copula: An Application on Thai Rice MarketPathairat Pastpipatkul, Paravee Maneejuk, Aree Wiboonpongse, Songsak Sriboonchitta. 437-450 [doi]
• Price Transmission Mechanism in the Thai Rice MarketRoengchai Tansuchat, Paravee Maneejuk, Aree Wiboonpongse, Songsak Sriboonchitta. 451-461 [doi]
• Empirical Relationship Among Money, Output and Prices in ThailandPopkarn Arwatchanakarn, Akhand Akhtar Hossain. 463-479 [doi]
• The Causal Relationship between Government Opinions and Chinese Stock Market in Social Media EraXue Gong, Songsak Sriboonchitta. 481-493 [doi]
• Firm Efficiency in Thailand's Telecommunication Industry: Application of the Stochastic Frontier Model with Dependence in Time and Error ComponentsSupanika Leurcharusmee, Jirakom Sirisrisakulchai, Sumate Pruekruedee. 495-505 [doi]
• Macroeconomic Factors Affecting the Growth Rate of FDI of AEC Member Countries Using Panel Quantile RegressionTanaporn Tungtrakul, Kunsuda Nimanussornkul, Songsak Sriboonchitta. 507-514 [doi]
• Does Economic Growth Help Reducing Poverty? A Case of Thailand in Recent DataWannaphong Durongkaveroj. 515-524 [doi]
• Effect of Quantitative Easing on ASEAN-5 Financial MarketsPathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta. 525-543 [doi]
• Dependence Structure of and Co-Movement Between Thai Currency and International Currencies After Introduction of Quantitative EasingPathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta. 545-564 [doi]
• Analyzing Financial Risk and Co-Movement of Gold Market, and Indonesian, Philippine, and Thailand Stock Markets: Dynamic Copula with Markov-SwitchingPathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta. 565-586 [doi]
• Factors Affecting Consumers' Willingness to Purchase Telehomecare ProductsJakkreeporn Sannork, Wan-Tran Huang. 587-601 [doi]
• Productivity Convergence in Vietnamese Manufacturing Industry: Evidence Using a Spatial Durbin ModelPhuong Anh Nguyen, Tat Hien Phan, Michel Simioni. 603-619 [doi]
• Rural Bank Development and PovertyReduction in Indonesia: Evidence from Panel Co-Integration and Causality TestsLaksmi Y. Devi. 621-635 [doi]