| How to make plausibility-based forecasting more accurate
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2017 |
Zhu, Kongliang |
| Constructions of multivariate copulas
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2017 |
Zhu, Xiaonan |
| Sequential Monte Carlo sampling for state space models
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2017 |
Wüthrich, Mario V. |
| EM estimation for multivariate skew slash distribution
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2017 |
Tian, Weizhong |
| Confidence intervals for the common mean of several normal populations
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2017 |
Warisa Thangjai |
| Key economic sectors and their transitions : analysis of world input-output network
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2017 |
Tran, T. K. |
| Can bagging improve the forecasting performance of tourism demand models?
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2017 |
Song, Haiyan |
| Do we have robust GARCH models under different mean equations : evidence from exchange rates of Thailand?
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2017 |
Tanaporn Tungtrakul |
| How to explain ubiquity of constant elasticity of substitution (CES) production and utility functions without explicitly postulating CES
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2017 |
Kosheleva, Olga |
| On conditioning in multidimensional probabilistic models
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2017 |
Jiroušek, Radim |
| New estimation method for mixture of normal distributions
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2017 |
Hu, Qianfang |
| Foreign direct investment, exports and economic growth in ASEAN region : empirical analysis from panel data
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2017 |
Pheara Pheang |
| Robust estimation of Heckman model
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2017 |
Ronchetti, Elvezio |
| Why cannot we have a strongly consistent family of skew normal (and higher order) distributions
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2017 |
Thongchai Dumrongpokaphan |
| Structural breaks of CAPM-type market model with heteroskedasticity and quantile regression
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2017 |
Chen, Cathy W. S. |
| The role of Asian Credit Default Swap index in portfolio risk management
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2017 |
Liu, Jianxu |
| Forecasting Asian Credit Default Swap Spreads : a comparison of multi-regime models
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2017 |
Chatchai Khiewngamdee |
| Analyzing the contribution of ASEAN stock markets to systemic risk
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2017 |
Roengchai Tansuchat |
| Econometric models of probabilistic choice : beyond McFadden's formulas
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2017 |
Kosheleva, Olga |
| A multivariate generalized FGM copulas and its application to multiple regression
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2017 |
Zheng, Wei |
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