Robustness in Econometrics最新文献

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The Impact of Extreme Events on Portfolio in Financial Risk Management 金融风险管理中极端事件对投资组合的影响
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_42
K. Chuangchid, K. Autchariyapanitkul, S. Sriboonchitta
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引用次数: 0
Joint Determinants of Foreign Direct Investment (FDI) Inflow in Cambodia: A Panel Co-integration Approach 柬埔寨外商直接投资流入的共同决定因素:面板协整方法
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_38
Theara Chhorn, Jirakom Sirisrisakulchai, C. Chaiboonsri, Jianxu Liu
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引用次数: 0
Do We Have Robust GARCH Models Under Different Mean Equations: Evidence from Exchange Rates of Thailand? 不同均值方程下GARCH模型是否具有鲁棒性:来自泰国汇率的证据?
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_37
Tanaporn Tungtrakul, Natthaphat Kingnetr, S. Sriboonchitta
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引用次数: 0
Confidence Intervals for the Common Mean of Several Normal Populations 几个正态总体的共同均值的置信区间
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_19
Warisa Thangjai, S. Niwitpong, Suparat Niwitpong
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引用次数: 5
Plausibility Regions on the Skewness Parameter of Skew Normal Distributions Based on Inferential Models 基于推理模型的偏态正态分布偏度参数的似然区域
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_16
Xiaonan Zhu, Ziwei Ma, Tonghui Wang, Teerawut Teetranont
{"title":"Plausibility Regions on the Skewness Parameter of Skew Normal Distributions Based on Inferential Models","authors":"Xiaonan Zhu, Ziwei Ma, Tonghui Wang, Teerawut Teetranont","doi":"10.1007/978-3-319-50742-2_16","DOIUrl":"https://doi.org/10.1007/978-3-319-50742-2_16","url":null,"abstract":"","PeriodicalId":188222,"journal":{"name":"Robustness in Econometrics","volume":"161 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132789885","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
Prior-Free Probabilistic Inference for Econometricians 计量经济学家的无先验概率推断
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_10
Ryan Martin
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引用次数: 1
A Generalized Information Theoretical Approach to Non-linear Time Series Model 非线性时间序列模型的广义信息论方法
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_20
S. Sriboonchitta, W. Yamaka, Paravee Maneejuk, P. Pastpipatkul
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引用次数: 18
Constructions of Multivariate Copulas 多元copula的构造
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_15
Xiaonan Zhu, Tonghui Wang, Varith Pipitpojanakarn
{"title":"Constructions of Multivariate Copulas","authors":"Xiaonan Zhu, Tonghui Wang, Varith Pipitpojanakarn","doi":"10.1007/978-3-319-50742-2_15","DOIUrl":"https://doi.org/10.1007/978-3-319-50742-2_15","url":null,"abstract":"","PeriodicalId":188222,"journal":{"name":"Robustness in Econometrics","volume":"36 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116701101","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
A Multivariate Generalized FGM Copulas and Its Application to Multiple Regression 多元广义FGM联结及其在多元回归中的应用
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_22
Zheng Wei, Daeyoung Kim, Tonghui Wang, Teerawut Teetranont
{"title":"A Multivariate Generalized FGM Copulas and Its Application to Multiple Regression","authors":"Zheng Wei, Daeyoung Kim, Tonghui Wang, Teerawut Teetranont","doi":"10.1007/978-3-319-50742-2_22","DOIUrl":"https://doi.org/10.1007/978-3-319-50742-2_22","url":null,"abstract":"","PeriodicalId":188222,"journal":{"name":"Robustness in Econometrics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130633214","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Analyzing the Contribution of ASEAN Stock Markets to Systemic Risk 东盟股票市场对系统性风险的贡献分析
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_40
R. Tansuchat, W. Yamaka, Kritsana Khemawanit, S. Sriboonchitta
{"title":"Analyzing the Contribution of ASEAN Stock Markets to Systemic Risk","authors":"R. Tansuchat, W. Yamaka, Kritsana Khemawanit, S. Sriboonchitta","doi":"10.1007/978-3-319-50742-2_40","DOIUrl":"https://doi.org/10.1007/978-3-319-50742-2_40","url":null,"abstract":"","PeriodicalId":188222,"journal":{"name":"Robustness in Econometrics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129285732","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
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