| Description |
1 online resource (xvi, 318 pages) : illustrations (some color) |
| Series |
Advances in intelligent systems and computing, 2194-5365 ; 200 |
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Advances in intelligent systems and computing ; 200. 2194-5357
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| Contents |
pt. I. Keynote Addresses -- On the State of the Art of Info-metrics / Amos Golan -- A Test for Strict Stationarity / Luiz Renato Lima, Breno Neri -- pt. II. Fundamental Theory -- Statistical Inference from Ill-known Data Using Belief Functions / Thierry Denœux -- Brief Introduction to Probabilistic Compositional Models / Radim Jiroušek -- Some Aspects of Information Theory in Gambling and Economics / Hai Q. Dinh -- Why Clayton and Gumbel Copulas: A Symmetry-Based Explanation / Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta -- Size Distortion in the Analysis of Volatility and Covolatility Effects / Christian Gourieroux, Joann Jasiak -- Maximum Entropy Test for Autoregressive Models / Sangyeol Lee, Siyun Park -- Choice of Copulas in Explaining Stock Market Contagion / Kian-Guan Lim -- A Bayesian Perspective on Mixed GARCH Models with Jumps / Cathy W.S. Chen, Edward M.H. Lin, Yi-Ru Lin -- Risk Measures and Asset Pricing Models with New Versions of Wang Transform / Baokun Li, Tonghui Wang, Weizhong Tian -- pt. III. Applications -- Purchasing Power Parity Puzzle and the Australian Dollar Real Exchange Rate / Khorshed Chowdhury -- An Empirical Analysis of Price Behavior of Natural Rubber Latex: A Case of Central Rubber Market Hat Yai, Songkhla, Thailand / Hari Sharma Neupane, Peter Calkins -- Trade Liberalisation, Labour Productivity Growth and Skilled Labour Complement: Evidence from the Thai Manufacturing Sector / Piyapong Sangkaew, Kankesu Jayanthakumaran -- Modeling Dependence Dynamics of Air Pollution: Time Series Analysis Using a Copula Based GARCH Type Model / He Zhanqiong, Songsak Sriboonchitta, Dai Jing -- Estimating Time-Varying Systematic Risk by Using Multivariate GARCH / Muttalath Kridsadarat -- Forecasting Using Nonlinear Long Memory Models with Artificial Neural Network Expansion / Chaleampong Kongcharoen -- Modeling Dependency of Crude oil Price and Agricultural Commodity Prices: A Pairwise Copulas Approach / Phattanan Boonyanuphong, Songsak Sriboonchitta, Chukiat Chaiboonsri -- Charitable Giving Behavior in Northeast Thailand and Mukdaharn Province: Multivariate Tobit Models / Jintanee Jintranun, Peter Calkins, Songsak Sriboonchitta -- Analysis of Volatility and Dependence between the Tourist Arrivals from China to Thailand and Singapore: A Copula-Based GARCH Approach / Jianxu Liu, Songsak Sriboonchitta -- A Quantile Regression Analysis of Price Transmission in Thai Rice Markets / Aree Wiboonpongse, Yaovarate Chaovanapoonphol, George E. Battese -- Analyzing Dependence Structure of Obesity and High Blood Pressure: A Copula Approach -- Jing Dai, Cheng Zi, Songsak Sriboonchitta, Zhanqiong He |
| Summary |
"Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat given to us by physical laws, uncertain dynamical systems in economics need statistical models. In this context, modeling and optimization surface as basic ingredients for fruitful applications. This volume concentrates on the current methodology of copulas and maximum entropy optimization. This volume contains main research presentations at the Sixth International Conference of the Thailand Econometrics Society held at the Faculty of Economics, Chiang Mai University, Thailand, during January 10-11, 2013. It consists of keynote addresses, theoretical and applied contributions. These contributions to Econometrics are somewhat centered around the theme of Copulas and Maximum Entropy Econometrics. The method of copulas is applied to a variety of economic problems where multivariate model building and correlation analysis are needed. As for the art of choosing copulas in practical problems, the principle of maximum entropy surfaces as a potential way to do so. The state-of-the-art of Maximum Entropy Econometrics is presented in the first keynote address, while the second keynote address focusses on testing stationarity in economic time series data."--Publisher's description |
| Bibliography |
Includes bibliographical references and author index |
| Notes |
Online resource; title from PDF title page (SpringerLink, viewed July 17, 2013) |
| In |
Springer eBooks |
| Subject |
Econometrics -- Congresses
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Economics, Mathematical -- Congresses
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Uncertainty -- Congresses
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Engineering.
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Artificial intelligence.
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Engineering
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Artificial Intelligence
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engineering.
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artificial intelligence.
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BUSINESS & ECONOMICS -- Econometrics.
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BUSINESS & ECONOMICS -- Statistics.
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Ingénierie.
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Econometrics
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Economics, Mathematical
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Uncertainty
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| Genre/Form |
proceedings (reports)
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Conference papers and proceedings
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Conference papers and proceedings.
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Actes de congrès.
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| Form |
Electronic book
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| Author |
Huynh, Van-Nam, editor.
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Songsak Sriboonchitta, editor.
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Kreinovich, Vladik, editor.
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Khomsan Suriya, editor.
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Thailand Econometric Society.
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| ISBN |
9783642354434 |
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3642354432 |
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9781283935500 |
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1283935503 |
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