1: Keynote Paper.
2: Multi-level Conditional VaR Estimation in Dynamic Models.
3: Fundamental Theory.
4: The Effects of Management and Provision Accounts on Hedge Fund Returns – Part I: The High Water Mark Scheme.
5: The Effects of Management and Provision Accounts on Hedge Fund Returns – Part II: The Loss Carry Forward Scheme.
6: How to Detect Linear Dependence on the Copula Level?.
7: An Innovative Financial Time Series Model: The Geometric Process Model.
8: Residual Based Cusum Test for Parameter Change in AR-GARCH Models.
9: Dependence and Association Concepts through Copulas.
10: Pairs Trading via Three-Regime Threshold Autoregressive GARCH Models.
11: Testing Dependencies in Term Structure of Interest Rates.
12: Joint Distributions of Random Sets and Their Relation to Copulas.
13: Vine Copulas As a Way to Describe and Analyze Multi-Variate Dependence in Econometrics: Computational Motivation and Comparison with Bayesian Networks and Fuzzy Approaches.
15: Extreme Value Copula Analysis of Dependences between Exchange Rates and Exports of Thailand.
16: Analysis of Volatility of and Dependence between Exchange Rate and Inflation Rate in Lao People's Democratic Republic Using Copula-Based GARCH Approach.
17: Modeling Dependence of Accident-Related Outcomes Using Pair Copula Constructions for Discrete Datas.
18: Dependence Analysis of Exchange Rate and International Trade of Thailand: Application of Vine Copulas.
19: A Vine Copula Approach for Analyzing Financial Risk and Co-movement of the Indonesian, Philippine and Thailand Stock Markets.
20: Studying Volatility and Dependency of Chinese Outbound Tourism Demand in Singapore, Malaysia, and Thailand: A Vine Copula Approach.
21: Vine Copula-Cross Entropy Evaluation of Dependence Structure and Financial Risk in Agricultural Commodity Index Returns.
22: A Study on Whether Economic Development and Urbanization of Areas Are Associated with Prevalence of Obesity in Chinese Adults: Findings from 2009 China Health and Nutrition Surveys.
23: Statistical Analysis of Political Cycles in Australian Stock Market Returns.
24: Dependence Structure between Crude Oil, Soybeans, and Palm Oil in ASEAN Region: Energy and Food Security Context.
25: Copula Based GARCH Dependence Model of Chinese and Korean Tourist Arrivals to Thailand: Implications for Risk Management.
26: Analyzing Relationship between Tourist Arrivals from China and India to Thailand Using Copula Based GARCH and Seasonal Pattern.
27: Modeling Dependency in Tourist Arrivals to Thailand from China, Korea, and Japan Using Vine Copulas.
28: Relationship between Exchange Rates, Palm Oil Prices, and Crude Oil Prices: A Vine Copula Based GARCH Approach.
29: An Analysis of Interdependencies among Energy, Biofuel, and Agricultural Markets Using Vine Copula Model.
30: An Analysis of Volatility and Dependence between Rubber Spot and Futures Prices Using Copula-Extreme Value Theory.
31: Effect of Markets Temperature on Stock-Price: Monte Carlo Simulation on Spin Model.
32: An Analysis of Relationship between Gold Price and U.S. Dollar Index by Using Bivariate Extreme Value Copulas.
33: An Integration of Eco-Health One-Health Transdisciplinary Approach and Bayesian Belief Network.
34: Factors Affecting Hospital Stay Involving Drunk Driving and Non-Drunk Driving in Phuket, Thailand.
35: How Macroeconomic Factors and International Prices Affect Agriculture Prices Volatility?-Evidence from GARCH-X Model.
36: Co-movement of Prices of Energy and Agricultural Commodities in Biofuel Era: A Period-GARCH Copula Approach.
37: Wage Determination and Compensating Wage Differentials in the Informal Sector.
38: Optimal Combination of Energy Sources for Electricity Generation in Thailand with Lessons from Japan Using Maximum Entropy.
39: Valuation of Interest Rate Derivatives under CSA Discounting.
40: Systemic Knowledge Synthesis for Product Recommendation.