| Chair: Prof. Hung T. Nguyen | |||
| Time | Room | Plenary session | |
|---|---|---|---|
| 08.00 - 09.00 | Main Hall | Registration | |
| 09.00 - 09.45 | Main Hall | How annualized wavelet trading beats the market | Lanh Tran |
| 09.45 - 10.30 | Main Hall | Why the best predictive models are often different from the best explanatory models: A theoretical explanation | Vladik Kreinovich |
| 10.30 - 11.15 | Main Hall | Change Point Test for Time Series Models and Goodness of Fit Test. | Sang-Yeol Lee |
| Chair: Prof. Cathy Chen | |||
| Time | Room | Parallel session C1 | |
|---|---|---|---|
| 13.15 - 13.45 | Main Hall | Kalman filter and structural change. | O.J. Asemota |
| 13.45 - 14.15 | Main Hall | A Regime Switching Vector Error Correction Model of Analysis of Cointegration in Oil, Gold, Stock Markets | Sukrit Thongkairat, Woraphon Yamaka and Songsak Sriboonchitta |
| 14.15 - 14.45 | Main Hall | A Regime switching time-varying copula approach to oil and stock markets dependence: the case of G7 economies. | Rungrapee Phadkantha, Woraphon Yamaka and Songsak Sriboonchitta |
| Chair: Prof. Supanika Leurcharusmee | |||
| Time | Room | Parallel session C2 | |
|---|---|---|---|
| 13.15 - 13.45 | ECB2301 | The Impacts of Macroeconomic Variables on Economic Growth: Evidence from China, Japan, and South Korea. | Wilawan Srichaikul, Woraphon Yamaka and Songsak Sriboonchitta |
| 13.45 - 14.15 | ECB2301 | Determinants of foreign direct investment inflow in ASEAN countries: Panel Threshold approach and panel smooth transistion regression approach. | Noppasit Chakpitak, Wilawan Srichaikul, Woraphon Yamaka and Songsak Sriboonchitta |
| 14.15 - 14.45 | ECB2301 | An Analysis of Stock Market Cycle with Markov Switching and Kink Model. | Konnika Palason and Roengchai Tansuchat |
| Chair: Prof. Jainxu Liu | |||
| Time | Room | Parallel session C3 | |
|---|---|---|---|
| 13.15 - 13.45 | ECB2302 | Technical Efficiency Analysis of Top Agriculture Producing Countries in Asia: Zero Inefficiency Meta-frontier Approach. | Jianxu Liu, Hui Li, Songsak Sriboonchitta and Sanzidur Rahman |
| 13.45 - 14.15 | ECB2302 | Jianxu Liu, Hui Li, Songsak Sriboonchitta and Sanzidur Rahman. | Kewalin Somboon, Chukiat Chaiboonsria, Satawat Wannapana and Songsak Sriboonchitta |
| 14.15 - 14.45 | ECB2302 | Technical Efficiency Analysis of Agricultural Production of BRIC Countries and the United States of America: A CopulaBased Meta-Frontier Approach. | (Jianxu Liu, Yangnan Cheng, Sanzidur Rahman and Songsak Sriboonchitta |
| Chair: Prof. Vladik Kreinovich | |||
| Time | Room | Parallel session C4 | |
|---|---|---|---|
| 15.00 - 15.30 | Main Hall | Comparisons of Confidence Interval for a Ratio of Non-normal Variances Using a Kurtosis Estimator. | Channarong Wongyai and Sirima Suwan |
| 15.30 - 16.00 | Main Hall | Estimating the Difference in the Percentiles of Two DeltaLognormal Indepent Populations. | (Maneerat Jaithun, Sa-Aat Niwitpong and Suparat Niwitpong |
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