Validating Markov Switching VAR Through Spectral Representations 3 Rapid Optimal Lag Order Detection and Parameter Estimation of Standard Long Memory Time Series 17 Potential Contribution to the Economic Analysis of Smallholder Development 29 An Example 57 Autoregressive Conditional Duration Model with an Extended Weibull Error Distribution 83 A Proof 109 Invariance Explains Multiplicative and Exponential Skedactic Functions 119 A SymmetryBased Explanation 132 Modeling CoMovement and Risk Management of Gold and Silver Spot Prices 347 Efficient Frontier of Global Healthcare Portfolios Using High Dimensions of Copula Models 363 Analyzing MSCI Global Healthcare Return and Volatility with Structural Change Based on Residual CUSUM GARCH Approach 373 Indicator Circuits with Incremental Clustering and Its Applications on Classification of Firms Performance and Detection of HighYield Stocks in the... 385 Forecasting Tourist Arrivals by Using SETAR Models and STAR Models 401 Case Studies of Thailand and Singapore 414 An Application on Thai Rice Market 437 Price Transmission Mechanism in the Thai Rice Market 451 The Multivariate Extended Skew Normal Distribution and Its Quadratic Forms 153 Multiple Copula Regression Function and Directional Dependence Under Multivariate Nonexchangeable Copulas 171 On Consistency of Estimators Based on Random Set Vector Observations 185 Brief Introduction to Causal Compositional Models 199 A New Proposal to Predict Corporate Bankruptcy in Italy During the 2008 Economic Crisis 212 Part II Applications 224 The Inflation Hedging Ability of Domestic Gold in Malaysia 225 To Determine the Key Factors for Citizen in Selecting a ClinicDivision in Thailand 243 ARIMA Versus Artificial Neural Network for Thailands Cassava Starch Export Forecasting 255 Copula Based Volatility Models and Extreme Value Theory for Portfolio Simulation with an Application to Asian Stock Markets 278 Modeling Dependence of Health Behaviors Using CopulaBased Bivariate Ordered Probit 295 Reinvestigating the Effect of Alcohol Consumption on Hypertension Disease 307 A Vine CopulaBased Approach 319 Analysis of Transmission and CoMovement of Rice Export Prices Between Thailand and Vietnam 332 Empirical Relationship Among Money Output and Prices in Thailand 463 The Causal Relationship between Government Opinions and Chinese Stock Market in Social Media Era 481 Application of the Stochastic Frontier Model with Dependence in Time and Error Components 494 Macroeconomic Factors Affecting the Growth Rate of FDI of AEC Member Countries Using Panel Quantile Regression 507 Does Economic Growth Help Reducing Poverty? A Case of Thailand in Recent Data 515 Effect of Quantitative Easing on ASEAN5 Financial Markets 525 Dependence Structure of and CoMovement Between Thai Currency and International Currencies After Introduction of Quantitative Easing 544 Dynamic Copula with MarkovSwitching 565 Factors Affecting Consumers Willingness to Purchase Telehomecare Products 587 Evidence Using a Spatial Durbin Model 603 Evidence from Panel CoIntegration and Causality Tests 621 Author Index 636 Telif Hakkı