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Jianxu Liu

Researcher at Shandong University of Finance and Economics

Publications -  99
Citations -  464

Jianxu Liu is an academic researcher from Shandong University of Finance and Economics. The author has contributed to research in topics: China & Vine copula. The author has an hindex of 10, co-authored 70 publications receiving 304 citations. Previous affiliations of Jianxu Liu include Chiang Mai University.

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Journal ArticleDOI

Modeling volatility and dependency of agricultural price and production indices of Thailand: Static versus time-varying copulas

TL;DR: This paper aims at estimating the dependency between the percentage changes of the agricultural price and agricultural production indices of Thailand and also their conditional volatilities using copula-based GARCH models and provides less restrictive models for dependency and the conditional volatility GARCH.
Journal ArticleDOI

Agricultural Productivity Growth and Its Determinants in South and Southeast Asian Countries

TL;DR: In this paper, the authors apply stochastic frontier analysis (SFA) to analyze the growth of agricultural total factor productivity (TFP) and its three components (technical change, technical efficiency change, and scale change) in 15 south and southeast Asian countries covering the period 2002 to 2016.
Journal ArticleDOI

Modeling dependence between error components of the stochastic frontier model using copula

TL;DR: The main finding of this study is that the dependence between V and W is significant and cannot be ignored, and calls for a reappraisal of previous production efficiency studies using the SFM with independence assumption.
Journal ArticleDOI

Sources of Total-Factor Productivity and Efficiency Changes in China’s Agriculture

TL;DR: Wang et al. as mentioned in this paper used a stochastic frontier approach to identify determinants of agricultural technical efficiency (TE) scores, total-factor productivity (TFP), and its two components, technological change/progress (TC) and technical efficiency change (EC), using provincial-level panel data of 30 provinces from 2002 to 2017.
Book ChapterDOI

Analysis of Volatility and Dependence between the Tourist Arrivals from China to Thailand and Singapore: A Copula-Based GARCH Approach

TL;DR: In this paper, the authors estimate the dependency between the growth rates of tourist arrivals of Thailand and Singapore from China, and also analyze their conditional volatilities using ARMA-GARCH model to fit monthly time series data.