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International Journal of Applied Mathematics and Statistics™

The main aim of the International Journal of Applied Mathematics and Statistics™ [ISSN 0973-1377 (Print); 0973-7545 (Online)] is to publish refereed, well-written original research articles, and studies that describe the latest research and developments in the area of applied mathematics and statistics. This is a broad-based journal covering all branches of mathematics, statistics and interdisciplinary research. International Journal of Applied Mathematics and Statistics (IJAMAS) is a peer-reviewed journal and published by CESER Publications.

Reviewed, Abstracted and Indexed: The IJAMAS is reviewed, abstracted and indexed by the Mathematical Reviews; MathSciNet; Zentralblatt für Mathematik (Zentralblatt MATH); ERA: Excellence in Research for Australia (by Govt. of Australia); Statistical Theory and Method Abstracts (STMA-Z), Current Index to Statistics (CIS) [ The Current Index to Statistics (CIS) is a joint venture of the American Statistical Association & Institute of Mathematical Statistics, USA], International Abstracts in Operations Research (IAOR), Indian Science Abstracts; Academic keys;JournalSeek, Ulrich's Periodicals Directory, SCImago Journal & Country Rank, International Statistical Institute (ISI, Netherlands) Journal Index, IndexCopernicus, Getcited…

International Journal of Applied Mathematics and Statistics™ http://www.ceser.in/ceserp/index.php/ijamas/index

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2/6/2016 2015, Volume 53, Issue Number: 6

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Home > Archives > 2015, Volume 53, Issue Number: 6

2015, Volume 53, Issue Number: 6

Open Access Subscription or Fee Access

Table of Contents

Articles

Test and Measure on Difference of Marginal Homogeneity between

Several Square Contingency Tables ^{P DF}

Kiyotaka Iki, Shun Yamasaki 1-9

Some Aspects of Measuring Agreement Between two Raters Based on a

Bivariate Normal Distribution ^{P DF}

P. Yimprayoon 10-21

A primal-dual interior-point algorithm for convex quadratic semidefinite

optimization based on a new kernel function ^{P DF}

Jinjuan Pang, Mingwang Zhang, Yuejiao Chen, Zhengwei Huang 22-37 On the spectrum of the option price related to the barrier of the exotic

option from the Black-Scholes equation ^{P DF}

A. Kananthai, T. Dumrongpokaphan 38-45

A unified framework for the design of efficient fourth order Newton-like

methods. ^{P DF}

Mostafa Ouarit, Ali Souissi, Mohammed Ziani 46-57

Bayesian Estimation of the Entropy of the Half-Logistic Distribution Based

on Type-II Censored Samples ^{P DF}

Jung-In Seo, Suk-Bok Kang 58-66

Effect of an Insoluble Surfactant on the Moving Contact-Line of an

Immersed Sessile Oil Drop ^{P DF}

K. Yulianti, A.Y. Gunawan, E. Soewono, L. Mucharam 67-76

Small Area Estimation with Winsorization Method for Poverty Alleviation at

a Sub-District Level ^{P DF}

Anang Kurnia, Dian Kusumaningrum, Agus M. Soleh, Dian Handayani,

Rahma Anisa 77-84

Modeling Dependence of Asian Stock Markets Using Dynamic Copula

Functions ^{P DF}

K. Dharmawan, L. P. Ida Harini, I W. Sumarjaya 85-97

Analysis of the political figure fever model with media using

epidemiological approach: in case of Jokowi ^{P DF}

B. Yong, N. A. Samat 98-107

Negotiation Styles and Outcomes for Payoff Optimum on Value-based

Group Design Decision ^{P DF}

C. Utomo, F. Murti 108-113

The Model of Mixed Geographically Weighted Regression (MGWR) for

Poverty Rate in Central Java ^{P DF}

M. Y. Darsyah, R. Wasono, M. F. Agustina 114-121

Calibrating the Rainfall Forecast of the HyBMG Outputs Using Bayesian

Model Averaging : A Case Study ^{P DF}

Irhamah, H. Kuswanto, G.S. Prayoga, dan B.SS Ulama 122-129

Developing measurement model using Bayesian confirmatory factor

analysis in suppressing maternal mortality ^{P DF}

B.W. Otok, S.W. Purnami, S. Andari 130-136

Spatial Bayesian Model for Maximum Temperature P DF

Indriati N. Bisono, Andrew P. Robinson 137-144

Comparison of decision tree, support vector machines, and Bayesian

network approaches for classification of falls in Parkinson’s disease ^{P DF} Sarini Sarini, James McGree, Nicole White, Kerrie Mengersen,

Graham Kerr 145-151

Examining Spatial Effects of Regional Income Convergence in Sumatra

Island ^{P DF}

S. Halim, Inggrid, I. Bisono 152-157

Comparison of Piecewise Polynomial Smooth Support Vector Machine to

Classify Diagnosis of Cervical Cancer ^{P DF}

Santi Wulan Purnami, Virasakdi Chosuvivatwong, Hutca Sriplung, Epa

Suryanto 158-166

Utilization of Reproducing Kernel Hilbert Space Method on the Survival

Data of Leukemia Patients ^{P DF}

N. Abdul Manaf, G. Ibragimov, M.R. Abu Bakar 167-172

Bifurcation Analysis in a Dengue Disease Model with Two Virus Serotypes P DF Fajar Adi-Kusumo, Aurora N. Aini, A. I. Endrayanto, Gunardi 173-179 Bed Allocation Optimisation under the new Indonesian National Health

Insurance (JKN) ^{P DF}

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2/6/2016 2015, Volume 53, Issue Number: 6

http://www.ceserp.com/cp-jour/index.php?journal=ijamas&page=issue&op=view&path%5B%5D=335 2/2

A.I. Endrayanto, R.J. Boucherie, N.M. van de Vrugt, T. Lestari, F.

Adikusumo, Gunardi 180-185

Obesity Indonesia Children Detection According to Macronutrients by Using Binary Logistic Regression and Radial Basis Function Neural Networks

P DF

Brodjol Sutijo Suprih Ulama, Hanny Adiati 186-194

Preliminary Analysis on Dengue Disease Mapping in Bandung, Indonesia

based on Standardized Morbidity Ratio (SMR) ^{P DF}

F. Kristiani, N.A. Samat, S.B.A. Ghani 195-201

Spatial Distribution Analysis of Dengue Incidence in Makassar, Indonesia P DF

Aswi, Sukarna 202-208

Comparison of Missing Value Imputation Methods for Malaysian Hourly

Rainfall Data ^{P DF}

Noorhafizah Mazlan, Nurul Aishah Rahman, Sayang Mohd Deni 209-215 Estimation of SO_2 and NO_2 Concentrations in Jakarta-Indonesia Using

Cokriging Method ^{P DF}

Devy Setiyowati , Sutikno 216-222

Pattern Fabric Defect Detection Using Nonparametric Regression P DF

S. Halim 223-229

Joint Power and Rate Assignment for Downlink Throughput Maximization in

Multi-Cell CDMA ^{P DF}

A.I. Endrayanto, A.F. Gabor, R.J. Boucherie 230-251

An Implementation of Regression Adjustment Control Chart into

Production Water ^{P DF}

D. F. Aksioma, Wibawati, J. D. Jayanti 252-260

Allometric Equation Development for Estimating Above Ground Biomass in

a Tropical Hill Dipterocarp Forest, Kelantan, Malaysia. ^{P DF}

N. S. Aisyah, M. F. Norashikin, B. Ibrahim 261-266

Radiographic Weld Defect Identification using Statistical Texture and

Bayes Classifier ^{P DF}

Muhtadan, Risanuri Hidayat, Widyawan, Fahmi Amhar 267-274

Semigroup Method for a System Consisting of a Reliable Machine, an

Unreliable Machine and a Storage Buffer with Finite Capacity ^{P DF}

Abdukerim Haji 275-287

Bayesian Option Pricing Using Stochastic Volatility Models with Fat-tailed

Errors ^{P DF}

Hongxi Lin, Liang Jiang 288-296

Regarding indexing issue:

We have provided the online access of all issues & papers to the all indexing agencies (as given on our journal home web site). It’s depend on indexing agencies when, how and what manner they can index or not. So, please neither sends any question nor expects any answer from us on the behalf of third party i.e. indexing agencies. Our role is just to provide the online access to them. So we do properly this and one can visit indexing agencies website to get the authentic information.

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2/3/2016 Editorial Board

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Home > Editorial Board

Editorial Board

Editors-in-Chief:

R. K. S. Rathore, Department of Mathematics, Indian Institute of Technology, Kanpur, INDIA.

Akca Haydar, Abu Dhabi University, Department of Mathematics, UAE.

Chunhui Lai, School of Mathematics and Statistics, Minnan Normal University, Zhangzhou, Fujian, China Delfim F. M. Torres, Department of Mathematics, University of Aveiro, Portugal

Martin Bohner, Department of Mathematics, University of Missouri-Rolla, USA

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Editors:

Alain S. Togbe, Purdue University North Central, USA Alex Maritz, Swinburne University of Technology, Australia Alexander Grigorash, University of Ulster, U.K.

Alina Barbulescu, Ovidius University of Constantza, Romania Anahit Ann Galstyan, University of Texas-Pan American, USA Andrei Volodin, University of Regina Regina, Saskatchewan, Canada.

Alexandru Murgu, University of Cape Town, South Africa Anna Karczewska, University of Zielona Gora, Poland Ahmad Erfanian, Ferdowsi University of Masshad, Iran

Ashwin Vaidya, University of North Carolina - Chapel Hill, USA

Arsham Borumand Saeid, Shahid Bahonar university of Kerman, Iran Ayşe Altın, Hacettepe University, Turkey

Bixiang Wang, New Mexico Institute of Mining & Technology, USA Bogdan G. Nita, Montclair State University , USA

Chich-Jen Shieh, Chang Jung Christian University, Tainan, Taiwan

Christos Koukouvinos, National Technical University of Athens, Athens, Greece Defa Hu, School of Information, Hunan University of Commerce, Changsha, China Diego Ernesto Dominici, State University of New York at New Paltz, USA

Doreen De Leon, California State University, USA

Dudek Wieslaw A. , Wroclaw University of Technology, Poland Eduardo V. Teixeira, Rutgers University, USA

Edward Neuman, Southern Illinois University, USA En-Bing Lin, Central Michigan University, USA Ferhan Atici, Western Kentucky University, USA

Fernando Manuel Lucas Carapau, University of Evora, Portugal

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Filia Vonta, National Technical University of Athens, Athens, Greece Florentin Smarandache, University of New Mexico, USA

Ganatsiou V. Chrysoula, University of Thessaly, Greece Guo Wei, University of North Carolina at Pembroke, USA

Gyula Y. Katona, Budapest University of Technology and Economics, Hungary H. M. Srivastava, University of Victoria, Victoria, British Columbia, Canada

Henryk Fuks, Department of Mathematics, Brock University, St. Catharines, Canada Hong-Jian Lai, Department of Mathematics, West Virginia University, Morgantown, USA Irene Sciriha, University of Malta, Malta

Jianfeng Hou, Fuzhou University, Fuzhou, Fujian, China Jose Almer T. Sanqui, Appalachian State University, USA Jyh-Rong Chou, I-Shou University, Kaohsiung, Taiwan

Kalliopi Mylona, National Technical University of Athens, Athens, Greece Karen Yagdjian, University of Texas-Pan American, USA

Kewen Zhao, University of Qiongzhou, Hainan, China Ki-Bong Nam, University of Wisconsin Whitewater, USA Loubes Jean-MicheUniversite Paul Sabatier, France Michael D. Wills, Weber State University, USA Ming Fang, Norfolk State University, USA

Miranda I. Teboh-Ewungkem, Lehigh University, USA Muharem Avdispahic, University of Sarajevo, Bosnia Mustafa Bayram, Yildiz Teknik Universitesi, Turkey Nor Haniza Sarmin, Universiti Teknologi, Malaysia Nor'aini Aris, Universiti Teknologi, Malaysia Nihal Yilmaz Ozgur, Balikesir University, Turkey Oliver Jones, California State University, USA Omar Mohd Rijal, University Malaya, Malaysia

Piotr Matus, Institute of Mathematics of NASB, Belarus

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Rãzvan Rãducanu, Al. I. Cuza University, Romania Ricardo Lopez-Ruiz, Universidad de Zaragoza, Spain Ridong Hu, Huaqiao University, Quanzhou City, China Rui Xu, University of West Georgia, USA

Ruqiang Yan, National Institute of Standards and Technology, USA Shang-Pao Yeh, I-Shou University, Kaohsiung, Taiwan

Samir H. Saker, Mansoura University, Egypt

Shamsuddin Ahmad, Universiti Teknologi, Malaysia Sheng-Wen Hsieh, Far East University, Tainan, Taiwan

Somesh Kumar, Indian Institute of Technology, Kharagpur, India Song Wang, University of Western Australia, Australia

Sukanto Bhattacharya, Alaska Pacific University, USA Weijiu Liu, University of Central Arkansas, USA

Wenjun Liu, Nanjing University of Information Science and Technology, Nanjing, China Wen-Xiu Ma, University of South Florida, USA

Xiaofeng Gu, Texas State University, San Marcos, USA Xiaoli Li, University of Birmingham, UK

Xiao-Xiong Gan, Morgan State University, USA

Regarding indexing issue:

We have provided the online access of all issues & papers to the all indexing agencies (as given on our journal home web site). It’s depend on indexing agencies when, how and what manner they can index or not. So, please neither sends any question nor expects any answer from us on the behalf of third party i.e. indexing agencies. Our role is just to provide the online access to them. So we do properly this and one can visit indexing agencies website to get the authentic information.

(9)

Modeling Dependence of Asian Stock Markets Using Dynamic

Copula Functions

by Komang Dharmawan

Submission date: 17-Feb-2019 10:10AM (UTC+0700) Submission ID: 1079029574

File name: Dependence_modelling_K_Dharmawan.pdf (258.76K) Word count: 5088

Character count: 28858

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Modeling Dependence of Asian Stock Markets Using Dynamic Copula Functions

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PRIMARY SOURCES

Submitted to Universitaet zu Koeln

St udent Paper

www.globalriskguard.com

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hal.archives-ouvertes.fr

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www.eco.fundp.ac.be

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Krenar Avdulaj, Jozef Barunik. "Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data", Energy Economics, 2015

Publicat ion

Yih-Wenn Laih. "Measuring rank correlation coefficients between financial time series: A GARCH-copula based sequence alignment algorithm", European Journal of Operational Research, 2014

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Ines Fortin. "Tail-dependence in stock-return pairs", Intelligent Systems in Accounting

Finance & Management, 04/2002

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analysis of market reactions to the UK’s referendum results – How strong will Brexit be?", Journal of International Financial

Markets, Institutions and Money, 2018

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"NONPARAMETRIC FINANCIAL VOLATILITY MODELLING BASED ON THE RELEVANCE VECTOR MACHINES", International Journal of Modelling and Simulation, 2012.

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Submitted to University of Portsmouth

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Gregor N. F. Weiß. "Analysing contagion and bailout effects with copulae", Journal of

Economics and Finance, 08/15/2009

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George-Jason Siouris, Alex Karagrigoriou. "A Low Price Correction for Improved Volatility Estimation and Forecasting", Risks, 2017

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Karam, E., and F. Planchet. "Operational Risks in Financial Sectors", Advances in Decision Sciences, 2012.

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Copulas in Financial Portfolio", 2008

International Seminar on Future Information Technology and Management Engineering, 2008

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Bouchra Zellou, Hassane Rahali. "Assessment of the joint impact of extreme rainfall and

storm surge on the risk of flooding in a coastal area", Journal of Hydrology, 2019

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Noorossana, R., and K. Sabri-Laghaie.

"Reliability and maintenance models for a

dependent competing-risk system with multiple time-scales", Proceedings of the Institution of Mechanical Engineers Part O Journal of Risk and Reliability, 2015.

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