{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,10]],"date-time":"2024-09-10T20:51:58Z","timestamp":1726001518932},"publisher-location":"Cham","reference-count":49,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783030042622"},{"type":"electronic","value":"9783030042639"}],"license":[{"start":{"date-parts":[[2018,11,24]],"date-time":"2018-11-24T00:00:00Z","timestamp":1543017600000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2019]]},"DOI":"10.1007\/978-3-030-04263-9_10","type":"book-chapter","created":{"date-parts":[[2018,11,23]],"date-time":"2018-11-23T20:22:52Z","timestamp":1543004572000},"page":"138-151","update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Flexible Constructions for Bivariate Copulas Emphasizing Local Dependence"],"prefix":"10.1007","author":[{"given":"Xiaonan","family":"Zhu","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Qingsong","family":"Shan","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Suttisak","family":"Wisadwongsa","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Tonghui","family":"Wang","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2018,11,24]]},"reference":[{"issue":"2","key":"10_CR1","first-page":"182","volume":"44","author":"K Aas","year":"2009","unstructured":"Aas, K., Czado, C., Frigessi, A., Bakken, H.: Pair-copula constructions of multiple dependence. Insur.: Math. Econ. 44(2), 182\u2013198 (2009)","journal-title":"Insur.: Math. Econ."},{"issue":"2","key":"10_CR2","doi-asserted-by":"publisher","first-page":"359","DOI":"10.1287\/opre.1120.1152","volume":"61","author":"AE Abbas","year":"2013","unstructured":"Abbas, A.E.: Utility copula functions matching all boundary assessments. Oper. Res. 61(2), 359\u2013371 (2013)","journal-title":"Oper. Res."},{"key":"10_CR3","volume-title":"Continuous Multivariate Distributions","author":"N Balakrishnan","year":"2006","unstructured":"Balakrishnan, N.: Continuous Multivariate Distributions. Wiley Online Library, Hoboken (2006)"},{"issue":"4","key":"10_CR4","doi-asserted-by":"publisher","first-page":"1031","DOI":"10.1214\/aos\/1031689016","volume":"30","author":"T Bedford","year":"2002","unstructured":"Bedford, T., Cooke, R.M.: Vines: a new graphical model for dependent random variables. Ann. Stat. 30(4), 1031\u20131068 (2002)","journal-title":"Ann. Stat."},{"issue":"1","key":"10_CR5","doi-asserted-by":"publisher","first-page":"451","DOI":"10.1016\/j.jmaa.2014.02.025","volume":"417","author":"G Beliakov","year":"2014","unstructured":"Beliakov, G., De Baets, B., De Meyer, H., Nelsen, R., \u00dabeda-Flores, M.: Best-possible bounds on the set of copulas with given degree of non-exchangeability. J. Math. Anal. Appl. 417(1), 451\u2013468 (2014)","journal-title":"J. Math. Anal. Appl."},{"issue":"3","key":"10_CR6","doi-asserted-by":"publisher","first-page":"866","DOI":"10.1239\/jap\/1346955339","volume":"49","author":"C Bernard","year":"2012","unstructured":"Bernard, C., Jiang, X., Vanduffel, S.: A note on improved Fr\u00e9chet bounds and model-free pricing of multi-asset options by Tankov (2011). J. Appl. Probab. 49(3), 866\u2013875 (2012)","journal-title":"J. Appl. Probab."},{"issue":"1","key":"10_CR7","doi-asserted-by":"publisher","first-page":"585","DOI":"10.1016\/j.jmaa.2016.05.051","volume":"443","author":"T Boonmee","year":"2016","unstructured":"Boonmee, T., Tasena, S.: Measure of complete dependence of random vectors. J. Math. Anal. Appl. 443(1), 585\u2013595 (2016)","journal-title":"J. Math. Anal. Appl."},{"issue":"9","key":"10_CR8","doi-asserted-by":"publisher","first-page":"2654","DOI":"10.1080\/03610926.2014.887112","volume":"45","author":"N Chaidee","year":"2016","unstructured":"Chaidee, N., Santiwipanont, T., Sumetkijakan, S.: Patched approximations and their convergence. Commun. Stat.-Theory Methods 45(9), 2654\u20132664 (2016)","journal-title":"Commun. Stat.-Theory Methods"},{"issue":"3","key":"10_CR9","doi-asserted-by":"publisher","first-page":"417","DOI":"10.1155\/S0161171295000536","volume":"18","author":"WF Darsow","year":"1995","unstructured":"Darsow, W.F., Olsen, E.T.: Norms for copulas. Int. J. Math. Math. Sci. 18(3), 417\u2013436 (1995)","journal-title":"Int. J. Math. Math. Sci."},{"key":"10_CR10","doi-asserted-by":"publisher","first-page":"103","DOI":"10.1016\/j.fss.2011.10.005","volume":"191","author":"E Amo de","year":"2012","unstructured":"de Amo, E., Carrillo, M.D., Fern\u00e1ndez-S\u00e1nchez, J.: Characterization of all copulas associated with non-continuous random variables. Fuzzy Sets Syst. 191, 103\u2013112 (2012)","journal-title":"Fuzzy Sets Syst."},{"issue":"6","key":"10_CR11","doi-asserted-by":"publisher","first-page":"1053","DOI":"10.1109\/TFUZZ.2006.890681","volume":"15","author":"B Baets De","year":"2007","unstructured":"De Baets, B., De Meyer, H.: Orthogonal grid constructions of copulas. IEEE Trans. Fuzzy Syst. 15(6), 1053\u20131062 (2007)","journal-title":"IEEE Trans. Fuzzy Syst."},{"issue":"5","key":"10_CR12","doi-asserted-by":"publisher","first-page":"828","DOI":"10.1080\/03610920903480866","volume":"40","author":"B Baets De","year":"2011","unstructured":"De Baets, B., De Meyer, H., \u00dabeda-Flores, M.: Constructing copulas with given diagonal and opposite diagonal sections. Commun. Stat.-Theory Methods 40(5), 828\u2013843 (2011)","journal-title":"Commun. Stat.-Theory Methods"},{"issue":"2","key":"10_CR13","doi-asserted-by":"publisher","first-page":"525","DOI":"10.1016\/j.ejor.2015.06.028","volume":"247","author":"F Durante","year":"2015","unstructured":"Durante, F., Fern\u00e1ndez-S\u00e1nchez, J., Quesada-Molina, J.J., \u00dabeda-Flores, M.: Convergence results for patchwork copulas. Eur. J. Oper. Res. 247(2), 525\u2013531 (2015)","journal-title":"Eur. J. Oper. Res."},{"key":"10_CR14","doi-asserted-by":"publisher","first-page":"59","DOI":"10.1016\/j.ijar.2017.03.010","volume":"85","author":"F Durante","year":"2017","unstructured":"Durante, F., Fern\u00e1ndez-S\u00e1nchez, J., Quesada-Molina, J.J., \u00dabeda-Flores, M.: Copulas with given values on the tails. Int. J. Approx. Reason. 85, 59\u201367 (2017)","journal-title":"Int. J. Approx. Reason."},{"issue":"5","key":"10_CR15","doi-asserted-by":"publisher","first-page":"551","DOI":"10.1002\/asmb.799","volume":"26","author":"F Durante","year":"2010","unstructured":"Durante, F., Jaworski, P.: Spatial contagion between financial markets: a copula-based approach. Appl. Stoch. Models Bus. Ind. 26(5), 551\u2013564 (2010)","journal-title":"Appl. Stoch. Models Bus. Ind."},{"issue":"15","key":"10_CR16","doi-asserted-by":"publisher","first-page":"2515","DOI":"10.1080\/03610920802571203","volume":"38","author":"F Durante","year":"2009","unstructured":"Durante, F., Saminger-Platz, S., Sarkoci, P.: Rectangular patchwork for bivariate copulas and tail dependence. Commun. Stat.-Theory Methods 38(15), 2515\u20132527 (2009)","journal-title":"Commun. Stat.-Theory Methods"},{"issue":"3","key":"10_CR17","first-page":"897","volume":"53","author":"F Durante","year":"2013","unstructured":"Durante, F., S\u00e1nchez, J.F., Sempi, C.: Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity. Insur.: Math. Econ. 53(3), 897\u2013905 (2013)","journal-title":"Insur.: Math. Econ."},{"key":"10_CR18","doi-asserted-by":"publisher","DOI":"10.1201\/b18674","volume-title":"Principles of Copula Theory","author":"F Durante","year":"2015","unstructured":"Durante, F., Sempi, C.: Principles of Copula Theory. CRC Press, Boca Raton (2015)"},{"key":"10_CR19","doi-asserted-by":"publisher","first-page":"19","DOI":"10.1016\/j.jmva.2012.02.018","volume":"110","author":"J-D Fermanian","year":"2012","unstructured":"Fermanian, J.-D., Wegkamp, M.H.: Time-dependent copulas. J. Multivar. Anal. 110, 19\u201329 (2012)","journal-title":"J. Multivar. Anal."},{"issue":"5","key":"10_CR20","doi-asserted-by":"publisher","first-page":"1919","DOI":"10.1016\/j.csda.2010.11.010","volume":"55","author":"I Gijbels","year":"2011","unstructured":"Gijbels, I., Veraverbeke, N., Omelka, M.: Conditional copulas, association measures and their applications. Comput. Stat. Data Anal. 55(5), 1919\u20131932 (2011)","journal-title":"Comput. Stat. Data Anal."},{"issue":"2","key":"10_CR21","doi-asserted-by":"publisher","first-page":"425","DOI":"10.1016\/j.ejor.2014.07.018","volume":"240","author":"N Gupta","year":"2015","unstructured":"Gupta, N., Misra, N., Kumar, S.: Stochastic comparisons of residual lifetimes and inactivity times of coherent systems with dependent identically distributed components. Eur. J. Oper. Res. 240(2), 425\u2013430 (2015)","journal-title":"Eur. J. Oper. Res."},{"key":"10_CR22","doi-asserted-by":"publisher","DOI":"10.1201\/b13150","volume-title":"Multivariate Models and Multivariate Dependence Concepts","author":"H Joe","year":"1997","unstructured":"Joe, H.: Multivariate Models and Multivariate Dependence Concepts. CRC Press, Boca Raton (1997)"},{"issue":"2","key":"10_CR23","doi-asserted-by":"publisher","first-page":"151","DOI":"10.1007\/s00605-007-0460-x","volume":"152","author":"EP Klement","year":"2007","unstructured":"Klement, E.P., Koles\u00e1rov\u00e1, A.: Intervals of 1-lipschitz aggregation operators, quasi-copulas, and copulas with given affine section. Monatshefte f\u00fcr Mathematik 152(2), 151\u2013167 (2007)","journal-title":"Monatshefte f\u00fcr Mathematik"},{"key":"10_CR24","volume-title":"Extreme Financial Risks: From Dependence to Risk Management","author":"Y Malevergne","year":"2006","unstructured":"Malevergne, Y., Sornette, D.: Extreme Financial Risks: From Dependence to Risk Management. Springer Science & Business Media, Heidelberg (2006)"},{"issue":"20","key":"10_CR25","doi-asserted-by":"publisher","first-page":"3596","DOI":"10.1080\/03610920903268857","volume":"39","author":"H Mardani-Fard","year":"2010","unstructured":"Mardani-Fard, H., Sadooghi-Alvandi, S., Shishebor, Z.: Bounds on bivariate distribution functions with given margins and known values at several points. Commun. Stat.-Theory Methods 39(20), 3596\u20133621 (2010)","journal-title":"Commun. Stat.-Theory Methods"},{"issue":"1","key":"10_CR26","doi-asserted-by":"publisher","first-page":"127","DOI":"10.1016\/j.ejor.2014.06.020","volume":"240","author":"J Navarro","year":"2015","unstructured":"Navarro, J., Pellerey, F., Di Crescenzo, A.: Orderings of coherent systems with randomized dependent components. Eur. J. Oper. Res. 240(1), 127\u2013139 (2015)","journal-title":"Eur. J. Oper. Res."},{"key":"10_CR27","volume-title":"An Introduction to Copulas","author":"RB Nelsen","year":"2007","unstructured":"Nelsen, R.B.: An Introduction to Copulas. Springer Science & Business Media, Heidelberg (2007)"},{"issue":"2","key":"10_CR28","first-page":"473","volume":"42","author":"RB Nelsen","year":"2008","unstructured":"Nelsen, R.B., Quesada-Molina, J.J., Rodr\u00edguez-Lallena, J.A., \u00dabeda-Flores, M.: On the construction of copulas and quasi-copulas with given diagonal sections. Insur.: Math. Econ. 42(2), 473\u2013483 (2008)","journal-title":"Insur.: Math. Econ."},{"issue":"6","key":"10_CR29","doi-asserted-by":"publisher","first-page":"1055","DOI":"10.1081\/STA-100104355","volume":"30","author":"RB Nelsen","year":"2001","unstructured":"Nelsen, R.B., Quesada-Molina, J.J., Rodri\u00edguez-Lallena, J.A., \u00dabeda-Flores, M.: Bounds on bivariate distribution functions with given margins and measures of association. Commun. Stat.-Theory Methods 30(6), 1055\u20131062 (2001)","journal-title":"Commun. Stat.-Theory Methods"},{"issue":"2","key":"10_CR30","doi-asserted-by":"publisher","first-page":"348","DOI":"10.1016\/j.jmva.2003.09.002","volume":"90","author":"RB Nelsen","year":"2004","unstructured":"Nelsen, R.B., Quesada-Molina, J.J., Rodri\u00edguez-Lallena, J.A., \u00dabeda-Flores, M.: Best-possible bounds on sets of bivariate distribution functions. J. Multivar. Anal. 90(2), 348\u2013358 (2004)","journal-title":"J. Multivar. Anal."},{"issue":"10","key":"10_CR31","doi-asserted-by":"publisher","first-page":"2299","DOI":"10.1081\/STA-200031367","volume":"33","author":"RB Nelsen","year":"2005","unstructured":"Nelsen, R.B., \u00dabeda-Flores, M.: A comparison of bounds on sets of joint distribution functions derived from various measures of association. Commun. Stat.-Theory Methods 33(10), 2299\u20132305 (2005)","journal-title":"Commun. Stat.-Theory Methods"},{"issue":"2","key":"10_CR32","doi-asserted-by":"publisher","first-page":"527","DOI":"10.1111\/j.1468-2354.2006.00387.x","volume":"47","author":"AJ Patton","year":"2006","unstructured":"Patton, A.J.: Modelling asymmetric exchange rate dependence. Int. Econ. Rev. 47(2), 527\u2013556 (2006)","journal-title":"Int. Econ. Rev."},{"issue":"12","key":"10_CR33","doi-asserted-by":"publisher","first-page":"4654","DOI":"10.1016\/j.na.2007.11.021","volume":"69","author":"JJ Quesada-Molina","year":"2008","unstructured":"Quesada-Molina, J.J., Saminger-Platz, S., Sempi, C.: Quasi-copulas with a given sub-diagonal section. Nonlinear Anal.: Theory Methods Appl. 69(12), 4654\u20134673 (2008)","journal-title":"Nonlinear Anal.: Theory Methods Appl."},{"key":"10_CR34","doi-asserted-by":"publisher","first-page":"187","DOI":"10.1007\/978-3-642-12465-5_9","volume-title":"Copula Theory and Its Applications","author":"Tomasz Rychlik","year":"2010","unstructured":"Rychlik, T.: Copulae in reliability theory (order statistics, coherent systems). In: Copula Theory and Its Applications, pp. 187\u2013208. Springer, Heidelberg (2010)"},{"issue":"12","key":"10_CR35","doi-asserted-by":"publisher","first-page":"2215","DOI":"10.1080\/03610926.2011.607529","volume":"42","author":"S Sadooghi-Alvandi","year":"2013","unstructured":"Sadooghi-Alvandi, S., Shishebor, Z., Mardani-Fard, H.: Sharp bounds on a class of copulas with known values at several points. Commun. Stat.-Theory Methods 42(12), 2215\u20132228 (2013)","journal-title":"Commun. Stat.-Theory Methods"},{"key":"10_CR36","doi-asserted-by":"crossref","DOI":"10.1007\/1-4020-4415-1","volume-title":"Extremes in Nature: An Approach Using Copulas","author":"G Salvadori","year":"2007","unstructured":"Salvadori, G., De Michele, C., Kottegoda, N.T., Rosso, R.: Extremes in Nature: An Approach Using Copulas, vol. 56. Springer Science & Business Media, Heidelberg (2007)"},{"issue":"4","key":"10_CR37","doi-asserted-by":"publisher","first-page":"879","DOI":"10.1214\/aos\/1176345528","volume":"9","author":"B Schweizer","year":"1981","unstructured":"Schweizer, B., Wolff, E.F.: On nonparametric measures of dependence for random variables. Ann. Stat. 9(4), 879\u2013885 (1981)","journal-title":"Ann. Stat."},{"issue":"19","key":"10_CR38","doi-asserted-by":"publisher","first-page":"3124","DOI":"10.1080\/03610920802074844","volume":"37","author":"KF Siburg","year":"2008","unstructured":"Siburg, K.F., Stoimenov, P.A.: Gluing copulas. Commun. Stat.-Theory Methods 37(19), 3124\u20133134 (2008)","journal-title":"Commun. Stat.-Theory Methods"},{"issue":"2","key":"10_CR39","doi-asserted-by":"publisher","first-page":"239","DOI":"10.1007\/s00184-008-0229-9","volume":"71","author":"KF Siburg","year":"2010","unstructured":"Siburg, K.F., Stoimenov, P.A.: A measure of mutual complete dependence. Metrika 71(2), 239\u2013251 (2010)","journal-title":"Metrika"},{"key":"10_CR40","unstructured":"Sklar, M.: Fonctions de r\u00e9partition \u00e1 n dimensions et leurs marges. Universit\u00e9 Paris 8 (1959)"},{"issue":"2","key":"10_CR41","doi-asserted-by":"publisher","first-page":"389","DOI":"10.1239\/jap\/1308662634","volume":"48","author":"P Tankov","year":"2011","unstructured":"Tankov, P.: Improved fr\u00e9chet bounds and model-free pricing of multi-asset options. J. Appl. Probab. 48(2), 389\u2013403 (2011)","journal-title":"J. Appl. Probab."},{"issue":"6","key":"10_CR42","doi-asserted-by":"publisher","first-page":"748","DOI":"10.1016\/j.ijar.2013.01.001","volume":"54","author":"S Tasena","year":"2013","unstructured":"Tasena, S., Dhompongsa, S.: A measure of multivariate mutual complete dependence. Int. J. Approx. Reason. 54(6), 748\u2013761 (2013)","journal-title":"Int. J. Approx. Reason."},{"key":"10_CR43","doi-asserted-by":"publisher","first-page":"15","DOI":"10.1016\/j.ijar.2015.10.002","volume":"68","author":"S Tasena","year":"2016","unstructured":"Tasena, S., Dhompongsa, S.: Measures of the functional dependence of random vectors. Int. J. Approx. Reason. 68, 15\u201326 (2016)","journal-title":"Int. J. Approx. Reason."},{"issue":"10","key":"10_CR44","first-page":"1019","volume":"12","author":"M \u00dabeda-Flores","year":"2008","unstructured":"\u00dabeda-Flores, M.: On the best-possible upper bound on sets of copulas with given diagonal sections. Soft Comput. Fusion Found. Methodol. Appl. 12(10), 1019\u20131025 (2008)","journal-title":"Soft Comput. Fusion Found. Methodol. Appl."},{"key":"10_CR45","doi-asserted-by":"publisher","first-page":"376","DOI":"10.1016\/j.ijar.2017.10.016","volume":"92","author":"Z Wei","year":"2018","unstructured":"Wei, Z., Kim, D.: On multivariate asymmetric dependence using multivariate skew-normal copula-based regression. Int. J. Approx. Reason. 92, 376\u2013391 (2018)","journal-title":"Int. J. Approx. Reason."},{"key":"10_CR46","doi-asserted-by":"publisher","first-page":"24","DOI":"10.1016\/j.ijar.2015.04.004","volume":"65","author":"Z Wei","year":"2015","unstructured":"Wei, Z., Wang, T., Nguyen, P.A.: Multivariate dependence concepts through copulas. Int. J. Approx. Reason. 65, 24\u201333 (2015)","journal-title":"Int. J. Approx. Reason."},{"key":"10_CR47","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1016\/j.ijar.2017.10.001","volume":"92","author":"S Wisadwongsa","year":"2018","unstructured":"Wisadwongsa, S., Tasena, S.: Bivariate quadratic copula constructions. Int. J. Approx. Reason. 92, 1\u201319 (2018)","journal-title":"Int. J. Approx. Reason."},{"key":"10_CR48","first-page":"303","volume-title":"Predictive Econometrics and Big Data","author":"Xiaonan Zhu","year":"2017","unstructured":"Zhu, X., Wang, T., Choy, S.B., Autchariyapanitkul, K.: Measures of mutually complete dependence for discrete random vectors. In: Predictive Econometrics and Big Data, pp. 303\u2013317. Springer, Heidelberg (2018)"},{"key":"10_CR49","doi-asserted-by":"publisher","first-page":"249","DOI":"10.1007\/978-3-319-50742-2_15","volume-title":"Robustness in Econometrics","author":"Xiaonan Zhu","year":"2017","unstructured":"Zhu, X., Wang, T., Pipitpojanakarn, V.: Constructions of multivariate copulas. In: Robustness in Econometrics, pp. 249\u2013265. Springer, Heidelberg (2017)"}],"container-title":["Studies in Computational Intelligence","Structural Changes and their Econometric Modeling"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-030-04263-9_10","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,11,5]],"date-time":"2019-11-05T19:30:18Z","timestamp":1572982218000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-030-04263-9_10"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2018,11,24]]},"ISBN":["9783030042622","9783030042639"],"references-count":49,"URL":"https:\/\/doi.org\/10.1007\/978-3-030-04263-9_10","relation":{},"ISSN":["1860-949X","1860-9503"],"issn-type":[{"type":"print","value":"1860-949X"},{"type":"electronic","value":"1860-9503"}],"subject":[],"published":{"date-parts":[[2018,11,24]]},"assertion":[{"value":"TES","order":1,"name":"conference_acronym","label":"Conference Acronym","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"International Conference of the Thailand Econometrics Society","order":2,"name":"conference_name","label":"Conference Name","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Chiang Mai","order":3,"name":"conference_city","label":"Conference City","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Thailand","order":4,"name":"conference_country","label":"Conference Country","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2019","order":5,"name":"conference_year","label":"Conference Year","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"9 January 2019","order":7,"name":"conference_start_date","label":"Conference Start Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"11 January 2019","order":8,"name":"conference_end_date","label":"Conference End Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"12","order":9,"name":"conference_number","label":"Conference Number","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"ictes2019","order":10,"name":"conference_id","label":"Conference ID","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"https:\/\/cmse-conference.econ.cmu.ac.th\/?pages=tes2019","order":11,"name":"conference_url","label":"Conference URL","group":{"name":"ConferenceInfo","label":"Conference Information"}}]}}