1. CMU Intellectual Repository

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Results 61-70 of 378 (Search time: 0.003 seconds).
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Issue DateTitleAuthor(s)
1-Jan-2015Volatility and dependence for systemic risk measurement of the international financial systemJianxu Liu; Songsak Sriboonchitta; Panisara Phochanachan; Jiechen Tang
1-Jan-2015Why copulas have been successful in many practical applications: A theoretical explanation based on computational efficiencyVladik Kreinovich; Hung T. Nguyen; Songsak Sriboonchitta; Olga Kosheleva
1-Jan-2015Volatility linkages between price returns of Crude oil and crude palm oil in the ASEAN region: A copula based GARCH approachTeera Kiatmanaroch; Ornanong Puarattanaarunkorn; Kittawit Autchariyapanitkul; Songsak Sriboonchitta
1-Jan-2015Capital asset pricing model with interval dataSutthiporn Piamsuwannakit; Kittawit Autchariyapanitkul; Songsak Sriboonchitta; Rujira Ouncharoen
1-Jan-2015Capital asset pricing model with interval dataSutthiporn Piamsuwannakit; Kittawit Autchariyapanitkul; Songsak Sriboonchitta; Rujira Ouncharoen
1-Jan-2015Why ARMAX-GARCH linear models successfully describe complex nonlinear phenomena: A possible explanationHung T. Nguyen; Vladik Kreinovich; Olga Kosheleva; Songsak Sriboonchitta
1-Jan-2015Why ARMAX-GARCH linear models successfully describe complex nonlinear phenomena: A possible explanationHung T. Nguyen; Vladik Kreinovich; Olga Kosheleva; Songsak Sriboonchitta
1-Jan-2016A flood risk assessment based on maximum flow capacity of canal systemJirakom Sirisrisakulchai; Napat Harnpornchai; Kittawit Autchariyapanitkul; Songsak Sriboonchitta
1-Jan-2016Which robust versions of sample variance and sample covariance are most appropriate for econometrics: Symmetry-based analysisSongsak Sriboonchitta; Ildar Batyrshin; Vladik Kreinovich
1-Jan-2016On the linkages between exchange rate movements stock, bond and interest rate market in a regime-switching model: Evidence for Asean and East AsiaKongliang Zhu; Woraphon Yamaka; Songsak Sriboonchitta

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