1. CMU Intellectual Repository

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Results 1-10 of 22 (Search time: 0.004 seconds).
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Issue DateTitleAuthor(s)
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
1-Jan-2016Multi-asset portfolio returns: A markov switching copula-based approachKongliang Zhu; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2016Pair trading rule with switching regression GARCH modelKongliang Zhu; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2016Analysis of agricultural production in Asia and measurement of technical efficiency using copula-based stochastic frontier quantile modelVarith Pipitpojanakarn; Paravee Maneejuk; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2016Does Asian credit default swap index improve portfolio performance?Chatchai Khiewngamdee; Woraphon Yamaka; Songsak Sriboonchitta
1-Nov-2017Expectile and quantile kink regressions with unknown thresholdVarith Pipitpojanakarn; Paravee Maneejuk; Woraphon Yamaka; Songsak Sriboonchitta
1-Nov-2017Frontier quantile model using a generalized class of skewed distributionsVarith Pipitpojanakarn; Woraphon Yamaka; Songsak Sriboonchitta; Paravee Maneejuk
1-Jan-2018Volatility Jump Detection in Thailand Stock MarketSaowaluk Duangin; Woraphon Yamaka; Jirakom Sirisrisakulchai; Songsak Sriboonchitta
1-Jan-2018A Markov-Switching Model with Mixture Distribution RegimesParavee Maneejuk; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2018Macroeconomic News Announcement and Thailand Stock MarketSaowaluk Duangin; Woraphon Yamaka; Jirakom Sirisrisakulchai; Songsak Sriboonchitta

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