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Results 1-10 of 39 (Search time: 0.004 seconds).
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Item hits:
Issue Date
Title
Author(s)
1-Jan-2016
Pair trading rule with switching regression GARCH model
Kongliang Zhu
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2016
A copula-based markov switching seemingly unrelated regression approach for analysis the demand and supply on sugar market
Pathairat Pastpipatkul
;
Nisit Panthamit
;
Woraphon Yamaka
;
Songsak Sriboochitta
1-Jan-2016
Analysis of agricultural production in Asia and measurement of technical efficiency using copula-based stochastic frontier quantile model
Varith Pipitpojanakarn
;
Paravee Maneejuk
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2016
Does Asian credit default swap index improve portfolio performance?
Chatchai Khiewngamdee
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Nov-2017
Expectile and quantile kink regressions with unknown threshold
Varith Pipitpojanakarn
;
Paravee Maneejuk
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Nov-2017
Frontier quantile model using a generalized class of skewed distributions
Varith Pipitpojanakarn
;
Woraphon Yamaka
;
Songsak Sriboonchitta
;
Paravee Maneejuk
1-Jan-2018
Volatility Jump Detection in Thailand Stock Market
Saowaluk Duangin
;
Woraphon Yamaka
;
Jirakom Sirisrisakulchai
;
Songsak Sriboonchitta
1-Jan-2018
European Real Estate Risk and Spillovers: Regime Switching Approach
Nisara Wongutai
;
Woraphon Yamaka
;
Roengchai Tansuchat
1-Jan-2018
A Markov-Switching Model with Mixture Distribution Regimes
Paravee Maneejuk
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2018
Pairs Trading via Nonlinear Autoregressive GARCH Models
Benchawanaree Chodchuangnirun
;
Kongliang Zhu
;
Woraphon Yamaka
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Author
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Brahim Boudine
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Chalerm Jaitang
1
Hai Q. DInh
1
Jamal Laaouine
1
Namchok Chimprang
1
Nisara Wongutai
1
Nisit Panthamit
1
Panida Fanpaeng
1
Payap Tarkhamtham
1
Piangtawan Polard
.
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