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Issue Date
Title
Author(s)
1-Jan-2017
VaR and tail dependence between the US and Asian stock exchange indices - An EGARCH-copula approach
Ji Ma
;
Jiangxu Liu
;
Songsak Sriboonchitta
13-Sep-2017
How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models
Manh Cuong Dong
;
Cathy W.S. Chen
;
Sangyoel Lee
;
Songsak Sriboonchitta
1-Jan-2017
Pair trading based on quantile forecasting of smooth transition GARCH models
Cathy W.S. Chen
;
Zona Wang
;
Songsak Sriboonchitta
;
Sangyeol Lee
1-Jan-2017
Has the accumulation of foreign reserves protect the Thai economy from financial crisis?: An approach of Empirical likelihood
Woraphon Yamaka
;
Pathairat Pastpipatkul
;
Songsak Sriboonchitta
1-Jan-2017
Quantifying the linkages among agricultural, manufacturing and service sectors associated with GDP growth in Thailand
Varith Pipitpojanakarn
;
Paravee Maneejuk
;
Songsak Sriboonchitta
1-Jan-2017
Economic growth and business cycle: The case of Thailand
Paravee Maneejuk
;
Pathairat Pastpipatkul
;
Songsak Sriboonchitta
1-Jan-2017
How does economic growth affect the well-being in Asia?
Varith Pipitpojanakarn
;
Paravee Maneejuk
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2017
Portfolio optimization of energy commodity futures returns: Vine copula approach
Payap Tarkhamtham
;
Songsak Sriboonchitta
;
Roengchai Tansuchat
1-Feb-2017
Foreign direct investment, exports and economic growth in ASEAN region: Empirical analysis from panel data
Pheara Pheang
;
Jianxu Liu
;
Jirakom Sirisrisakulchai
;
Chukiat Chaiboonsri
;
Songsak Sriboonchitta
1-Feb-2017
Do we have robust GARCH models under different mean equations: Evidence from exchange rates of thailand?
Tanaporn Tungtrakul
;
Natthaphat Kingnetr
;
Songsak Sriboonchitta
Discover
Author
58
Woraphon Yamaka
43
Jianxu Liu
38
Vladik Kreinovich
30
Hai Q. Dinh
30
Pathairat Pastpipatkul
29
Jirakom Sirisrisakulchai
29
Paravee Maneejuk
26
Hung T. Nguyen
18
Olga Kosheleva
14
Kittawit Autchariyapanitkul
.
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