1. CMU Intellectual Repository

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Results 21-30 of 32 (Search time: 0.004 seconds).
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Issue DateTitleAuthor(s)
14-Oct-2019Modelling dependency structures of crude oil prices and stock markets of developed and developing countries: A C-vine copula approachRuofan Liao; Petchaluck Boonyakunakorn; Jianxu Liu; Songsak Sriboonchitta
14-Oct-2019The optimization of kink regression with differential evolution (DE)Pathairat Pastpipatkul; Petchaluck Boonyakunakorn; Songsak Sriboonchitta
25-Nov-2020Modelling Dependence Structure of Exchange Rate and Energy Price by C-Vine Copula in ChinaYangheling Li; Ruofan Liao; Songsak Sriboonchitta
21-Aug-2020Forecasting the exchange rate for USD to RMB using RNN and SVMRuofan Liao; Petchaluck Boonyakunakorn; Napat Harnpornchai; Songsak Sriboonchitta
21-Aug-2020Value at risk of the exchange rate in southeast ASEAN-3 based on bayesian Markov-switching GARCH approachMingyang Li; Ruofan Liao; Songsak Sriboonchitta
27-Jul-2021Application of one-factor copula with Durante generators to high-dimensional data: Empirical study on stock market of ChinaYangnan Cheng; Jianxu Liu; Songsak Sriboonchitta
27-Jul-2021Energy intensity gap between enterprises and governments: A global perspectiveHeng Wang; Jianxu Liu; Songsak Sriboonchitta
27-Jul-2021Forecasting Thailand inbound tourist flow association for tourism demandDanhua Jiang; Jianxu Liu; Jirakom Sirisrisakulchai; Songsak Sriboonchitta
27-Jul-2021The linkage between tourism development and quality of life: A Copula-based Seemingly Unrelated Regression (SUR) modelYuting Xue; Jianxu Liu; Pairach Piboonrungroj; Benjenop Buranasiri; Songsak Sriboonchitta
27-Jul-2021The dynamic dependence of natural gas and renewable energy stock marketsYefan Zhou; Jianxu Liu; Jirakom Sirisrisakulchai; Songsak Sriboonchitta

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