1. CMU Intellectual Repository

Search


Current filters:

Start a new search
Add filters:

Use filters to refine the search results.

 | 
Results 1-10 of 15 (Search time: 0.004 seconds).
Item hits:
Issue DateTitleAuthor(s)
1-Jan-2018Risk valuation of precious metal returns by histogram valued time seriesPichayakone Rakpho; Woraphon Yamaka; Roengchai Tansuchat
26-Jul-2018Analysis of Markov switching seemingly unrelated regression model with skewed distributions, and its application to Thai cassava marketAnnop Thananchana; Pichayakone Rakpho; Woraphon Yamaka; Songsak Sriboonchitta
26-Jul-2018Which quantile is the most informative? Markov switching quantile model with unknown quantile levelPichayakone Rakpho; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2019Bayesian markov switching quantile regression with unknown quantile τ: Application to stock exchange of Thailand (SET)Woraphon Yamaka; Pichayakone Rakpho; Songsak Sriboonchitta
1-Jan-2019Markov switching dynamic multivariate garch models for hedging on foreign exchange marketPichayakone Rakpho; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2020ROLE of FINANCIAL DEVELOPMENT for SOLVING the ENERGY INSECURITY in ASIAPichayakone Rakpho; Woraphon Yamaka; Wachirawit Puttachai; Paravee Maneejuk
1-Jan-2021Markov Switching Quantile Regression with Unknown Quantile Using a Generalized Class of Skewed Distributions: Evidence from the U.S. Technology Stock MarketWoraphon Yamaka; Pichayakone Rakpho
1-Jan-2022Developed and Emerging Stock Markets Volatility During the Global Pandemic of Coronavirus Disease 2019 (COVID-19): Dynamic Correlation ApproachPichayakone Rakpho; Woraphon Yamaka; Terdthiti Chitkasame
1-Jan-2021Artificial neural network with histogram data time series forecasting: A least squares approach based on wasserstein distancePichayakone Rakpho; Woraphon Yamaka; Kongliang Zhu
1-Jan-2022Predicting Energy Price Volatility Using Hybrid Artificial Neural Networks with GARCH-Type ModelsPichayakone Rakpho; Woraphon Yamaka; Rungrapee Phadkantha

Discover