1. CMU Intellectual Repository

Browsing by Author Quanrui Song

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Showing results 1 to 5 of 5
Issue DateTitleAuthor(s)
1-Jan-2018Estimation of Volatility on the Small Sample with Generalized Maximum EntropyQuanrui Song; Songsak Sriboonchitta; Somsak Chanaim; Chongkolnee Rungruang
1-May-2020Measurement of systemic risk in global financial markets and its application in forecasting trading decisionsJianxu Liu; Quanrui Song; Yang Qi; Sanzidur Rahman; Songsak Sriboonchitta
14-Oct-2019Risk measurement of global stock markets: A factor copula-based GJR-GARCH approachQuanrui Song; Jianxu Liu; Songsak Sriboonchitta
1-Jan-2019Risk measurement of stock markets in BRICS, G7, and G20: Vine copulas versus factor copulasQuanrui Song; Jianxu Liu; Songsak Sriboonchitta
1-Jan-2018The Role of Agricultural Commodity Prices in a PortfolioChatchai Khiewngamdee; Quanrui Song; Somsak Chanaim
Showing results 1 to 5 of 5