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Browsing by Author Ruofan Liao

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Showing results 1 to 7 of 7

Issue Date	Title	Author(s)
1-Sep-2020	Beyond deep learning: An econometric example	Ruofan Liao; Paravee Maneejuk; Songsak Sriboonchitta
1-Jan-2020	Exchange Rate Volatility Forecasting by Hybrid Neural Network Markov Switching Beta-t-EGARCH	Ruofan Liao; Woraphon Yamaka; Songsak Sriboonchitta
21-Aug-2020	Forecasting the exchange rate for USD to RMB using RNN and SVM	Ruofan Liao; Petchaluck Boonyakunakorn; Napat Harnpornchai; Songsak Sriboonchitta
25-Nov-2020	Modelling Dependence Structure of Exchange Rate and Energy Price by C-Vine Copula in China	Yangheling Li; Ruofan Liao; Songsak Sriboonchitta
14-Oct-2019	Modelling dependency structures of crude oil prices and stock markets of developed and developing countries: A C-vine copula approach	Ruofan Liao; Petchaluck Boonyakunakorn; Jianxu Liu; Songsak Sriboonchitta
21-Aug-2020	Value at risk of the exchange rate in southeast ASEAN-3 based on bayesian Markov-switching GARCH approach	Mingyang Li; Ruofan Liao; Songsak Sriboonchitta
28-Aug-2019	VaR of SSE returns based on Bayesian markov-switching GARCH approach	Ruofan Liao; Petchaluck Boonyakunakorn; Songsak Sriboonchiita

Showing results 1 to 7 of 7