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CMU Intellectual Repository
Browsing by Author Xue Gong
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Showing results 1 to 5 of 5
Issue Date
Title
Author(s)
1-Jan-2016
The causal relationship between government opinions and chinese stock market in social media era
Xue Gong
;
Songsak Sriboonchitta
1-Jan-2015
The economic evaluation of volatility timing on commodity futures using periodic GARCH-Copula model
Xue Gong
;
Songsak Sriboonchitta
;
Jianxu Liu
1-Jan-2016
Forecasting the Chinese tourist arrivals to Thailand the time series approach
Xue Gong
;
Songsak
;
Sriboonchitta
;
Siwarat Kuson
1-Jan-2015
Modeling value at risk of agricultural crops using extreme value theory
Xue Gong
;
Songsak Sriboonchitta
;
Sanzidur Rahman
;
Siwarat Kuson
1-Jan-2015
Optimal portfolio selection using maximum entropy estimation accounting for the firm specific characteristics
Xue Gong
;
Songsak Sriboonchitta