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Issue Date
Title
Author(s)
1-Jan-2022
Price Volatility Dependence Structure Change Among Agricultural Commodity Futures Due to Extreme Event: An Analysis with the Vine Copula
Konnika Palason
;
Tanapol Rattanasamakarn
;
Roengchai Tansuchat
1-Jan-2022
Hedging Agriculture Commodities Futures with Histogram Data Based on Conditional Copula-GJR-GARCH
Roengchai Tansuchat
;
Pichayakone Rakpho
1-Jan-2022
An Application of Quantum Optimization with Fuzzy Inference System for Stock Index Futures Forecasting
Namchok Chimprang
;
Roengchai Tansuchat
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Author
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Konnika Palason
1
Namchok Chimprang
1
Pichayakone Rakpho
1
Tanapol Rattanasamakarn
Subject
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Decision Sciences
1
Economics, Econometrics and Finance
1
Engineering