1. CMU Intellectual Repository

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Results 21-30 of 53 (Search time: 0.002 seconds).
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Issue DateTitleAuthor(s)
1-Jan-2016Does Asian credit default swap index improve portfolio performance?Chatchai Khiewngamdee; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2016Volatility hedging model for precious metal futures returnsRoengchai Tansuchat; Paravee Maneejuk; Songsak Sriboonchitta
1-Jan-2016Analyzing financial risk and co-movement of gold market, and Indonesian, Philippine, and Thailand stock markets: Dynamic copula with markov-switchingPathairat Pastpipatkul; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2016The causal relationship between government opinions and chinese stock market in social media eraXue Gong; Songsak Sriboonchitta
1-Jan-2016Macroeconomic factors affecting the growth rate of FDI of AEC member countries using panel quantile regressionTanaporn Tungtrakul; Kunsuda Nimanussornkul; Songsak Sriboonchitta
1-Jan-2016Invariance explains multiplicative and exponential skedactic functionsVladik Kreinovich; Olga Kosheleva; Hung T. Nguyen; Songsak Sriboonchitta
1-Jan-2016Optimizing Stock Returns Portfolio Using the Dependence Structure Between Capital Asset Pricing Models: A Vine Copula-Based ApproachKittawit Autchariyapanitkul; Sutthiporn Piamsuwannakit; Somsak Chanaim; Songsak Sriboonchitta
1-Jan-2016Analysis of transmission and co-movement of rice export prices between Thailand and VietnamDuangthip Sirikanchanarak; Jianxu Liu; Songsak Sriboonchitta; Jiachun Xie
1-Jan-2016Nonlinear estimations of tourist arrivals to Thailand: forecasting tourist arrivals by using SETAR models and STAR modelsNyo Min; Songsak Sriboonchitta; Vicente Ramos
1-Jan-2016Why some families of probability distributions are practically efficient: A symmetry-based explanationVladik Kreinovich; Olga Kosheleva; Hung T. Nguyen; Songsak Sriboonchitta

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