1. CMU Intellectual Repository

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Results 21-30 of 44 (Search time: 0.002 seconds).
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Issue DateTitleAuthor(s)
1-Jan-2016Modelling co-movement and portfolio optimization of gold and global major currenciesMethas Rattanasorn; Jianxu Liu; Jirakom Sirisrisakulchai; Songsak Sriboonchitta
1-Jan-2016A copula-based markov switching seemingly unrelated regression approach for analysis the demand and supply on sugar marketPathairat Pastpipatkul; Nisit Panthamit; Woraphon Yamaka; Songsak Sriboochitta
1-Jan-2016A copula-based stochastic frontier model and efficiency analysis: Evidence from stock exchange of ThailandPhachongchit Tibprasorn; Somsak Chanaim; Songsak Sriboonchitta
1-Jan-2016Analysis of agricultural production in Asia and measurement of technical efficiency using copula-based stochastic frontier quantile modelVarith Pipitpojanakarn; Paravee Maneejuk; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2016Use of evidence theory in fault tree analysis for road safety inspectionNopadon Kronprasert; Nattika Thipnee
1-Jan-2016The best copula modeling of dependence structure among gold, oil prices, and U.S. currencyPathairat Pastpipatkul; Paravee Maneejuk; Songsak Sriboonchitt
1-Jan-2016An empirical confirmation of the superior performance of MIDAS over ARIMAXTanaporn Tungtrakul; Natthaphat Kingnetr; Songsak Sriboonchitta
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-2016Measures of the functional dependence of random vectorsSanti Tasena; Sompong Dhompongsa

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