Skip navigation
Home
Browse
Communities
& Collections
Browse Items by:
Issue Date
Author
Title
Subject
Sign on to:
My Account
Receive email
updates
Edit Profile
CMU Intellectual Repository
Browsing by Author Roengchai Tansuchat
Jump to:
0-9
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
X
Y
Z
or enter first few letters:
Sort by:
title
issue date
submit date
In order:
Ascending
Descending
Results/Page
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Authors/Record:
All
1
5
10
15
20
25
30
35
40
45
50
Showing results 36 to 49 of 49
< previous
Issue Date
Title
Author(s)
1-Jan-2017
Portfolio optimization of energy commodity futures returns: Vine copula approach
Payap Tarkhamtham
;
Songsak Sriboonchitta
;
Roengchai Tansuchat
1-Jan-2016
Price transmission mechanism in the thai rice market
Roengchai Tansuchat
;
Paravee Maneejuk
;
Aree Wiboonpongse
;
Songsak Sriboonchitta
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-Nov-2021
Quantum MDS and synchronizable codes from cyclic and negacyclic codes of length 4 p<sup>s</sup> over F<sup>pm</sup>
Hai Q. Dinh
;
Ha T. Le
;
Bac T. Nguyen
;
Roengchai Tansuchat
1-Jan-2021
Quantum MDS and synchronizable codes from cyclic codes of length 5 p<sup>s</sup> over F<sup>pm</sup>
Hai Q. Dinh
;
Bac T. Nguyen
;
Roengchai Tansuchat
1-Jan-2017
Risk management and portfolio optimization for agricultural commodity futures returns: Multivariate heterogeneous autoregressive realized volatility (MHAR-RV) approach
Tanapol Rattanasamakarn
;
Roengchai Tansuchat
1-Jan-2018
Risk valuation of precious metal returns by histogram valued time series
Pichayakone Rakpho
;
Woraphon Yamaka
;
Roengchai Tansuchat
1-Jan-2016
Supply chain management of thai parboiled rice for export
Wassanai Wattanutchariya
;
Roengchai Tansuchat
;
Jidapah Ruennareenard
1-Dec-2021
Symbol-pair distances of repeated-root negacyclic codes of length 2<sup>s</sup>over Galois rings
Hai Q. Dinh
;
Hualu Liu
;
Roengchai Tansuchat
;
Thang M. Vo
Jun-2023
Time preference and saving behavior in teenagers
Piyaluk Buddhawongsa
;
Roengchai Tansuchat
;
Supanika Luecharusmee
;
Paweekorn Tothai
1-Jan-2018
Time-varying beta estimation in CAPM under the regime-switching Model
Roengchai Tansuchat
;
Sukrit Thongkairat
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2016
Volatility hedging model for precious metal futures returns
Roengchai Tansuchat
;
Paravee Maneejuk
;
Songsak Sriboonchitta
14-Oct-2019
Volatility spillover and co-movement among Chinese shipping sector stock index, oil futures price, ocean freight charge and exchange rate
Zitong Zhao
;
Roengchai Tansuchat
1-Nov-2022
Volatility spillovers between ethanol and corn prices: A Bayesian analysis
Siraprapa Yosthongngam
;
Roengchai Tansuchat
;
Woraphon Yamaka