Browsing by Author Roengchai Tansuchat

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Showing results 28 to 37 of 37 < previous 
Issue DateTitleAuthor(s)
1-Jan-2020On soft computing with random fuzzy sets in econometrics and machine learningRoengchai Tansuchat; Uyen Pham; Chon Van Le
1-Jan-2017Portfolio optimization of energy commodity futures returns with minimum information copulaPayap Tarkhamtham; Jirakom Sirisrisakulchai; Roengchai Tansuchat
1-Jan-2017Portfolio optimization of energy commodity futures returns: Vine copula approachPayap Tarkhamtham; Songsak Sriboonchitta; Roengchai Tansuchat
1-Jan-2016Price transmission mechanism in the thai rice marketRoengchai Tansuchat; Paravee Maneejuk; Aree Wiboonpongse; Songsak Sriboonchitta
1-Jan-2017Risk management and portfolio optimization for agricultural commodity futures returns: Multivariate heterogeneous autoregressive realized volatility (MHAR-RV) approachTanapol Rattanasamakarn; Roengchai Tansuchat
1-Jan-2018Risk valuation of precious metal returns by histogram valued time seriesPichayakone Rakpho; Woraphon Yamaka; Roengchai Tansuchat
1-Jan-2016Supply chain management of thai parboiled rice for exportWassanai Wattanutchariya; Roengchai Tansuchat; Jidapah Ruennareenard
1-Jan-2018Time-varying beta estimation in CAPM under the regime-switching ModelRoengchai Tansuchat; Sukrit Thongkairat; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2016Volatility hedging model for precious metal futures returnsRoengchai Tansuchat; Paravee Maneejuk; Songsak Sriboonchitta
14-Oct-2019Volatility spillover and co-movement among Chinese shipping sector stock index, oil futures price, ocean freight charge and exchange rateZitong Zhao; Roengchai Tansuchat