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Browsing by Author Songsak Sriboonchitta
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Showing results 359 to 378 of 388
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Issue Date
Title
Author(s)
21-Aug-2020
Value at risk of the exchange rate in southeast ASEAN-3 based on bayesian Markov-switching GARCH approach
Mingyang Li
;
Ruofan Liao
;
Songsak Sriboonchitta
1-Jan-2019
Value at risk of the stock market in asean-5
Petchaluck Boonyakunakorn
;
Pathairat Pastpipatkul
;
Songsak Sriboonchitta
1-Jan-2017
VaR and tail dependence between the US and Asian stock exchange indices - An EGARCH-copula approach
Ji Ma
;
Jiangxu Liu
;
Songsak Sriboonchitta
1-Jan-2014
A vine copula approach for analyzing financial risk and co-movement of the Indonesian, Philippine and Thailand stock markets
Songsak Sriboonchitta
;
Jianxu Liu
;
Vladik Kreinovich
;
Hung T. Nguyen
1-Jan-2014
Vine copula-cross entropy evaluation of dependence structure and financial risk in agricultural commodity index returns
Songsak Sriboonchitta
;
Jianxu Liu
;
Aree Wiboonpongse
1-Jan-2014
Vine copulas as a way to describe and analyze multi-variate dependence in econometrics: Computational motivation and comparison with Bayesian networks and fuzzy approaches
Songsak Sriboonchitta
;
Jianxu Liu
;
Vladik Kreinovich
;
Hung T. Nguyen
1-Jan-2015
Volatility and dependence for systemic risk measurement of the international financial system
Jianxu Liu
;
Songsak Sriboonchitta
;
Panisara Phochanachan
;
Jiechen Tang
1-Jan-2016
Volatility hedging model for precious metal futures returns
Roengchai Tansuchat
;
Paravee Maneejuk
;
Songsak Sriboonchitta
1-Jan-2018
Volatility in Thailand stock market using high-frequency data
Saowaluk Duangin
;
Jirakom Sirisrisakulchai
;
Songsak Sriboonchitta
1-Jan-2018
Volatility Jump Detection in Thailand Stock Market
Saowaluk Duangin
;
Woraphon Yamaka
;
Jirakom Sirisrisakulchai
;
Songsak Sriboonchitta
1-Jan-2015
Volatility linkages between price returns of Crude oil and crude palm oil in the ASEAN region: A copula based GARCH approach
Teera Kiatmanaroch
;
Ornanong Puarattanaarunkorn
;
Kittawit Autchariyapanitkul
;
Songsak Sriboonchitta
1-Jan-2015
Welfare measurement on Thai rice market: A Markov Switching Bayesian Seemingly Unrelated Regression
Pathairat Pastpipatkul
;
Paravee Maneejuk
;
Songsak Sriboonchitta
1-Jan-2017
Welfare measurement on Thai rubber market
Panisara Phochanachan
;
Pathairat Pastpipatkul
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2018
What if we do not know correlations?
Michael Beer
;
Zitong Gong
;
Ingo Neumann
;
Songsak Sriboonchitta
;
Vladik Kreinovich
1-Jan-2015
What if we only have approximate stochastic dominance?
Vladik Kreinovich
;
Hung T. Nguyen
;
Songsak Sriboonchitta
1-Jan-2015
What is the right context for an engineering problem: Finding such a context is NP-hard
Martine Ceberio
;
Vladik Kreinovich
;
Hung T. Nguyen
;
Songsak Sriboonchitta
;
Rujira Oncharoen
26-Jul-2018
Which quantile is the most informative? Markov switching quantile model with unknown quantile level
Pichayakone Rakpho
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2016
Which robust versions of sample variance and sample covariance are most appropriate for econometrics: Symmetry-based analysis
Songsak Sriboonchitta
;
Ildar Batyrshin
;
Vladik Kreinovich
1-Jan-2018
Why Are FGM Copulas Successful? A Simple Explanation
Songsak Sriboonchitta
;
Vladik Kreinovich
1-Dec-2015
Why are vine copulas so successful in econometrics?
Songsak Sriboonchitta
;
Olga Kosheleva
;
Hung T. Nguyen