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Issue Date
Title
Author(s)
1-Jan-2015
The economic evaluation of volatility timing on commodity futures using periodic GARCH-Copula model
Xue Gong
;
Songsak Sriboonchitta
;
Jianxu Liu
1-Jan-2015
Modeling value at risk of agricultural crops using extreme value theory
Xue Gong
;
Songsak Sriboonchitta
;
Sanzidur Rahman
;
Siwarat Kuson
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Jianxu Liu
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Siwarat Kuson
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