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Issue Date
Title
Author(s)
1-Jan-2022
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Rangan Gupta
;
Sukrit Thongkairat
;
Paravee Maneejuk
1-Jan-2021
A multivariate copula-based sur probit model: Application to insolvency probability of enterprises
Paravee Maneejuk
;
Chalerm Jaitang
;
Woraphon Yamaka
1-Jan-2021
Hedging agriculture commodities futures with histogram data: A Markov switching volatility and correlation model
Woraphon Yamaka
;
Pichayakone Rakpho
;
Paravee Maneejuk
Discover
Author
3
Woraphon Yamaka
1
Chalerm Jaitang
1
Pichayakone Rakpho
1
Rangan Gupta
1
Sukrit Thongkairat
Subject
3
Mathematics
1
Decision Sciences
Date issued
1
2022
2
2021