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Results 21-30 of 35 (Search time: 0.002 seconds).
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Issue Date
Title
Author(s)
1-Jan-2015
Why ARMAX-GARCH linear models successfully describe complex nonlinear phenomena: A possible explanation
Hung T. Nguyen
;
Vladik Kreinovich
;
Olga Kosheleva
;
Songsak Sriboonchitta
1-Jan-2015
Why ARMAX-GARCH linear models successfully describe complex nonlinear phenomena: A possible explanation
Hung T. Nguyen
;
Vladik Kreinovich
;
Olga Kosheleva
;
Songsak Sriboonchitta
1-Jan-2015
Estimating Risk of Natural Gas Portfolios by Using GARCH-EVT-Copula Model
Jiechen Tang
;
Chao Zhou
;
Xinyu Yuan
;
Songsak Sriboonchitta
6-Mar-2015
A statistical basis for fuzzy engineering economics
Hung T. Nguyen
;
Songsak Sriboonchitta
;
Berlin Wu
1-Jan-2015
Business cycle of international tourism demand in Thailand: A Markov-switching Bayesian Vector Error Correction model
Woraphon Yamaka
;
Pathairat Pastpipatkul
;
Songsak Sriboonchitta
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
Co-movement and dependency between New York Stock Exchange, London Stock Exchange, Tokyo Stock Exchange, oil price, and gold price
Pathairat Pastpipatkul
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2015
Impacts of quantitative easing policy of United States of America on Thai economy by MS-SFABVAR
Pathairat Pastpipatkul
;
Warawut Ruankham
;
Aree Wiboonpongse
;
Songsak Sriboonchitta
1-Jan-2015
Spillovers of quantitative easing on financial markets of Thailand, Indonesia, and the Philippines
Pathairat Pastpipatkul
;
Woraphon Yamaka
;
Aree Wiboonpongse
;
Songsak Sriboonchitta
1-Jan-2015
A copula-based stochastic frontier model for financial pricing
Phachongchit Tibprasorn
;
Kittawit Autchariyapanitkul
;
Somsak Chaniam
;
Songsak Sriboonchitta
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Author
9
Hung T. Nguyen
9
Kittawit Autchariyapanitkul
6
Vladik Kreinovich
5
Olga Kosheleva
5
Pathairat Pastpipatkul
3
Aree Wiboonpongse
3
Jianxu Liu
3
Jiechen Tang
3
Jirakom Sirisrisakulchai
3
Sutthiporn Piamsuwannakit
.
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