1. CMU Intellectual Repository

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Results 1261-1270 of 1954 (Search time: 0.004 seconds).
Item hits:
Issue DateTitleAuthor(s)
1-Jan-2019The dependence structure and portfolio optimization in economic cycles: An application in ASEAN stock marketJittima Singvejsakul; Chukiat Chaiboonsri; Songsak Sriboonchitta
1-Jan-2019Hedging benefit of safe-haven gold in terms of co-skewness and covariance in stock marketSukrit Thongkairat; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2019Markov switching dynamic correlation: An empirical study of hedging in crude oil and natural gas marketsO. Rossarin; S. Worrawat; A. Kittawit; Y. Woraphon
1-Jan-2019Generalized self-adaptive algorithm for solving split common fixed point problem and its application to image restoration problemRaweerote Suparatulatorn; Anchalee Khemphet; Phakdi Charoensawan; Suthep Suantai; Narawadee Phudolsitthiphat
1-Jan-2019Modeling dependence of agricultural commodity futures through markov switching copula with mixture distribution regimesWoraphon Yamaka; Rungrapee Phadkantha; Songsak Sriboonchitta
1-Jan-2019Markov switching beta-skewed-t EGARCHWoraphon Yamaka; Paravee Maneejuk; Songsak Sriboonchitta
1-Jan-2019Nonlinear dependence structure in emerging and advanced stock marketsRoengchai Tansuchat; Woraphon Yamaka
1-Jan-2019Forecasting GDP in ASIAN countries using relevant vector machinesSomsak Chanaim; Wilawan Srichaikul; Chongkolnee Rungruang; Songsak Sriboonchitta
1-Jan-2019Bayesian markov switching quantile regression with unknown quantile τ: Application to stock exchange of Thailand (SET)Woraphon Yamaka; Pichayakone Rakpho; Songsak Sriboonchitta
1-Jan-2019An analysis of contagion effect on ASEAN stock market using multivariate markov switching DCC GARCHTerdthiti Chitkasame; Roengchai Tansuchat

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