Capital asset pricing model using copula based sur for interval-valued energy index

由 Roengchai Tansuchat
出版 2018

Risk management and portfolio optimization for agricultural commodity futures returns: Multivariate heterogeneous autoregressive realized volatility (MHAR-RV) approach

由 Tanapol Rattanasamakarn, Roengchai Tansuchat
出版 2018

Markov-Switching ARDL Modeling of Parboiled Rice Import Demand from Thailand

由 Roengchai Tansuchat, Woraphon Yamaka
出版 2018

Modeling Dependence with Copulas: Are Real Estates and Tourism Associated?

由 Roengchai Tansuchat, Paravee Maneejuk
出版 2018

The analysis of Value at Risk for precious metal returns by applying extreme value theory, copula model and GARCH model

由 Kritsana Khemawanit, Roengchai Tansuchat
出版 2018

Risk management and portfolio optimization for agricultural commodity futures returns: Multivariate heterogeneous autoregressive realized volatility (MHAR-RV) approach

由 Tanapol Rattanasamakarn, Roengchai Tansuchat
出版 2018

The extreme risk spillovers between the US and China's agricultural commodity futures markets

由 Qiujing Zhu, Roengchai Tansuchat
出版 2020

Volatility spillover and co-movement among Chinese shipping sector stock index, oil futures price, ocean freight charge and exchange rate

由 Zitong Zhao, Roengchai Tansuchat
出版 2020

An analysis of contagion effect on ASEAN stock market using multivariate markov switching DCC GARCH

由 Terdthiti Chitkasame, Roengchai Tansuchat
出版 2019

Nonlinear dependence structure in emerging and advanced stock markets

由 Roengchai Tansuchat, Woraphon Yamaka
出版 2019

Portfolio optimization of energy commodity futures returns: Vine copula approach

由 Payap Tarkhamtham, Songsak Sriboonchitta, Roengchai Tansuchat
出版 2018

Analysis of risk, rate of return and dependency of REITs in ASIA with capital asset pricing model

由 Rungrapee Phadkantha, Woraphon Yamaka, Roengchai Tansuchat
出版 2018

Risk valuation of precious metal returns by histogram valued time series

由 Pichayakone Rakpho, Woraphon Yamaka, Roengchai Tansuchat
出版 2018

The impacts of macroeconomic variables on financials sector and property and construction sector index returns in stock exchange of Thailand under interdependence scheme

由 Wilawan Srichaikul, Woraphon Yamaka, Roengchai Tansuchat
出版 2018

Investigating Dynamic Correlation in the International Implied Volatility Indexes

由 Panida Fanpaeng, Woraphon Yamaka, Roengchai Tansuchat
出版 2018

European Real Estate Risk and Spillovers: Regime Switching Approach

由 Nisara Wongutai, Woraphon Yamaka, Roengchai Tansuchat
出版 2018

Supply chain management of thai parboiled rice for export

由 Wassanai Wattanutchariya, Roengchai Tansuchat, Jidapah Ruennareenard
出版 2018

Exploring opportunities and threats in logistics and supply chain management of thai fruits to India

由 Roengchai Tansuchat, Pairach Piboonrungroj, Suthep Nimsai
出版 2018

Volatility hedging model for precious metal futures returns

由 Roengchai Tansuchat, Paravee Maneejuk, Songsak Sriboonchitta
出版 2018

Portfolio optimization of energy commodity futures returns: Vine copula approach

由 Payap Tarkhamtham, Songsak Sriboonchitta, Roengchai Tansuchat
出版 2018