Modeling stock market dynamics with stochastic differential equation driven by fractional brownian motion: A Bayesian method

by Harnpornchai N., Autchariyapanitkul K.
Published 2017

Stochastic frontier model in financial econometrics: A copula-based approach

by Tibprasorn P., Autchariyapanitkul K., Sriboonchitta S.
Published 2017

The impact of extreme events on portfolio in financial risk management

by Chuangchid K., Autchariyapanitkul K., Sriboonchitta S.
Published 2017

Optimizing Stock Returns Portfolio Using the Dependence Structure Between Capital Asset Pricing Models: A Vine Copula-Based Approach

by Autchariyapanitkul K., Piamsuwannakit S., Chanaim S., Sriboonchitta S.
Published 2017

A flood risk assessment based on maximum flow capacity of canal system

by Sirisrisakulchai J., Harnpornchai N., Autchariyapanitkul K., Sriboonchitta S.
Published 2017