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Benchawanaree Chodchuangnirun
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Benchawanaree Chodchuangnirun
Showing
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Benchawanaree Chodchuangnirun
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1
A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market Risks
by
Benchawanaree
Chodchuangnirun
,
Woraphon Yamaka
,
Chatchai Khiewngamdee
Published 2018
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2
Pairs Trading via Nonlinear Autoregressive GARCH Models
by
Benchawanaree
Chodchuangnirun
,
Kongliang Zhu
,
Woraphon Yamaka
Published 2018
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