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1

A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market Risks

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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Get full text

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2

Pairs Trading via Nonlinear Autoregressive GARCH Models

Pairs Trading via Nonlinear Autoregressive GARCH Models

by Benchawanaree Chodchuangnirun, Kongliang Zhu, Woraphon Yamaka
Published 2018

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Get full text

Book Series