Hysteretic Poisson INGARCH model for integer-valued time series

由 Buu Chau Truong, Cathy W.S. Chen, Songsak Sriboonchitta
出版 2018

Hysteretic Poisson INGARCH model for integer-valued time series

由 Buu Chau Truong, Cathy W.S. Chen, Songsak Sriboonchitta
出版 2018

Pair trading based on quantile forecasting of smooth transition GARCH models

由 Cathy W.S. Chen, Zona Wang, Songsak Sriboonchitta, Sangyeol Lee
出版 2018

Pair trading based on quantile forecasting of smooth transition GARCH models

由 Cathy W.S. Chen, Zona Wang, Songsak Sriboonchitta, Sangyeol Lee
出版 2018

How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models

由 Manh Cuong Dong, Cathy W.S. Chen, Sangyoel Lee, Songsak Sriboonchitta
出版 2018

How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models

由 Manh Cuong Dong, Cathy W.S. Chen, Sangyoel Lee, Songsak Sriboonchitta
出版 2018

Inferences of default risk and borrower characteristics on P2P lending

由 Cathy W.S. Chen, Manh Cuong Dong, Nathan Liu, Songsak Sriboonchitta
出版 2019

On Asymmetric Market Model with Heteroskedasticity and Quantile Regression

由 Cathy W.S. Chen, Muyi Li, Nga T.H. Nguyen, Songsak Sriboonchitta
出版 2018

On Asymmetric Market Model with Heteroskedasticity and Quantile Regression

由 Cathy W.S. Chen, Muyi Li, Nga T.H. Nguyen, Songsak Sriboonchitta
出版 2018

Autoregressive conditional negative binomial model applied to over-dispersed time series of counts

由 Cathy W.S. Chen, Mike K.P. So, Jessica C. Li, Songsak Sriboonchitta
出版 2018

Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time -varying correlations

由 Cathy W.S. Chen, Hong Than-Thi, Mike K.P. So, Songsak Sriboonchitta
出版 2019