Hysteretic Poisson INGARCH model for integer-valued time series

by Buu Chau Truong, Cathy W.S. Chen, Songsak Sriboonchitta
Published 2018

Hysteretic Poisson INGARCH model for integer-valued time series

by Buu Chau Truong, Cathy W.S. Chen, Songsak Sriboonchitta
Published 2018

Pair trading based on quantile forecasting of smooth transition GARCH models

by Cathy W.S. Chen, Zona Wang, Songsak Sriboonchitta, Sangyeol Lee
Published 2018

Pair trading based on quantile forecasting of smooth transition GARCH models

by Cathy W.S. Chen, Zona Wang, Songsak Sriboonchitta, Sangyeol Lee
Published 2018

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

by Manh Cuong Dong, Cathy W.S. Chen, Sangyoel Lee, Songsak Sriboonchitta
Published 2018

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

by Manh Cuong Dong, Cathy W.S. Chen, Sangyoel Lee, Songsak Sriboonchitta
Published 2018

Inferences of default risk and borrower characteristics on P2P lending

by Cathy W.S. Chen, Manh Cuong Dong, Nathan Liu, Songsak Sriboonchitta
Published 2019

On Asymmetric Market Model with Heteroskedasticity and Quantile Regression

by Cathy W.S. Chen, Muyi Li, Nga T.H. Nguyen, Songsak Sriboonchitta
Published 2018

On Asymmetric Market Model with Heteroskedasticity and Quantile Regression

by Cathy W.S. Chen, Muyi Li, Nga T.H. Nguyen, Songsak Sriboonchitta
Published 2018

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

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

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

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