Hysteretic Poisson INGARCH model for integer-valued time series

بواسطة Buu Chau Truong, Cathy W.S. Chen, Songsak Sriboonchitta
منشور في 2018

Hysteretic Poisson INGARCH model for integer-valued time series

بواسطة Buu Chau Truong, Cathy W.S. Chen, Songsak Sriboonchitta
منشور في 2018

Pair trading based on quantile forecasting of smooth transition GARCH models

بواسطة Cathy W.S. Chen, Zona Wang, Songsak Sriboonchitta, Sangyeol Lee
منشور في 2018

Pair trading based on quantile forecasting of smooth transition GARCH models

بواسطة Cathy W.S. Chen, Zona Wang, Songsak Sriboonchitta, Sangyeol Lee
منشور في 2018

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

بواسطة Manh Cuong Dong, Cathy W.S. Chen, Sangyoel Lee, Songsak Sriboonchitta
منشور في 2018

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

بواسطة Manh Cuong Dong, Cathy W.S. Chen, Sangyoel Lee, Songsak Sriboonchitta
منشور في 2018

Inferences of default risk and borrower characteristics on P2P lending

بواسطة Cathy W.S. Chen, Manh Cuong Dong, Nathan Liu, Songsak Sriboonchitta
منشور في 2019

On Asymmetric Market Model with Heteroskedasticity and Quantile Regression

بواسطة Cathy W.S. Chen, Muyi Li, Nga T.H. Nguyen, Songsak Sriboonchitta
منشور في 2018

On Asymmetric Market Model with Heteroskedasticity and Quantile Regression

بواسطة Cathy W.S. Chen, Muyi Li, Nga T.H. Nguyen, Songsak Sriboonchitta
منشور في 2018

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

بواسطة Cathy W.S. Chen, Mike K.P. So, Jessica C. Li, Songsak Sriboonchitta
منشور في 2018

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

بواسطة Cathy W.S. Chen, Hong Than-Thi, Mike K.P. So, Songsak Sriboonchitta
منشور في 2019