Applications of Quantile Regression Under Asymmetric Laplace Distribution and Copula Based Returns and Risk Measures to Financial Econometrics

بواسطة Kittawit Autchariyapanitkul
منشور في 2020

Quantile regression under asymmetric laplace distribution in capital asset pricing model

بواسطة Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta
منشور في 2018

Evaluation of portfolio returns in fama-french model using quantile regression under asymmetric laplace distribution

بواسطة Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta
منشور في 2018

Fuzzy techniques explain empirical power law governing wars and terrorist attacks

بواسطة Hung T. Nguyen, Kittawit Autchariyapanitkul, Vladik Kreinovich
منشور في 2018

Evaluation of portfolio returns in fama-french model using quantile regression under asymmetric laplace distribution

بواسطة Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta
منشور في 2018

Quantile regression under asymmetric laplace distribution in capital asset pricing model

بواسطة Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta
منشور في 2018

Fuzzy techniques explain empirical power law governing wars and terrorist attacks

بواسطة Hung T. Nguyen, Kittawit Autchariyapanitkul, Vladik Kreinovich
منشور في 2018

Capital asset pricing model with interval data

بواسطة Sutthiporn Piamsuwannakit, Kittawit Autchariyapanitkul, Songsak Sriboonchitta, Rujira Ouncharoen
منشور في 2018

Capital asset pricing model with interval data

بواسطة Sutthiporn Piamsuwannakit, Kittawit Autchariyapanitkul, Songsak Sriboonchitta, Rujira Ouncharoen
منشور في 2018

A copula-based stochastic frontier model for financial pricing

بواسطة Phachongchit Tibprasorn, Kittawit Autchariyapanitkul, Somsak Chaniam, Songsak Sriboonchitta
منشور في 2018

Optimal outpatient appointment system with uncertain parameters using adaptive-penalty genetic algorithm

بواسطة Napat Harnpornchai, Kittawit Autchariyapanitkul, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
منشور في 2018

Volatility linkages between price returns of Crude oil and crude palm oil in the ASEAN region: A copula based GARCH approach

بواسطة Teera Kiatmanaroch, Ornanong Puarattanaarunkorn, Kittawit Autchariyapanitkul, Songsak Sriboonchitta
منشور في 2018

A copula-based stochastic frontier model for financial pricing

بواسطة Phachongchit Tibprasorn, Kittawit Autchariyapanitkul, Somsak Chaniam, Songsak Sriboonchitta
منشور في 2018

Portfolio optimization of financial returns using fuzzy approach with NSGA-II algorithm

بواسطة Jirakom Sirisrisakulchai, Kittawit Autchariyapanitkul, Napat Harnpornchai, Songsak Sriboonchitta
منشور في 2018

Uncertain information fusion and knowledge integration: How to take reliability into account

بواسطة Hung T. Nguyen, Kittawit Autchariyapanitkul, Olga Kosheleva, Vladik Kreinovich
منشور في 2018

Optimizing Stock Returns Portfolio Using the Dependence Structure Between Capital Asset Pricing Models: A Vine Copula-Based Approach

بواسطة Kittawit Autchariyapanitkul, Sutthiporn Piamsuwannakit, Somsak Chanaim, Songsak Sriboonchitta
منشور في 2018

A flood risk assessment based on maximum flow capacity of canal system

بواسطة Jirakom Sirisrisakulchai, Napat Harnpornchai, Kittawit Autchariyapanitkul, Songsak Sriboonchitta
منشور في 2018

Quantum Econometrics: How to Explain Its Quantitative Successes and How the Resulting Formulas Are Related to Scale Invariance, Entropy, and Fuzziness

بواسطة Kittawit Autchariyapanitkul, Olga Kosheleva, Vladik Kreinovich, Songsak Sriboonchitta
منشور في 2018

Capital asset pricing model through quantile regression: An entropy approach

بواسطة Woraphon Yamaka, Kittawit Autchariyapanitkul, Paravee Meneejuk, Songsak Sriboonchitta
منشور في 2018

Technical efficiency in rice production at farm level in northern Thailand: A stochastic frontier with maximum entropy approach

بواسطة Kittawit Autchariyapanitkul, Jirakom Srisirisakulchai, Kasem Kunasri, Apiwat Ayusuk
منشور في 2018