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

由 Kittawit Autchariyapanitkul
出版 2020

Quantile regression under asymmetric laplace distribution in capital asset pricing model

由 Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta
出版 2018

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

由 Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta
出版 2018

Fuzzy techniques explain empirical power law governing wars and terrorist attacks

由 Hung T. Nguyen, Kittawit Autchariyapanitkul, Vladik Kreinovich
出版 2018

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

由 Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta
出版 2018

Quantile regression under asymmetric laplace distribution in capital asset pricing model

由 Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta
出版 2018

Fuzzy techniques explain empirical power law governing wars and terrorist attacks

由 Hung T. Nguyen, Kittawit Autchariyapanitkul, Vladik Kreinovich
出版 2018

Capital asset pricing model with interval data

由 Sutthiporn Piamsuwannakit, Kittawit Autchariyapanitkul, Songsak Sriboonchitta, Rujira Ouncharoen
出版 2018

Capital asset pricing model with interval data

由 Sutthiporn Piamsuwannakit, Kittawit Autchariyapanitkul, Songsak Sriboonchitta, Rujira Ouncharoen
出版 2018

A copula-based stochastic frontier model for financial pricing

由 Phachongchit Tibprasorn, Kittawit Autchariyapanitkul, Somsak Chaniam, Songsak Sriboonchitta
出版 2018

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

由 Napat Harnpornchai, Kittawit Autchariyapanitkul, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
出版 2018

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

由 Teera Kiatmanaroch, Ornanong Puarattanaarunkorn, Kittawit Autchariyapanitkul, Songsak Sriboonchitta
出版 2018

A copula-based stochastic frontier model for financial pricing

由 Phachongchit Tibprasorn, Kittawit Autchariyapanitkul, Somsak Chaniam, Songsak Sriboonchitta
出版 2018

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

由 Jirakom Sirisrisakulchai, Kittawit Autchariyapanitkul, Napat Harnpornchai, Songsak Sriboonchitta
出版 2018

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

由 Hung T. Nguyen, Kittawit Autchariyapanitkul, Olga Kosheleva, Vladik Kreinovich
出版 2018

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

由 Kittawit Autchariyapanitkul, Sutthiporn Piamsuwannakit, Somsak Chanaim, Songsak Sriboonchitta
出版 2018

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

由 Jirakom Sirisrisakulchai, Napat Harnpornchai, Kittawit Autchariyapanitkul, Songsak Sriboonchitta
出版 2018

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

由 Kittawit Autchariyapanitkul, Olga Kosheleva, Vladik Kreinovich, Songsak Sriboonchitta
出版 2018

Capital asset pricing model through quantile regression: An entropy approach

由 Woraphon Yamaka, Kittawit Autchariyapanitkul, Paravee Meneejuk, Songsak Sriboonchitta
出版 2018

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

由 Kittawit Autchariyapanitkul, Jirakom Srisirisakulchai, Kasem Kunasri, Apiwat Ayusuk
出版 2018