Capital asset pricing model using copula based sur for interval-valued energy index

بواسطة Roengchai Tansuchat
منشور في 2018

Risk management and portfolio optimization for agricultural commodity futures returns: Multivariate heterogeneous autoregressive realized volatility (MHAR-RV) approach

بواسطة Tanapol Rattanasamakarn, Roengchai Tansuchat
منشور في 2018

Markov-Switching ARDL Modeling of Parboiled Rice Import Demand from Thailand

بواسطة Roengchai Tansuchat, Woraphon Yamaka
منشور في 2018

Modeling Dependence with Copulas: Are Real Estates and Tourism Associated?

بواسطة Roengchai Tansuchat, Paravee Maneejuk
منشور في 2018

The analysis of Value at Risk for precious metal returns by applying extreme value theory, copula model and GARCH model

بواسطة Kritsana Khemawanit, Roengchai Tansuchat
منشور في 2018

Risk management and portfolio optimization for agricultural commodity futures returns: Multivariate heterogeneous autoregressive realized volatility (MHAR-RV) approach

بواسطة Tanapol Rattanasamakarn, Roengchai Tansuchat
منشور في 2018

The extreme risk spillovers between the US and China's agricultural commodity futures markets

بواسطة Qiujing Zhu, Roengchai Tansuchat
منشور في 2020

Volatility spillover and co-movement among Chinese shipping sector stock index, oil futures price, ocean freight charge and exchange rate

بواسطة Zitong Zhao, Roengchai Tansuchat
منشور في 2020

An analysis of contagion effect on ASEAN stock market using multivariate markov switching DCC GARCH

بواسطة Terdthiti Chitkasame, Roengchai Tansuchat
منشور في 2019

Nonlinear dependence structure in emerging and advanced stock markets

بواسطة Roengchai Tansuchat, Woraphon Yamaka
منشور في 2019

Portfolio optimization of energy commodity futures returns: Vine copula approach

بواسطة Payap Tarkhamtham, Songsak Sriboonchitta, Roengchai Tansuchat
منشور في 2018

Analysis of risk, rate of return and dependency of REITs in ASIA with capital asset pricing model

بواسطة Rungrapee Phadkantha, Woraphon Yamaka, Roengchai Tansuchat
منشور في 2018

Risk valuation of precious metal returns by histogram valued time series

بواسطة Pichayakone Rakpho, Woraphon Yamaka, Roengchai Tansuchat
منشور في 2018

The impacts of macroeconomic variables on financials sector and property and construction sector index returns in stock exchange of Thailand under interdependence scheme

بواسطة Wilawan Srichaikul, Woraphon Yamaka, Roengchai Tansuchat
منشور في 2018

Investigating Dynamic Correlation in the International Implied Volatility Indexes

بواسطة Panida Fanpaeng, Woraphon Yamaka, Roengchai Tansuchat
منشور في 2018

European Real Estate Risk and Spillovers: Regime Switching Approach

بواسطة Nisara Wongutai, Woraphon Yamaka, Roengchai Tansuchat
منشور في 2018

Supply chain management of thai parboiled rice for export

بواسطة Wassanai Wattanutchariya, Roengchai Tansuchat, Jidapah Ruennareenard
منشور في 2018

Exploring opportunities and threats in logistics and supply chain management of thai fruits to India

بواسطة Roengchai Tansuchat, Pairach Piboonrungroj, Suthep Nimsai
منشور في 2018

Volatility hedging model for precious metal futures returns

بواسطة Roengchai Tansuchat, Paravee Maneejuk, Songsak Sriboonchitta
منشور في 2018

Portfolio optimization of energy commodity futures returns: Vine copula approach

بواسطة Payap Tarkhamtham, Songsak Sriboonchitta, Roengchai Tansuchat
منشور في 2018