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Estimating efficiency of stock return with interval data
Phachongchit Tibprasorn; Chatchai Khiewngamdee; … - In: Robustness in econometrics, (pp. 667-678). 2017
Persistent link: https://www.econbiz.de/10011802007
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The impact of extreme events on portfolio in financial risk management
Chuangchid, K.; Kittawit Autchariyapanitkul; Songsak … - In: Robustness in econometrics, (pp. 679-690). 2017
Persistent link: https://www.econbiz.de/10011802012
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Evaluation of portfolio returns in Fama-French model using quantile regression under asymmetric Laplace distribution
Kittawit Autchariyapanitkul; Somsak Chanaim; Songsak … - In: Econometrics of risk, (pp. 233-244). 2015
Persistent link: https://www.econbiz.de/10010498535
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Quantile regression under asymmetric Laplace distribution in capital asset pricing model
Kittawit Autchariyapanitkul; Somsak Chanaim; Songsak … - In: Econometrics of risk, (pp. 219-231). 2015
Persistent link: https://www.econbiz.de/10010498537
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The optimization of Bayesian extreme value : empirical evidence for the agricultural commodities in the US
Jittima Singvejsakul; Chukiat Chaiboonsri; Songsak … - In: Economies : open access journal 9 (2021) 1/30, pp. 1-10
Bayesian extreme value analysis was used to forecast the optimal point in agricultural commodity futures prices in the United States for cocoa, coffee, corn, soybeans and wheat. Data were collected daily between 2000 and 2020. The estimation of extreme value can be empirically interpreted as...
Persistent link: https://www.econbiz.de/10012484315
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Robustness as a criterion for selecting a probability distribution under uncertainty
Songsak Sriboonchitta; Nguyen, Hung T.; Kreinovich, Vladik - In: Robustness in econometrics, (pp. 51-68). 2017
Persistent link: https://www.econbiz.de/10011800927
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Econometric models of probabilistic choice : beyond McFadden's formulas
Kosheleva, Olga; Kreinovich, Vladik; Songsak Sriboonchitta - In: Robustness in econometrics, (pp. 79-87). 2017
Persistent link: https://www.econbiz.de/10011801131
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A generalized information theoretical approach to non-linear time series model
Songsak Sriboonchitta; Woraphon Yamaka; Paravee Maneejuk; … - In: Robustness in econometrics, (pp. 333-348). 2017
Persistent link: https://www.econbiz.de/10011801366
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Predictive recursion maximum likelihood of threshold autoregressive model
Pathairat Pastpipatkul; Woraphon Yamaka; Songsak … - In: Robustness in econometrics, (pp. 349-362). 2017
Persistent link: https://www.econbiz.de/10011801427
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Chinese outbound tourism demand to Singapore, Malaysia and Thailand destinations : a study of political events and holiday impacts
Liu, Jianxu; Duangthip Sirikanchanarak; Xie, Jiachun; … - In: Robustness in econometrics, (pp. 449-469). 2017
Persistent link: https://www.econbiz.de/10011801772