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ECONIS (ZBW)
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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
Saved in:
2
Econometrics of risk
Huynh, Van-Nam
(
ed.
);
Kreinovich, Vladik
(
contributor
); …
-
2015
Persistent link: https://www.econbiz.de/10010495051
Saved in:
3
Forecasting inbound tourism demand to China using time series models and belief functions
Tang, Jiechen
;
Songsak Sriboonchitta
;
Yuan, Xinyu
- In:
Econometrics of risk
,
(pp. 329-341)
.
2015
Persistent link: https://www.econbiz.de/10010498518
Saved in:
4
Forecasting risk and returns : CAPM model with belief functions
Sutthiporn Piamsuwannakit
;
Songsak Sriboonchitta
- In:
Econometrics of risk
,
(pp. 259-271)
.
2015
Persistent link: https://www.econbiz.de/10010498527
Saved in:
5
Estimation and prediction using belief functions : application to stochastic frontier analysis
Orakanya Kanjanatarakul
;
Nachatchapong Kaewsompong
; …
- In:
Econometrics of risk
,
(pp. 171-184)
.
2015
Persistent link: https://www.econbiz.de/10010498554
Saved in:
6
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
Saved in:
7
Robustness in econometrics
Kreinovich, Vladik
(
ed.
);
Songsak Sriboonchitta
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011621969
Saved in:
8
Forecasting Asian Credit Default Swap Spreads : a comparison of multi-regime models
Chatchai Khiewngamdee
;
Woraphon Yamaka
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 471-489)
.
2017
Persistent link: https://www.econbiz.de/10011801798
Saved in:
9
Forecasting cash holding with cash deposit using time series approaches
Kobpongkit Navapan
;
Liu, Jianxu
;
Songsak Sriboonchitta
- In:
Robustness in econometrics
,
(pp. 501-510)
.
2017
Persistent link: https://www.econbiz.de/10011801810
Saved in:
10
Forecasting GDP growth in Thailand with different leading indicators using MIDAS regression models
Natthaphat Kingnetr
;
Tanaporn Tungtrakul
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 511-521)
.
2017
Persistent link: https://www.econbiz.de/10011801820
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