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Forecasting methods for safeguarding ASEAN-5 stock exchanges during extreme volatility

Chukiat Chaiboonsri; Prasert Chaitip - In: International journal of trade and global markets 10 (2017) 1, pp. 123-130

Persistent link: https://www.econbiz.de/10011722940

Dependence modelling of Malaysian Ringgit (MYR) and Thai Baht (THB) : the Markov switching model with dynamic copula approach (DCA) and bivariate extreme value approach

Prasert Chaitip; Chukiat Chaiboonsri - In: International journal of computational economics and … 6 (2016) 2, pp. 138-155

Persistent link: https://www.econbiz.de/10011704600

Modeling dependency of crude oil price and agricultural commodity prices : a pairwise copulas approach

Boonyanuphong, Phattanan; Songsak Sriboonchitta; … - In: Uncertainty analysis in econometrics with applications …, (pp. 255-267). 2013

Persistent link: https://www.econbiz.de/10009711143

Volatility and Volatility Spillovers in Crude Oil and Precious Metals Markets

Nimanussornkul, Chaiwat - 2009

Crude oil and precious metals, silver and especially gold, prices have been more volatile in the recent years. Investors and speculators such as investment banks, hedge funds, mutual funds, etc. pay close attention to the price and volatility of these commodities. The daily returns of Brent,...

Persistent link: https://www.econbiz.de/10013155205

Analysis of volatility and dependence between the tourist arrivals from China to Thailand and Singapore : a copula-based GARCH approach

Liu, Jianxu; Songsak Sriboonchitta - In: Uncertainty analysis in econometrics with applications …, (pp. 283-294). 2013

Persistent link: https://www.econbiz.de/10009711141

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

An empirical study of inbound tourism demand in China : a copula-GARCH approach

Tang, Jiechen; Ramos, Vicente; Cang, Shuang; Songsak … - In: Journal of travel and tourism marketing 34 (2017) 9, pp. 1235-1246

Persistent link: https://www.econbiz.de/10011759003

The role of Asian Credit Default Swap index in portfolio risk management

Liu, Jianxu; Chatchai Khiewngamdee; Songsak Sriboonchitta - In: Robustness in econometrics, (pp. 435-447). 2017

Persistent link: https://www.econbiz.de/10011801781

Do we have robust GARCH models under different mean equations : evidence from exchange rates of Thailand?

Tanaporn Tungtrakul; Natthaphat Kingnetr; Songsak … - In: Robustness in econometrics, (pp. 599-613). 2017

Persistent link: https://www.econbiz.de/10011801995

How strong is the relationship among gold and USD exchange rates? : analytics based on structural change models

Dong, Manh Cuong; Chen, Cathy W. S.; Lee, Sangyoel; … - In: Computational economics 53 (2019) 1, pp. 343-366

Persistent link: https://www.econbiz.de/10012134682