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Benchawanaree Chodchuangnirun
Publication Activity (10 Years)
Years Active: 2018-2018
Publications (10 Years): 2
Top Topics
Gaussian Markov Random Field
Stock Market
Garch Model
Autoregressive
Top Venues
IUKM
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Publications
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Benchawanaree Chodchuangnirun
,
Kongliang Zhu
,
Woraphon Yamaka
Pairs Trading via Nonlinear Autoregressive GARCH Models.
IUKM
(2018)
Benchawanaree Chodchuangnirun
,
Woraphon Yamaka
,
Chatchai Khiewngamdee
A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market Risks.
IUKM
(2018)