Apiwat Ayusuk

According to our database, Apiwat Ayusuk authored at least 2 papers between 2015 and 2016.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2016

Copula Based Volatility Models and Extreme Value Theory for Portfolio Simulation with an Application to Asian Stock Markets.

Apiwat Ayusuk, Songsak Sriboonchitta

Proceedings of the Causal Inference in Econometrics, 2016

2015

Risk, Return and International Portfolio Analysis: Entropy and Linear Belief Functions.

Apiwat Ayusuk, Songsak Sriboonchitta

Proceedings of the Econometrics of Risk, 2015