Benchawanaree Chodchuangnirun

According to our database, Benchawanaree Chodchuangnirun authored at least 2 papers in 2018.

Collaborative distances:

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

2018

A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market Risks.

Benchawanaree Chodchuangnirun, Woraphon Yamaka, Chatchai Khiewngamdee

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018

Pairs Trading via Nonlinear Autoregressive GARCH Models.

Benchawanaree Chodchuangnirun, Kongliang Zhu, Woraphon Yamaka

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018