Pairs Trading via Nonlinear Autoregressive GARCH Models. - Benchawanaree Chodchuangnirun; Kongliang Zhu; Woraphon Yamaka (IUKM, 2018)

A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market Risks. - Benchawanaree Chodchuangnirun; Woraphon Yamaka; Chatchai Khiewngamdee (IUKM, 2018)