Pair Trading Rule with Switching Regression GARCH Model. - Kongliang Zhu; Woraphon Yamaka; Songsak Sriboonchitta (IUKM, 2016)

How to Make Plausibility-Based Forecasting More Accurate. - Kongliang Zhu; Nantiworn Thianpaen; Vladik Kreinovich (Robustness in Econometrics, 2017)

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

Analysis of Exchange Rate Fluctuations in Japan and Thailand by Using Copula-Based Seemingly Unrelated Regression Model. - Kongliang Zhu; Xuefeng Zhang; Pensri Jaroenwanit (IUKM (1), 2023)