Weichen Sang

Modeling Dependence and Optimal Portfolios Using Vine Copula-GJR Approach: A China Stock Market Application

S. Sriboonchitta, Jianxu Liu, Jiajie Guo, 2016 .

Modeling the Volatility of Rubber Price Return using VARMA GARCH Model

Songsak Sriboonchitta, Aree Wiboonpongse, S. Sriboonchitta, 2013 .