Publication Search Results
Exact matches for:
- Author = Nitithumbundit T [web profile page]
1.
Nitithumbundit T, Chan JSK
Thanakorn Nitithumbundit & Jennifer S K Chan:
Maximum leave-one-out likelihood method for the location parameter of variance gamma distribution with unbounded density,
Journal of Statistical Computation and Simulation,
93
(2023),
no. 15,
2642–2671.
2.
Nitithumbundit T, Chan JSK
Thanakorn Nitithumbundit, Jennifer S K Chan:
Covid-19 impact on Cryptocurrencies market using Multivariate Time Series Models,
Quarterly Review of Economics and Finance,
86
(2022),
365–375.
3.
Nitithumbundit T, Chan JSK
Thanakorn Nitithumbundit, Jennifer S K Chan:
ECM Algorithm for Auto-Regressive Multivariate Skewed Variance Gamma Model with Unbounded Density,
Methodology and Computing in Applied Probability,
22
(2020),
no. 3,
1169–1191.
4.
Chan JSK, Ng KH, Nitithumbundit T, Peiris MS
Jennifer So Kuen Chan, Kok-Haur Ng, Thanakorn Nitithumbundit, Shelton Peiris:
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models,
Studies in Nonlinear Dynamics & Econometrics,
23
(2019),
no. 2,
1–22.
MR3948450
| Number of matches: 4 |