Kosapattarapim, Chaiwat

• 2013, Volume 10, Issue Number: 1 - Articles
  Size and power of cointegration tests with non-normal GARCH error distributions
  Abstract
• 2012, Volume 12, Issue Number 2 - Articles
  Evaluating the Volatility Forecasting Performance of Best Fitting GARCH Models in Emerging Asian Stock Markets
  Abstract