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Nawee Jaroonchokanan

Independent

SCHOLARLY PAPERS

3

DOWNLOADS

327

TOTAL CITATIONS

0

Scholarly Papers (3)

1.

Dynamics of Hierarchical Clustering in Stocks Market During Financial Crises

Number of pages: 50 Posted: 22 Feb 2022
Nawee Jaroonchokanan, Teerasit Termsaithong and Sujin Suwanna
Independent, QuantCorner Laboratory and Independent
Downloads 222 (343,660)

Abstract:

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Fisher information, Hierarchical tree structure, Financial robustness, Econophysics

2.

Information-Geometrical Perspectives of Regime Switching in Stock Markets

Number of pages: 33 Posted: 30 Aug 2023
Nawee Jaroonchokanan, Sujin Suwanna and Teerasit Termsaithong
Independent, Independent and QuantCorner Laboratory
Downloads 105 (664,543)

Abstract:

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financial return distribution, regime switching, information geometric measurement, Fisher information, hidden Markov model

3.

Dynamics of Network Structure in Cryptocurrency Markets During Abrupt Changes in Bitcoin Price

Posted: 07 Apr 2025
Nawee Jaroonchokanan, Amit Sinha and Sujin Suwanna
Independent, Bradley University - Department of Finance and Independent

Abstract:

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Network Analysis, Mutual Information, Fisher information distance, Granger causality, Cryptocurrency