![](https://dblp.dagstuhl.de/img/logo.ua.320x120.png)
![](https://dblp.dagstuhl.de/img/dropdown.dark.16x16.png)
![](https://dblp.dagstuhl.de/img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp.dagstuhl.de/img/search.dark.16x16.png)
![search dblp](https://dblp.dagstuhl.de/img/search.dark.16x16.png)
default search action
Woraphon Yamaka
Person information
Refine list
![note](https://dblp.dagstuhl.de/img/note-mark.dark.12x12.png)
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
- [j38]Hai Q. Dinh, Bhanu Pratap Yadav, Sachin Pathak
, Abhyendra Prasad, Ashish Kumar Upadhyay, Woraphon Yamaka:
ℤ4ℤ4ℤ4-additive cyclic codes are asymptotically good. Appl. Algebra Eng. Commun. Comput. 35(4): 485-505 (2024) - 2023
- [j37]Hai Q. Dinh, Bac Trong Nguyen, Hiep T. Luu
, Woraphon Yamaka:
On Symbol-Triple Distance of a Class of Constacyclic Codes of Length 3ps Over Fpm + uFpm. IEEE Access 11: 23578-23585 (2023) - [j36]Hai Q. Dinh
, Bhanu Pratap Yadav
, Bac Trong Nguyen, Ashish Kumar Upadhyay
, Woraphon Yamaka
:
Self-Dual Double Circulant, Self-Dual Double Negacirculant and LCD Double Negacirculant Codes Over the Ring Fq[u,v]/2 - u, v2-v, uv-vu>. IEEE Access 11: 92898-92912 (2023) - [j35]Hai Q. Dinh, Bac Trong Nguyen, Hiep L. Thi, Woraphon Yamaka:
On Hamming distance distributions of repeated-root constacyclic codes of length 3ps over Fpm+uFpm. Discret. Math. 346(12): 113593 (2023) - [j34]Woraphon Yamaka, Laxman Bokati:
Why Markov Switching Models Work Well: An Explanation. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 31(Supplement-2): 265-271 (2023) - [j33]Woraphon Yamaka
, Paravee Maneejuk, Namchok Chimprang:
Nonlinear Effects in the Asymmetric Copula-Based Stochastic Frontier Model. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 31(Supplement-2): 273-287 (2023) - [j32]Jamal Laaouine
, Hai Q. Dinh, Mohammed E. Charkani, Woraphon Yamaka:
MDS symbol-pair repeated-root constacylic codes of prime power lengths over $$\mathbb {F}_{q}+ u\mathbb {F}_{q} + u^{2}\mathbb {F}_{q} $$. J. Appl. Math. Comput. 69(1): 219-250 (2023) - [j31]Hai Q. Dinh
, Bhanu Pratap Yadav, Sachin Pathak, Abhyendra Prasad, Ashish Kumar Upadhyay, Woraphon Yamaka:
$${\mathbb {F}}_{2}[u]{\mathbb {F}}_{2}[u] $$-additive cyclic codes are asymptotically good. J. Appl. Math. Comput. 69(1): 1037-1056 (2023) - [c40]Woraphon Yamaka, Paravee Maneejuk, Sukrit Thongkairat:
Lasso and Ridge for GARCH-X Models. IUKM (1) 2023: 165-176 - [c39]Sukrit Thongkairat, Donlapark Ponnoprat, Phimphaka Taninpong, Woraphon Yamaka:
Revolutionizing SET50 Stock Portfolio Management with Deep Reinforcement Learning. IUKM (1) 2023: 224-235 - [c38]Namchok Chimprang, Woraphon Yamaka, Nattakit Intawong:
Examining the Risk Contribution of Major Stock Markets to the Global Equity Market During the COVID-19 Pandemic. IUKM (1) 2023: 258-270 - 2022
- [j30]Hai Q. Dinh, Bac Trong Nguyen, Hiep L. Thi
, Woraphon Yamaka:
On Hamming Distance Distributions of Repeated-Root Cyclic Codes of Length 5ps Over Fp m + uFp m. IEEE Access 10: 119883-119904 (2022) - [j29]Woraphon Yamaka
, Jianxu Liu
, Mingyang Li, Paravee Maneejuk, Hai Q. Dinh:
Analyzing the Causality and Dependence between Exchange Rate and Real Estate Prices in Boom-and-Bust Markets: Quantile Causality and DCC Copula GARCH Approaches. Axioms 11(3): 113 (2022) - [j28]Panisara Phochanachan, Nootchanat Pirabun, Supanika Leurcharusmee
, Woraphon Yamaka
:
Do Bitcoin and Traditional Financial Assets Act as an Inflation Hedge during Stable and Turbulent Markets? Evidence from High Cryptocurrency Adoption Countries. Axioms 11(7): 339 (2022) - [j27]Kittikun Pantachang
, Roengchai Tansuchat
, Woraphon Yamaka
:
Improving the Accuracy of Forecasting Models Using the Modified Model of Single-Valued Neutrosophic Hesitant Fuzzy Time Series. Axioms 11(10): 527 (2022) - [j26]Paravee Maneejuk
, Woraphon Yamaka
, Songsak Sriboonchitta:
Entropy inference in smooth transition kink regression. Commun. Stat. Simul. Comput. 51(12): 7366-7389 (2022) - [j25]Hai Q. Dinh
, Pramod Kumar Kewat, Sarika Kushwaha, Woraphon Yamaka:
Self-dual constacyclic codes of length $$2^s$$ over the ring $$\mathbb {F}_{2^m}[u,v]/\langle u^2, v^2, uv-vu \rangle $$. J. Appl. Math. Comput. 68(1): 431-459 (2022) - [j24]Tushar Bag
, Hai Q. Dinh, Kanat Abdukhalikov, Ashish Kumar Upadhyay, Woraphon Yamaka:
Constacyclic codes over $${\pmb {\mathbb {F}}}_{q^2}[u]/\langle u^2-w^2 \rangle $$ and their application in quantum code construction. J. Appl. Math. Comput. 68(6): 3821-3834 (2022) - [c37]Pichayakone Rakpho, Woraphon Yamaka, Rungrapee Phadkantha:
Predicting Energy Price Volatility Using Hybrid Artificial Neural Networks with GARCH-Type Models. IUKM 2022: 317-328 - 2021
- [j23]Hai Q. Dinh
, Bac Trong Nguyen
, Abhay Kumar Singh
, Woraphon Yamaka
:
MDS Constacyclic Codes and MDS Symbol-Pair Constacyclic Codes. IEEE Access 9: 137970-137990 (2021) - [j22]Paravee Maneejuk, Woraphon Yamaka
, Songsak Sriboonchitta:
Does the Kuznets curve exist in Thailand? A two decades' perspective (1993-2015). Ann. Oper. Res. 300(2): 545-576 (2021) - [j21]Hai Q. Dinh, Sachin Pathak
, Tushar Bag
, Ashish Kumar Upadhyay
, Ramakrishna Bandi
, Woraphon Yamaka:
On F2RS-cyclic codes and their applications in constructing optimal codes. Discret. Math. 344(5): 112310 (2021) - [j20]Hai Q. Dinh, Xiaoqiang Wang, Hongwei Liu, Woraphon Yamaka
:
Hamming distances of constacyclic codes of length 3ps and optimal codes with respect to the Griesmer and Singleton bounds. Finite Fields Their Appl. 70: 101794 (2021) - [j19]Paravee Maneejuk, Chalerm Jaitang, Woraphon Yamaka:
A multivariate copula-based SUR probit model: application to insolvency probability of enterprises. Int. J. Data Min. Model. Manag. 13(3): 268-282 (2021) - [j18]Woraphon Yamaka, Pichayakone Rakpho, Paravee Maneejuk:
Hedging agriculture commodities futures with histogram data: a Markov switching volatility and correlation model. Int. J. Data Min. Model. Manag. 13(3): 299-315 (2021) - [j17]Hai Q. Dinh, Sachin Pathak
, Tushar Bag, Ashish Kumar Upadhyay, Woraphon Yamaka:
Constacyclic codes over mixed alphabets and their applications in constructing new quantum codes. Quantum Inf. Process. 20(4): 150 (2021) - [j16]Woraphon Yamaka
:
Sparse estimations in kink regression model. Soft Comput. 25(12): 7825-7838 (2021) - [j15]Woraphon Yamaka
, Rungrapee Phadkantha:
A convex combination approach for Markov switching CAPM of interval data. Soft Comput. 25(12): 7839-7851 (2021) - 2020
- [j14]Yuan Cao
, Yonglin Cao
, Hai Q. Dinh
, Tushar Bag
, Woraphon Yamaka
:
Explicit Representation and Enumeration of Repeated-Root (δ + αu²)-Constacyclic Codes Over F₂m[u]/‹u2λ›. IEEE Access 8: 55550-55562 (2020) - [j13]Hai Q. Dinh
, Atul Gaur
, Abhay Kumar Singh
, Manoj Kumar Singh
, Woraphon Yamaka
:
b-Symbol Distance of Constacylic Codes of Length ps Over Fpm + uFpm. IEEE Access 8: 67330-67341 (2020) - [j12]Hai Q. Dinh
, Bac Trong Nguyen
, Woraphon Yamaka
:
Quantum MDS and Synchronizable Codes From Cyclic and Negacyclic Codes of Length 2ps Over Fpm. IEEE Access 8: 124608-124623 (2020) - [j11]Hai Q. Dinh
, Bac Trong Nguyen
, Woraphon Yamaka
:
Constacyclic Codes of Length 3ps Over Fpm + uFpm and Their Application in Various Distance Distributions. IEEE Access 8: 204031-204056 (2020) - [j10]Ruofan Liao, Woraphon Yamaka
, Songsak Sriboonchitta:
Exchange Rate Volatility Forecasting by Hybrid Neural Network Markov Switching Beta-t-EGARCH. IEEE Access 8: 207563-207574 (2020) - [j9]Woraphon Yamaka
, Songsak Sriboonchitta:
Forecasting Using Information and Entropy Based on Belief Functions. Complex. 2020: 3269647:1-3269647:16 (2020) - [j8]Nachatchapong Kaewsompong, Paravee Maneejuk, Woraphon Yamaka
:
Bayesian Estimation of Archimedean Copula-Based SUR Quantile Models. Complex. 2020: 6746303:1-6746303:15 (2020) - [j7]Tushar Bag, Hai Q. Dinh, Ashish Kumar Upadhyay
, Ramakrishna Bandi
, Woraphon Yamaka:
Quantum codes from skew constacyclic codes over the ring Fq[u, v]∕〈u2-1, v2-1, uv-vu〉. Discret. Math. 343(3): 111737 (2020) - [j6]Hai Q. Dinh, Pramod Kumar Kewat, Sarika Kushwaha, Woraphon Yamaka:
On constacyclic codes of length ps over Fpm[u, v]∕〈u2, v2, uv-vu〉. Discret. Math. 343(8): 111890 (2020) - [j5]Tushar Bag
, Hai Q. Dinh
, Ashish Kumar Upadhyay
, Woraphon Yamaka
:
New Non-Binary Quantum Codes from Cyclic Codes Over Product Rings. IEEE Commun. Lett. 24(3): 486-490 (2020) - [j4]Radamanee Noppasit, Woraphon Yamaka
, Paravee Maneejuk, Wachirawit Puttachai
, Songsak Sriboonchitta:
Multifactor capital asset pricing model in emerging and advanced markets using two error components model. Int. J. Appl. Decis. Sci. 13(2): 247-266 (2020) - [j3]Rungrapee Phadkantha, Woraphon Yamaka
:
Why the Use of Convex Combinations Works Well for Interval Data: A Theoretical Explanation. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 28(Supplement-1): 81-85 (2020) - [j2]Woraphon Yamaka
, Sukrit Thongkairat:
A Mixed Copula-Based Vector Autoregressive Model for Econometric Analysis. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 28(Supplement-1): 113-121 (2020)
2010 – 2019
- 2019
- [j1]Hai Q. Dinh, Poom Kumam
, Pardeep Kumar, Sampurna Satpati, Abhay Kumar Singh, Woraphon Yamaka:
MDS Symbol-Pair Repeated-Root Constacylic Codes of Prime Power Lengths Over 𝔽pm + u𝔽pm. IEEE Access 7: 145039-145048 (2019) - [c36]Rungrapee Phadkantha, Woraphon Yamaka
, Songsak Sriboonchitta:
Analysis of Herding Behavior Using Bayesian Quantile Regression. ECONVN 2019: 795-805 - [c35]Pichayakone Rakpho
, Woraphon Yamaka
, Songsak Sriboonchitta:
Markov Switching Dynamic Multivariate GARCH Models for Hedging on Foreign Exchange Market. ECONVN 2019: 806-817 - [c34]Sukrit Thongkairat, Woraphon Yamaka
, Songsak Sriboonchitta:
Bayesian Approach for Mixture Copula Model. ECONVN 2019: 818-827 - [c33]Payap Tarkhamtham, Woraphon Yamaka
, Songsak Sriboonchitta:
Modeling the Dependence Among Crude Oil, Stock and Exchange Rate: A Bayesian Smooth Transition Vector Autoregression. ECONVN 2019: 828-839 - [c32]Nartrudee Sapsaad, Pathairat Pastpipatkul, Woraphon Yamaka
, Songsak Sriboonchitta:
Effect of FDI on the Economy of Host Country: Case Study of ASEAN and Thailand. ECONVN 2019: 840-852 - [c31]Wilawan Srichaikul, Woraphon Yamaka
, Songsak Sriboonchitta:
The Effect of Energy Consumption on Economic Growth in BRICS Countries: Evidence from Panel Quantile Bayesian Regression. ECONVN 2019: 853-862 - [c30]Wachirawit Puttachai
, Woraphon Yamaka
, Paravee Maneejuk
, Songsak Sriboonchitta:
Analysis of the Global Economic Crisis Using the Cox Proportional Hazards Model. ECONVN 2019: 863-872 - [c29]Nachatchapong Kaewsompong, Woraphon Yamaka
, Paravee Maneejuk
:
Export Price and Local Price Relation in Longan of Thailand: The Bivariate Threshold VECM Model. ECONVN 2019: 1016-1027 - [c28]Paravee Maneejuk
, Woraphon Yamaka, Duentemduang Nachaingmai:
Bayesian Analysis of the Logistic Kink Regression Model Using Metropolis-Hastings Sampling. ECONVN 2019: 1073-1083 - [c27]Worrawat Saijai, Woraphon Yamaka
, Paravee Maneejuk
, Songsak Sriboonchitta:
Time-Varying Spillover Effect Among Oil Price and Macroeconomic Variables. ECONVN 2019: 1121-1131 - [c26]Petchaluck Boonyakunakorn, Chonrada Nunti, Woraphon Yamaka:
Forecasting of Thailand's Rice Exports Price: Based on Ridge and Lasso Regression. ICBDT 2019: 354-357 - [c25]Chonrada Nunti, Petchaluck Boonyakunakorn, Woraphon Yamaka:
Estimating Efficiency Effects with a Copula-based Spatial Panel Stochastic Frontier Model: Application in Thai rice Production. ICBDT 2019: 368-371 - [c24]Sukrit Thongkairat, Woraphon Yamaka
, Songsak Sriboonchitta:
Hedging Benefit of Safe-Haven Gold in Terms of Co-skewness and Covariance in Stock Market. IUKM 2019: 172-183 - [c23]Woraphon Yamaka
, Paravee Maneejuk
, Songsak Sriboonchitta:
Markov Switching Beta-skewed-t EGARCH. IUKM 2019: 184-196 - [c22]Roengchai Tansuchat, Woraphon Yamaka:
Nonlinear Dependence Structure in Emerging and Advanced Stock Markets. IUKM 2019: 210-221 - [p33]Natnarong Namwong, Woraphon Yamaka
, Roengchai Tansuchat:
Trading Signal Analysis with Pairs Trading Strategy in the Stock Exchange of Thailand. Structural Changes and their Econometric Modeling 2019: 378-388 - [p32]Woraphon Yamaka
, Payap Tarkhamtham, Paravee Maneejuk
, Songsak Sriboonchitta:
A Regime Switching Skew-Distribution Model of Contagion. Structural Changes and their Econometric Modeling 2019: 439-450 - [p31]Nopasit Chakpitak, Payap Tarkhamtham, Woraphon Yamaka
, Songsak Sriboonchitta:
Structural Breaks Dependence Analysis of Oil, Natural Gas, and Heating Oil: A Vine-Copula Approach. Structural Changes and their Econometric Modeling 2019: 451-462 - [p30]Noppasit Chakpitak, Pichayakone Rakpho
, Woraphon Yamaka
:
Markov Switching Constant Conditional Correlation GARCH Models for Hedging on Gold and Crude Oil. Structural Changes and their Econometric Modeling 2019: 463-473 - [p29]Sukrit Thongkairat, Woraphon Yamaka
, Nopasit Chakpitak:
Portfolio Optimization of Stock, Oil and Gold Returns: A Mixed Copula-Based Approach. Structural Changes and their Econometric Modeling 2019: 474-487 - [p28]Pichayakone Rakpho
, Woraphon Yamaka
, Songsak Sriboonchitta:
Markov Switching Quantile Model Unknown tau Energy Stocks Price Index Thailand. Structural Changes and their Econometric Modeling 2019: 488-496 - [p27]Noppasit Chakpitak, Rungrapee Phadkantha, Woraphon Yamaka
:
Modeling the Dependence Dynamics and Risk Spillovers for G7 Stock Markets. Structural Changes and their Econometric Modeling 2019: 497-513 - [p26]Sukrit Thongkairat, Woraphon Yamaka
, Songsak Sriboonchitta:
A Regime Switching Vector Error Correction Model of Analysis of Cointegration in Oil, Gold, Stock Markets. Structural Changes and their Econometric Modeling 2019: 514-524 - [p25]Rungrapee Phadkantha, Woraphon Yamaka
, Songsak Sriboonchitta:
A Regime Switching Time-Varying Copula Approach to Oil and Stock Markets Dependence: The Case of G7 Economies. Structural Changes and their Econometric Modeling 2019: 525-540 - [p24]Rungrapee Phadkantha, Woraphon Yamaka
, Songsak Sriboonchitta:
Forecasting Exchange Rate with Linear and Non-linear Vector Autoregressive. Structural Changes and their Econometric Modeling 2019: 541-551 - [p23]Wilawan Srichaikul, Woraphon Yamaka
, Songsak Sriboonchitta:
The Impacts of Macroeconomic Variables on Economic Growth: Evidence from China, Japan, and South Korea. Structural Changes and their Econometric Modeling 2019: 552-562 - [p22]Noppasit Chakpitak, Wilawan Srichaikul, Woraphon Yamaka
, Songsak Sriboonchitta:
Determinants of Foreign Direct Investment Inflow in ASEAN Countries: Panel Threshold Approach and Panel Smooth Transition Regression Approach. Structural Changes and their Econometric Modeling 2019: 563-571 - [p21]Noppasit Chakpitak, Woraphon Yamaka
, Paravee Maneejuk
:
Predictive Recursion Maximum Likelihood for Kink Regression Model. Structural Changes and their Econometric Modeling 2019: 572-581 - [p20]Paravee Maneejuk
, Woraphon Yamaka
, Songsak Sriboonchitta:
Measuring U.S. Business Cycle Using Markov-Switching Model: A Comparison Between Empirical Likelihood Estimation and Parametric Estimations. Structural Changes and their Econometric Modeling 2019: 596-606 - 2018
- [c21]Paravee Maneejuk
, Woraphon Yamaka
, Songsak Sriboonchitta:
Mixed-Copulas Approach in Examining the Relationship Between Oil Prices and ASEAN's Stock Markets. ECONVN 2018: 531-541 - [c20]Natnicha Nimmonrat, Pathairat Pastpipatkul, Woraphon Yamaka
, Paravee Maneejuk
:
Price Transmission Mechanism for Natural Gas in Thailand. ECONVN 2018: 684-697 - [c19]Pathairat Pastpipatkul, Woraphon Yamaka
, Songsak Sriboonchitta:
Portfolio Selection with Stock, Gold and Bond in Thailand Under Vine Copulas Functions. ECONVN 2018: 698-711 - [c18]Varith Pipitpojanakarn, Paravee Maneejuk
, Woraphon Yamaka
, Songsak Sriboonchitta:
Expectile Kink Regression: An Application to Service Sector Output. ECONVN 2018: 859-869 - [c17]Roengchai Tansuchat, Sukrit Thongkairat, Woraphon Yamaka
, Songsak Sriboonchitta:
Time-Varying Beta Estimation in CAPM Under the Regime-Switching Model. ECONVN 2018: 902-915 - [c16]Karn Thamprasert, Pathairat Pastpipatkul, Woraphon Yamaka
:
Interval-Valued Estimation for the Five Largest Market Capitalization Stocks in the Stock Exchange of Thailand by Markov-Switching CAPM. ECONVN 2018: 916-925 - [c15]Benchawanaree Chodchuangnirun, Kongliang Zhu, Woraphon Yamaka
:
Pairs Trading via Nonlinear Autoregressive GARCH Models. IUKM 2018: 276-288 - [c14]Benchawanaree Chodchuangnirun, Woraphon Yamaka
, Chatchai Khiewngamdee:
A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market Risks. IUKM 2018: 289-301 - [c13]Paravee Maneejuk
, Woraphon Yamaka
, Songsak Sriboonchitta:
A Markov-Switching Model with Mixture Distribution Regimes. IUKM 2018: 312-323 - [c12]Panida Fanpaeng, Woraphon Yamaka
, Roengchai Tansuchat:
Investigating Dynamic Correlation in the International Implied Volatility Indexes. IUKM 2018: 361-372 - [c11]Roengchai Tansuchat, Woraphon Yamaka
:
Markov-Switching ARDL Modeling of Parboiled Rice Import Demand from Thailand. IUKM 2018: 373-384 - [c10]Saowaluk Duangin, Woraphon Yamaka
, Jirakom Sirisrisakulchai
, Songsak Sriboonchitta:
Macroeconomic News Announcement and Thailand Stock Market. IUKM 2018: 408-419 - [c9]Nisara Wongutai, Woraphon Yamaka
, Roengchai Tansuchat:
European Real Estate Risk and Spillovers: Regime Switching Approach. IUKM 2018: 433-444 - [c8]Saowaluk Duangin, Woraphon Yamaka
, Jirakom Sirisrisakulchai
, Songsak Sriboonchitta:
Volatility Jump Detection in Thailand Stock Market. IUKM 2018: 445-456 - [p19]Noppasit Chakpitak, Woraphon Yamaka
, Songsak Sriboonchitta:
Comparing Linear and Nonlinear Models in Forecasting Telephone Subscriptions Using Likelihood Based Belief Functions. Predictive Econometrics and Big Data 2018: 363-374 - [p18]Rossarin Osathanunkul, Chatchai Khiewngamdee, Woraphon Yamaka
, Songsak Sriboonchitta:
The Role of Oil Price in the Forecasts of Agricultural Commodity Prices. Predictive Econometrics and Big Data 2018: 422-429 - [p17]Rungrapee Phadkantha, Woraphon Yamaka
, Roengchai Tansuchat:
Analysis of Risk, Rate of Return and Dependency of REITs in ASIA with Capital Asset Pricing Model. Predictive Econometrics and Big Data 2018: 536-548 - [p16]Pichayakone Rakpho
, Woraphon Yamaka
, Roengchai Tansuchat:
Risk Valuation of Precious Metal Returns by Histogram Valued Time Series. Predictive Econometrics and Big Data 2018: 549-562 - [p15]Wilawan Srichaikul, Woraphon Yamaka
, Roengchai Tansuchat:
The Impacts of Macroeconomic Variables on Financials Sector and Property and Construction Sector Index Returns in Stock Exchange of Thailand Under Interdependence Scheme. Predictive Econometrics and Big Data 2018: 590-599 - [p14]Teerawut Teetranont, Woraphon Yamaka
, Songsak Sriboonchitta:
Generalize Weighted in Interval Data for Fitting a Vector Autoregressive Model. Predictive Econometrics and Big Data 2018: 600-612 - [p13]Teerawut Teetranont, Woraphon Yamaka
, Songsak Sriboonchitta:
Asymmetric Effect with Quantile Regression for Interval-Valued Variables. Predictive Econometrics and Big Data 2018: 613-628 - [p12]Jirawan Suwannajak, Woraphon Yamaka
, Songsak Sriboonchitta, Roengchai Tansuchat:
The Analysis of the Effect of Monetary Policy on Consumption and Investment in Thailand. Predictive Econometrics and Big Data 2018: 643-655 - [p11]Teerawut Teetranont, Somsak Chanaim
, Woraphon Yamaka
, Songsak Sriboonchitta:
Investigating Relationship Between Gold Price and Crude Oil Price Using Interval Data with Copula Based GARCH. Predictive Econometrics and Big Data 2018: 656-669 - [p10]Woraphon Yamaka
, Pathairat Pastpipatkul, Songsak Sriboonchitta:
Bayesian Empirical Likelihood Estimation for Kink Regression with Unknown Threshold. Predictive Econometrics and Big Data 2018: 752-766 - 2017
- [p9]Songsak Sriboonchitta, Woraphon Yamaka
, Paravee Maneejuk
, Pathairat Pastpipatkul:
A Generalized Information Theoretical Approach to Non-linear Time Series Model. Robustness in Econometrics 2017: 333-348 - [p8]Pathairat Pastpipatkul, Woraphon Yamaka
, Songsak Sriboonchitta:
Predictive Recursion Maximum Likelihood of Threshold Autoregressive Model. Robustness in Econometrics 2017: 349-362 - [p7]Chatchai Khiewngamdee, Woraphon Yamaka
, Songsak Sriboonchitta:
Forecasting Asian Credit Default Swap Spreads: A Comparison of Multi-regime Models. Robustness in Econometrics 2017: 471-489 - [p6]Paravee Maneejuk
, Woraphon Yamaka
, Songsak Sriboonchitta:
Analysis of Global Competitiveness Using Copula-Based Stochastic Frontier Kink Model. Robustness in Econometrics 2017: 543-559 - [p5]Roengchai Tansuchat, Woraphon Yamaka
, Kritsana Khemawanit, Songsak Sriboonchitta:
Analyzing the Contribution of ASEAN Stock Markets to Systemic Risk. Robustness in Econometrics 2017: 649-666 - [p4]Phachongchit Tibprasorn, Chatchai Khiewngamdee, Woraphon Yamaka
, Songsak Sriboonchitta:
Estimating Efficiency of Stock Return with Interval Data. Robustness in Econometrics 2017: 667-678 - 2016
- [c7]Pathairat Pastpipatkul, Nisit Panthamit, Woraphon Yamaka
, Songsak Sriboonchitta:
A Copula-Based Markov Switching Seemingly Unrelated Regression Approach for Analysis the Demand and Supply on Sugar Market. IUKM 2016: 481-492 - [c6]Kongliang Zhu, Woraphon Yamaka
, Songsak Sriboonchitta:
Pair Trading Rule with Switching Regression GARCH Model. IUKM 2016: 586-598 - [c5]Chatchai Khiewngamdee, Woraphon Yamaka
, Songsak Sriboonchitta:
Does Asian Credit Default Swap Index Improve Portfolio Performance? IUKM 2016: 624-636 - [c4]Varith Pipitpojanakarn, Paravee Maneejuk
, Woraphon Yamaka
, Songsak Sriboonchitta:
Analysis of Agricultural Production in Asia and Measurement of Technical Efficiency Using Copula-Based Stochastic Frontier Quantile Model. IUKM 2016: 701-714 - [p3]Pathairat Pastpipatkul, Woraphon Yamaka
, Songsak Sriboonchitta:
Effect of Quantitative Easing on ASEAN-5 Financial Markets. Causal Inference in Econometrics 2016: 525-543 - [p2]Pathairat Pastpipatkul, Woraphon Yamaka
, Songsak Sriboonchitta:
Dependence Structure of and Co-Movement Between Thai Currency and International Currencies After Introduction of Quantitative Easing. Causal Inference in Econometrics 2016: 545-564 - [p1]Pathairat Pastpipatkul, Woraphon Yamaka
, Songsak Sriboonchitta:
Analyzing Financial Risk and Co-Movement of Gold Market, and Indonesian, Philippine, and Thailand Stock Markets: Dynamic Copula with Markov-Switching. Causal Inference in Econometrics 2016: 565-586 - 2015
- [c3]Pathairat Pastpipatkul, Woraphon Yamaka
, Songsak Sriboonchitta:
Co-Movement and Dependency Between New York Stock Exchange, London Stock Exchange, Tokyo Stock Exchange, Oil Price, and Gold Price. IUKM 2015: 362-373 - [c2]Pathairat Pastpipatkul, Woraphon Yamaka
, Aree Wiboonpongse, Songsak Sriboonchitta:
Spillovers of Quantitative Easing on Financial Markets of Thailand, Indonesia, and the Philippines. IUKM 2015: 374-388 - [c1]Woraphon Yamaka
, Pathairat Pastpipatkul, Songsak Sriboonchitta:
Business Cycle of International Tourism Demand in Thailand: A Markov-Switching Bayesian Vector Error Correction Model. IUKM 2015: 415-427
Coauthor Index
![](https://dblp.dagstuhl.de/img/cog.dark.24x24.png)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-08-05 20:24 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint