Browsing by Author Sukrit Thongkairat

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Showing results 1 to 10 of 10
Issue DateTitleAuthor(s)
1-Jan-2022Application of Machine Learning Concept to Tourism Demand ForecastNachatpong Kaewsompong; Sukrit Thongkairat; Paravee Maneejuk
1-Jan-2019Bayesian approach for mixture copula modelSukrit Thongkairat; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2019Hedging benefit of safe-haven gold in terms of co-skewness and covariance in stock marketSukrit Thongkairat; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2022How Does Economic Policy Uncertainty Affect Stock Market Returns: Evidence from a Markov-Switching Model with Mixture Distribution RegimesSukrit Thongkairat; Chatchai Khiewngamdee
26-Jul-2018Maximum product spacings method for the estimation of parameters of linear regressionSukrit Thongkairat; Woraphon Yamaka; Songsak Sriboonchitta
1-Sep-2020A mixed copula-based vector autoregressive model for econometric analysisWoraphon Yamaka; Sukrit Thongkairat
1-Jan-2021Risk, Return, and Portfolio Optimization for Various Industries Based on Mixed Copula ApproachSukrit Thongkairat; Woraphon Yamaka
1-Jan-2022Structural and predictive analyses with a mixed copula-based vector autoregression modelWoraphon Yamaka; Rangan Gupta; Sukrit Thongkairat; Paravee Maneejuk
1-Jan-2018Time-varying beta estimation in CAPM under the regime-switching ModelRoengchai Tansuchat; Sukrit Thongkairat; Woraphon Yamaka; Songsak Sriboonchitta
1-Sep-2021Time-varying co-movement analysis between COVID-19 shocks and the energy markets using the Markov Switching Dynamic Copula approachParavee Maneejuk; Sukrit Thongkairat; Wilawan Srichaikul