Browsing by Author Chatchai Khiewngamdee

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Showing results 1 to 11 of 11
Issue DateTitleAuthor(s)
1-Jan-2017Coffee stochastic frontier model with maximum entropyChatchai Khiewngamdee; Songsak Sriboonchitta; Somsak Chanaim; Chongkolnee Rungruang
1-Jan-2018A convex combination method for quantile regression with interval dataSomsak Chanaim; Chatchai Khiewngamdee; Songsak Sriboonchitta; Chongkolnee Rungruang
1-Jan-2016Does Asian credit default swap index improve portfolio performance?Chatchai Khiewngamdee; Woraphon Yamaka; Songsak Sriboonchitta
1-Dec-2020Does COVID-19 crisis affects the spillover of oil Market’s return and risk on Thailand’s sectoral stock return?: Evidence from bivariate DCC GARCH-in-mean modelNapon Hongsakulvasu; Chatchai Khiewngamdee; Asama Liammukda
1-Feb-2017Estimating efficiency of stock return with interval dataPhachongchit Tibprasorn; Chatchai Khiewngamdee; Woraphon Yamaka; Songsak Sriboonchitta
1-Feb-2017Forecasting Asian credit default swap spreads: A comparison of multi-regime modelsChatchai Khiewngamdee; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2018A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market RisksBenchawanaree Chodchuangnirun; Woraphon Yamaka; Chatchai Khiewngamdee
1-Jan-2018The Role of Agricultural Commodity Prices in a PortfolioChatchai Khiewngamdee; Quanrui Song; Somsak Chanaim
1-Feb-2017The role of Asian credit default swap index in portfolio risk managementJianxu Liu; Chatchai Khiewngamdee; Songsak Sriboonchitta
14-Oct-2019The role of Fintech e-payment on APEC economic developmentChatchai Khiewngamdee; Ho Don Yan
1-Jan-2018The role of oil price in the forecasts of agricultural commodity pricesRossarin Osathanunkul; Chatchai Khiewngamdee; Woraphon Yamaka; Songsak Sriboonchitta