Browsing by Author Woraphon Yamaka

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 1 to 20 of 61  next >
Issue DateTitleAuthor(s)
1-Jan-2016Analysis of agricultural production in Asia and measurement of technical efficiency using copula-based stochastic frontier quantile modelVarith Pipitpojanakarn; Paravee Maneejuk; Woraphon Yamaka; Songsak Sriboonchitta
1-Feb-2017Analysis of global competitiveness using copula-based stochastic frontier kink modelParavee Maneejuk; Woraphon Yamaka; Songsak Sriboonchitta
26-Jul-2018Analysis of Markov switching seemingly unrelated regression model with skewed distributions, and its application to Thai cassava marketAnnop Thananchana; Pichayakone Rakpho; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2018Analysis of risk, rate of return and dependency of REITs in ASIA with capital asset pricing modelRungrapee Phadkantha; Woraphon Yamaka; Roengchai Tansuchat
1-Jan-2018The analysis of the effect of monetary policy on consumption and investment in ThailandJirawan Suwannajak; Woraphon Yamaka; Songsak Sriboonchitta; Roengchai Tansuchat
1-Jan-2016Analyzing financial risk and co-movement of gold market, and Indonesian, Philippine, and Thailand stock markets: Dynamic copula with markov-switchingPathairat Pastpipatkul; Woraphon Yamaka; Songsak Sriboonchitta
1-Feb-2017Analyzing the contribution of ASEAN stock markets to systemic riskRoengchai Tansuchat; Woraphon Yamaka; Kritsana Khemawani; Songsak Sriboonchitta
1-Jan-2018Asymmetric effect with quantile regression for interval-valued variablesTeerawut Teetranont; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2018Bayesian empirical likelihood estimation for kink regression with unknown thresholdWoraphon Yamaka; Pathairat Pastpipatkul; Songsak Sriboonchitta
1-Jan-2015Business cycle of international tourism demand in Thailand: A Markov-switching Bayesian Vector Error Correction modelWoraphon Yamaka; Pathairat Pastpipatkul; Songsak Sriboonchitta
1-Jan-2017Capital asset pricing model through quantile regression: An entropy approachWoraphon Yamaka; Kittawit Autchariyapanitkul; Paravee Meneejuk; Songsak Sriboonchitta
1-Jan-2015Co-movement and dependency between New York Stock Exchange, London Stock Exchange, Tokyo Stock Exchange, oil price, and gold pricePathairat Pastpipatkul; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2018Comparing linear and nonlinear models in forecasting telephone subscriptions using likelihood based belief functionsNoppasit Chakpitak; Woraphon Yamaka; Songsak Sriboonchitta
26-Jul-2018Comparison of entropy measures in generalized maximum entropy estimationWilawan Srichaikul; Woraphon Yamaka; Paravee Maneejuk; Songsak Sriboonchitta
1-Jan-2016A copula-based markov switching seemingly unrelated regression approach for analysis the demand and supply on sugar marketPathairat Pastpipatkul; Nisit Panthamit; Woraphon Yamaka; Songsak Sriboochitta
26-Jul-2018Copulas based seemingly unrelated quantile regressionRoengchai Tansuchat; Paravee Maneejuk; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2016Dependence structure of and co-movement between thai currency and international currencies after introduction of quantitative easingPathairat Pastpipatkul; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2016Does Asian credit default swap index improve portfolio performance?Chatchai Khiewngamdee; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2016Effect of quantitative easing on ASEAN-5 financial marketsPathairat Pastpipatkul; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2017An empirical examination of maximum entropy in copula-based simultaneous equations modelKanchana Choktaworn; Paravee Maneejuk; Woraphon Yamaka