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Browsing by Author Pichayakone Rakpho
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Showing results 7 to 16 of 16
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Issue Date
Title
Author(s)
1-Jan-2021
Hedging agriculture commodities futures with histogram data: A Markov switching volatility and correlation model
Woraphon Yamaka
;
Pichayakone Rakpho
;
Paravee Maneejuk
1-Jan-2022
Hedging Agriculture Commodities Futures with Histogram Data Based on Conditional Copula-GJR-GARCH
Roengchai Tansuchat
;
Pichayakone Rakpho
1-Jan-2022
How the Exchange Rate Reacts to Google Trends During the COVID-19 Pandemic
Chaiwat Klinlampu
;
Pichayakone Rakpho
;
Supareuk Tarapituxwong
;
Woraphon Yamaka
1-Jan-2019
Markov switching dynamic multivariate garch models for hedging on foreign exchange market
Pichayakone Rakpho
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2021
Markov Switching Quantile Regression with Unknown Quantile Using a Generalized Class of Skewed Distributions: Evidence from the U.S. Technology Stock Market
Woraphon Yamaka
;
Pichayakone Rakpho
1-Jan-2022
Predicting Energy Price Volatility Using Hybrid Artificial Neural Networks with GARCH-Type Models
Pichayakone Rakpho
;
Woraphon Yamaka
;
Rungrapee Phadkantha
1-Jan-2018
Risk valuation of precious metal returns by histogram valued time series
Pichayakone Rakpho
;
Woraphon Yamaka
;
Roengchai Tansuchat
1-Jan-2020
ROLE of FINANCIAL DEVELOPMENT for SOLVING the ENERGY INSECURITY in ASIA
Pichayakone Rakpho
;
Woraphon Yamaka
;
Wachirawit Puttachai
;
Paravee Maneejuk
1-Jan-2022
Testing CAPM Using Markov Switching Models: Application to ASEAN-6 Stock Markets
Pichayakone Rakpho
;
Woraphon Yamaka
;
Songsak Sriboonchitta
26-Jul-2018
Which quantile is the most informative? Markov switching quantile model with unknown quantile level
Pichayakone Rakpho
;
Woraphon Yamaka
;
Songsak Sriboonchitta