Browsing by Author Songsak Sriboonchitta

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Issue DateTitleAuthor(s)
1-Jan-2018Macro-econometric forecasting for during periods of economic cycle using bayesian extreme value optimization algorithmSatawat Wannapan; Chukiat Chaiboonsri; Songsak Sriboonchitta
1-Jan-2016Macroeconomic factors affecting exchange rate fluctuation: Markov switching Bayesian quantile approachTanaporn Tungtrakul; Paravee Maneejuk; Songsak Sriboonchitta
1-Jan-2016Macroeconomic factors affecting the growth rate of FDI of AEC member countries using panel quantile regressionTanaporn Tungtrakul; Kunsuda Nimanussornkul; Songsak Sriboonchitta
1-Jan-2018Macroeconomic News Announcement and Thailand Stock MarketSaowaluk Duangin; Woraphon Yamaka; Jirakom Sirisrisakulchai; Songsak Sriboonchitta
26-Jul-2018Major export destinations of Thailand: Evidence from copula-based simultaneous kink equationPathairat Pastpipatkul; Petchaluck Boonyakunakorn; Songsak Sriboonchitta
1-Jan-2019Markov switching beta-skewed-t EGARCHWoraphon Yamaka; Paravee Maneejuk; Songsak Sriboonchitta
1-Jan-2019Markov switching dynamic multivariate garch models for hedging on foreign exchange marketPichayakone Rakpho; Woraphon Yamaka; Songsak Sriboonchitta
1-Nov-2017Markov switching regression with interval data: Application to financial risk via CAPMPathairat Pastpipatkul; Paravee Maneejuk; Songsak Sriboonchitta
1-Jan-2018A Markov-Switching Model with Mixture Distribution RegimesParavee Maneejuk; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2017Maxent-based explanation of why financial analysts systematically under-predict companies’ performanceVladik Kreinovich; Songsak Sriboonchitta
26-Jul-2018Maximum product spacings method for the estimation of parameters of linear regressionSukrit Thongkairat; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2020MDS Symbol-Pair Cyclic Codes of Length 2p<sup>s</sup> over F<inf>p</inf><sup>m</sup>Hai Q. DInh; Bac T. Nguyen; Songsak Sriboonchitta
1-Jan-2017Measurement and comparison of rice production efficiency in Thailand and India: An efficient frontier approachDuangthip Sirikanchanarak; Jianxu Liu; Songsak Sriboonchitta
1-May-2020Measurement of systemic risk in global financial markets and its application in forecasting trading decisionsJianxu Liu; Quanrui Song; Yang Qi; Sanzidur Rahman; Songsak Sriboonchitta
1-Jan-2020Measurements of the Conditional Dependence Structure Among Carbon, Fossil Energy and Renewable Energy Prices: Vine Copula Based GJR-GARCH ModelYefan Zhou; Jianxu Liu; Jirakom Sirisrisakulchai; Songsak Sriboonchitta
1-Jan-2019A method for k-means-like clustering of categorical dataThu Hien Thi Nguyen; Duy Tai Dinh; Songsak Sriboonchitta; Van Nam Huynh
1-Jan-2018Mixed-copulas approach in examining the relationship between oil prices and ASEAN’s stock marketsParavee Maneejuk; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2014A mixture of canonical vine copula-GARCH approach for modeling dependence of European electricity marketsJiechen Tang; Songsak Sriboonchitta; Xinyu Yuan
1-Jan-2016Modeling and forecasting interdependence of the ASEAN-5 stock markets and the US, Japan and ChinaKrit Lattayaporn; Jianxu Liu; Jirakom Sirisrisakulchai; Songsak Sriboonchitta
1-Jan-2020Modeling co-movement among different agricultural commodity markets: A copula-GARCH approachXinyu Yuan; Jiechen Tang; Wing Keung Wong; Songsak Sriboonchitta