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Browsing by Author Kittawit Autchariyapanitkul

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Issue DateTitleAuthor(s)
Feb-2015Applications of Quantile Regression Under Asymmetric Laplace Distribution and Copula Based Returns and Risk Measures to Financial EconometricsProf. Dr. Songsak Sriboonchitta; Lect. Dr. Chukiat Chaiboonsri; Lect. Dr. Jirakom Sirisrisakulchai; Kittawit Autchariyapanitkul
1-Jan-2017Capital asset pricing model through quantile regression: An entropy approachWoraphon Yamaka; Kittawit Autchariyapanitkul; Paravee Meneejuk; Songsak Sriboonchitta
1-Jan-2015Capital asset pricing model with interval dataSutthiporn Piamsuwannakit; Kittawit Autchariyapanitkul; Songsak Sriboonchitta; Rujira Ouncharoen
1-Jan-2015Capital asset pricing model with interval dataSutthiporn Piamsuwannakit; Kittawit Autchariyapanitkul; Songsak Sriboonchitta; Rujira Ouncharoen
1-Jan-2015A copula-based stochastic frontier model for financial pricingPhachongchit Tibprasorn; Kittawit Autchariyapanitkul; Somsak Chaniam; Songsak Sriboonchitta
1-Jan-2015A copula-based stochastic frontier model for financial pricingPhachongchit Tibprasorn; Kittawit Autchariyapanitkul; Somsak Chaniam; Songsak Sriboonchitta
1-Jan-2015Evaluation of portfolio returns in fama-french model using quantile regression under asymmetric laplace distributionKittawit Autchariyapanitkul; Somsak Chanaim; Songsak Sriboonchitta
Aug-2023Factors effecting of the consumer purchase intention by livestream shopping in ChinaAnaspree Chaiwan; Chaiwat Nimanussornkul; Yang, Qi; Kittawit Autchariyapanitkul
1-Jan-2016A flood risk assessment based on maximum flow capacity of canal systemJirakom Sirisrisakulchai; Napat Harnpornchai; Kittawit Autchariyapanitkul; Songsak Sriboonchitta
30-Aug-2017Fuzzy techniques explain empirical power law governing wars and terrorist attacksHung T. Nguyen; Kittawit Autchariyapanitkul; Vladik Kreinovich
1-Jan-2022Investigating the Predictive Power of Google Trend and Real Price Indexes in Forecasting the Inflation VolatilityKittawit Autchariyapanitkul; Terdthiti Chitkasame; Namchok Chimprang; Chaiwat Klinlampu
1-Sep-2015Optimal outpatient appointment system with uncertain parameters using adaptive-penalty genetic algorithmNapat Harnpornchai; Kittawit Autchariyapanitkul; Jirakom Sirisrisakulchai; Songsak Sriboonchitta
1-Jan-2016Optimizing Stock Returns Portfolio Using the Dependence Structure Between Capital Asset Pricing Models: A Vine Copula-Based ApproachKittawit Autchariyapanitkul; Sutthiporn Piamsuwannakit; Somsak Chanaim; Songsak Sriboonchitta
1-Sep-2015Portfolio optimization of financial returns using fuzzy approach with NSGA-II algorithmJirakom Sirisrisakulchai; Kittawit Autchariyapanitkul; Napat Harnpornchai; Songsak Sriboonchitta
1-Jan-2014Predicting stock returns in the capital asset pricing model using quantile regression and belief functionsKittawit Autchariyapanitkul; Somsak Chanaim; Songsak Sriboonchitta; Thierry Denoeux
1-Jan-2015Quantile regression under asymmetric laplace distribution in capital asset pricing modelKittawit Autchariyapanitkul; Somsak Chanaim; Songsak Sriboonchitta
1-Jan-2018Quantum Econometrics: How to Explain Its Quantitative Successes and How the Resulting Formulas Are Related to Scale Invariance, Entropy, and FuzzinessKittawit Autchariyapanitkul; Olga Kosheleva; Vladik Kreinovich; Songsak Sriboonchitta
1-Jan-2017Technical efficiency in rice production at farm level in northern Thailand: A stochastic frontier with maximum entropy approachKittawit Autchariyapanitkul; Jirakom Srisirisakulchai; Kasem Kunasri; Apiwat Ayusuk
30-Aug-2017Uncertain information fusion and knowledge integration: How to take reliability into accountHung T. Nguyen; Kittawit Autchariyapanitkul; Olga Kosheleva; Vladik Kreinovich
1-Jan-2015Volatility linkages between price returns of Crude oil and crude palm oil in the ASEAN region: A copula based GARCH approachTeera Kiatmanaroch; Ornanong Puarattanaarunkorn; Kittawit Autchariyapanitkul; Songsak Sriboonchitta
Showing results 1 to 20 of 20