Browsing by Author Pichayakone Rakpho

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Showing results 1 to 16 of 16
Issue DateTitleAuthor(s)
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-2021Artificial neural network with histogram data time series forecasting: A least squares approach based on wasserstein distancePichayakone Rakpho; Woraphon Yamaka; Kongliang Zhu
1-Jan-2019Bayesian markov switching quantile regression with unknown quantile τ: Application to stock exchange of Thailand (SET)Woraphon Yamaka; Pichayakone Rakpho; Songsak Sriboonchitta
1-Jan-2022Developed and Emerging Stock Markets Volatility During the Global Pandemic of Coronavirus Disease 2019 (COVID-19): Dynamic Correlation ApproachPichayakone Rakpho; Woraphon Yamaka; Terdthiti Chitkasame
1-Sep-2021Economic and energy impacts on greenhouse gas emissions: A case study of China and the USAWoraphon Yamaka; Rungrapee Phadkantha; Pichayakone Rakpho
1-Sep-2021The forecasting power of economic policy uncertainty for energy demand and supplyPichayakone Rakpho; Woraphon Yamaka
1-Jan-2021Hedging agriculture commodities futures with histogram data: A Markov switching volatility and correlation modelWoraphon Yamaka; Pichayakone Rakpho; Paravee Maneejuk
1-Jan-2022Hedging Agriculture Commodities Futures with Histogram Data Based on Conditional Copula-GJR-GARCHRoengchai Tansuchat; Pichayakone Rakpho
1-Jan-2022How the Exchange Rate Reacts to Google Trends During the COVID-19 PandemicChaiwat Klinlampu; Pichayakone Rakpho; Supareuk Tarapituxwong; Woraphon Yamaka
1-Jan-2019Markov switching dynamic multivariate garch models for hedging on foreign exchange marketPichayakone Rakpho; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2021Markov Switching Quantile Regression with Unknown Quantile Using a Generalized Class of Skewed Distributions: Evidence from the U.S. Technology Stock MarketWoraphon Yamaka; Pichayakone Rakpho
1-Jan-2022Predicting Energy Price Volatility Using Hybrid Artificial Neural Networks with GARCH-Type ModelsPichayakone Rakpho; Woraphon Yamaka; Rungrapee Phadkantha
1-Jan-2018Risk valuation of precious metal returns by histogram valued time seriesPichayakone Rakpho; Woraphon Yamaka; Roengchai Tansuchat
1-Jan-2020ROLE of FINANCIAL DEVELOPMENT for SOLVING the ENERGY INSECURITY in ASIAPichayakone Rakpho; Woraphon Yamaka; Wachirawit Puttachai; Paravee Maneejuk
1-Jan-2022Testing CAPM Using Markov Switching Models: Application to ASEAN-6 Stock MarketsPichayakone Rakpho; Woraphon Yamaka; Songsak Sriboonchitta
26-Jul-2018Which quantile is the most informative? Markov switching quantile model with unknown quantile levelPichayakone Rakpho; Woraphon Yamaka; Songsak Sriboonchitta