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Issue Date
Title
Author(s)
1-Nov-2017
Expectile and quantile kink regressions with unknown threshold
Varith Pipitpojanakarn
;
Paravee Maneejuk
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Nov-2017
Frontier quantile model using a generalized class of skewed distributions
Varith Pipitpojanakarn
;
Woraphon Yamaka
;
Songsak Sriboonchitta
;
Paravee Maneejuk
1-Feb-2017
Estimating efficiency of stock return with interval data
Phachongchit Tibprasorn
;
Chatchai Khiewngamdee
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Feb-2017
Predictive recursion maximum likelihood of threshold autoregressive model
Pathairat Pastpipatkul
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Feb-2017
Analysis of global competitiveness using copula-based stochastic frontier kink model
Paravee Maneejuk
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Feb-2017
Forecasting Asian credit default swap spreads: A comparison of multi-regime models
Chatchai Khiewngamdee
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Feb-2017
Analyzing the contribution of ASEAN stock markets to systemic risk
Roengchai Tansuchat
;
Woraphon Yamaka
;
Kritsana Khemawani
;
Songsak Sriboonchitta
Discover
Author
3
Paravee Maneejuk
2
Chatchai Khiewngamdee
2
Varith Pipitpojanakarn
1
Kritsana Khemawani
1
Pathairat Pastpipatkul
1
Phachongchit Tibprasorn
1
Roengchai Tansuchat
Subject
2
Energy
2
Engineering
2
Environmental Science
2
Mathematics
2
Social Sciences