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Issue Date
Title
Author(s)
1-Jan-2021
Preface
Songsak Sriboonchitta
;
Vladik Kreinovich
;
Woraphon Yamaka
1-Jan-2022
Predicting Energy Price Volatility Using Hybrid Artificial Neural Networks with GARCH-Type Models
Pichayakone Rakpho
;
Woraphon Yamaka
;
Rungrapee Phadkantha
1-Jan-2022
The Role of Bond Yield in Financial Asset Markets: Application of the Regression Kink Model
Chaiwat Klinlampu
;
Piangtawan Polard
;
Woraphon Yamaka
1-Jan-2022
Testing CAPM Using Markov Switching Models: Application to ASEAN-6 Stock Markets
Pichayakone Rakpho
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2022
A Bayesian Approach to Quantile Regression for Interval-Valued Data: Application to CAPM
Rungrapee Phadkantha
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2022
The Nonlinear Connectedness Among Cryptocurrencies Using Markov-Switching VAR Model
Namchok Chimprang
;
Rungrapee Phadkantha
;
Woraphon Yamaka
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-2022
Comparison of Entropy Measures in Panel Quantile Regression and Applications to Economic Growth Analysis
Woraphon Yamaka
;
Wilawan Srichaikul
;
Paravee Maneejuk
1-Jan-2022
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Rangan Gupta
;
Sukrit Thongkairat
;
Paravee Maneejuk
1-Jul-2022
Symbol-Triple Distance of Repeated-Root Constacyclic Codes of Prime Power Lengths over F<inf>q</inf> +uF<inf>q</inf>+u<sup>2</sup>F<inf>q</inf>
Hai Q. Dinh
;
Jamal Laaouine
;
Brahim Boudine
;
Woraphon Yamaka
Discover
Author
46
Songsak Sriboonchitta
27
Paravee Maneejuk
14
Pathairat Pastpipatkul
10
Roengchai Tansuchat
9
Pichayakone Rakpho
9
Rungrapee Phadkantha
6
Hai Q. Dinh
6
Sukrit Thongkairat
6
Wilawan Srichaikul
5
Chatchai Khiewngamdee
.
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Subject
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Mathematics
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Engineering
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10
Economics, Econometrics and Finance
7
Materials Science
3
Business, Management and Accounting
3
Social Sciences
2
Energy
2
Environmental Science
2
Multidisciplinary
.
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