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Issue Date
Title
Author(s)
1-Jan-2019
Markov switching dynamic multivariate garch models for hedging on foreign exchange market
Pichayakone Rakpho
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2019
Modeling the dependence among crude oil, stock and exchange rate: A bayesian smooth transition vector autoregression
Payap Tarkhamtham
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2019
Income risk across industries in Thailand: A pseudo-panel analysis
Natthaphat Kingnetr
;
Supanika Leurcharusmee
;
Jirakom Sirisrisakulchai
;
Songsak Sriboonchitta
1-Jan-2019
Analysis of the global economic crisis using the cox proportional hazards model
Wachirawit Puttachai
;
Woraphon Yamaka
;
Paravee Maneejuk
;
Songsak Sriboonchitta
1-Jan-2019
Bayesian approach for mixture copula model
Sukrit Thongkairat
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2019
Analysis of herding behavior using bayesian quantile regression
Rungrapee Phadkantha
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2019
Value at risk of the stock market in asean-5
Petchaluck Boonyakunakorn
;
Pathairat Pastpipatkul
;
Songsak Sriboonchitta
1-Jan-2019
Time-varying spillover effect among oil price and macroeconomic variables
Worrawat Saijai
;
Woraphon Yamaka
;
Paravee Maneejuk
;
Songsak Sriboonchitta
1-Jan-2019
The effect of energy consumption on economic growth in brics countries: Evidence from panel quantile bayesian regression
Wilawan Srichaikul
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2019
Why threshold models: A theoretical explanation
Thongchai Dumrongpokaphan
;
Vladik Kreinovich
;
Songsak Sriboonchitta
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Author
62
Woraphon Yamaka
51
Jianxu Liu
41
Vladik Kreinovich
32
Hai Q. Dinh
32
Paravee Maneejuk
30
Jirakom Sirisrisakulchai
30
Pathairat Pastpipatkul
26
Hung T. Nguyen
21
Olga Kosheleva
14
Kittawit Autchariyapanitkul
.
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11
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