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Results 11-20 of 39 (Search time: 0.003 seconds).
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Issue Date
Title
Author(s)
1-Jan-2018
A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market Risks
Benchawanaree Chodchuangnirun
;
Woraphon Yamaka
;
Chatchai Khiewngamdee
1-Jan-2018
Macroeconomic News Announcement and Thailand Stock Market
Saowaluk Duangin
;
Woraphon Yamaka
;
Jirakom Sirisrisakulchai
;
Songsak Sriboonchitta
1-Jan-2018
Investigating Dynamic Correlation in the International Implied Volatility Indexes
Panida Fanpaeng
;
Woraphon Yamaka
;
Roengchai Tansuchat
1-Jan-2018
Markov-Switching ARDL Modeling of Parboiled Rice Import Demand from Thailand
Roengchai Tansuchat
;
Woraphon Yamaka
1-Jan-2015
Business cycle of international tourism demand in Thailand: A Markov-switching Bayesian Vector Error Correction model
Woraphon Yamaka
;
Pathairat Pastpipatkul
;
Songsak Sriboonchitta
1-Jan-2015
Co-movement and dependency between New York Stock Exchange, London Stock Exchange, Tokyo Stock Exchange, oil price, and gold price
Pathairat Pastpipatkul
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2015
Spillovers of quantitative easing on financial markets of Thailand, Indonesia, and the Philippines
Pathairat Pastpipatkul
;
Woraphon Yamaka
;
Aree Wiboonpongse
;
Songsak Sriboonchitta
1-Jan-2019
Hedging benefit of safe-haven gold in terms of co-skewness and covariance in stock market
Sukrit Thongkairat
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2019
Markov switching beta-skewed-t EGARCH
Woraphon Yamaka
;
Paravee Maneejuk
;
Songsak Sriboonchitta
1-Jan-2019
Nonlinear dependence structure in emerging and advanced stock markets
Roengchai Tansuchat
;
Woraphon Yamaka
Discover
Author
16
Songsak Sriboonchitta
10
Paravee Maneejuk
4
Pathairat Pastpipatkul
4
Pichayakone Rakpho
4
Roengchai Tansuchat
4
Rungrapee Phadkantha
3
Varith Pipitpojanakarn
3
Wilawan Srichaikul
2
Ashish Kumar Upadhyay
2
Benchawanaree Chodchuangnirun
.
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Subject
15
Engineering
11
Decision Sciences
10
Economics, Econometrics and Finance
3
Business, Management and Accounting
2
Energy
2
Environmental Science
2
Social Sciences
1
Materials Science
1
Physics and Astronomy
Date issued
13
2022
5
2021
1
2020
3
2019
8
2018
2
2017
4
2016
3
2015