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Browsing by Author Songsak Sriboonchitta

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Issue DateTitleAuthor(s)
1-Jan-2014An analysis of volatility and dependence between rubber spot and futures prices using copula-extreme value theoryPhattanan Boonyanuphong; Songsak Sriboonchitta
1-Jan-2013Analysis of volatility and dependence between the tourist arrivals from China to Thailand and Singapore: A copula-based GARCH approachJianxu Liu; Songsak Sriboonchitta
1-Jan-2014Analysis of volatility of and dependence between exchange rate and inflation rate in Lao people's democratic republic using copula-based GARCH approachTongvang Xiongtoua; Songsak Sriboonchitta
1-Jan-2013Analyzing dependence structure of obesity and high blood pressure: A copula approachJing Dai; Cheng Zi; Songsak Sriboonchitta; Zhanqiong He
1-Jan-2016Analyzing financial risk and co-movement of gold market, and Indonesian, Philippine, and Thailand stock markets: Dynamic copula with markov-switchingPathairat Pastpipatkul; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2016Analyzing MSCI global healthcare return and volatility with structural change based on residual CUSUM GARCH approachNantiworn Thianpaen; Songsak Sriboonchitta
1-Jan-2014Analyzing relationship between tourist arrivals from China and India to Thailand using copula based GARCH and seasonal patternOrnanong Puarattanaarunkorn; Songsak Sriboonchitta
1-Feb-2017Analyzing the contribution of ASEAN stock markets to systemic riskRoengchai Tansuchat; Woraphon Yamaka; Kritsana Khemawani; Songsak Sriboonchitta
1-Jan-2016Analyzing the effect of time-varying factors for Thai rice exportParavee Maneejuk; Pathairat Pastpipatkul; Songsak Sriboonchitta
27-Jul-2021Application of one-factor copula with Durante generators to high-dimensional data: Empirical study on stock market of ChinaYangnan Cheng; Jianxu Liu; Songsak Sriboonchitta
1-Jan-2018Application of the Bayesian dsge model to the international tourism sector: Evidence from Thailand's economic cycleSatawat Wannapan; Chukiat Chaiboonsri; Songsak Sriboonchitta
2021Applications of dynamic conditional correlation based models to financial and commodity asset dataSongsak Sriboonchitta; Woraphon Yamaka; Paravee Maneejuk; Worrawat Saijai
1-Jan-2016ARIMA versus artificial neural network for Thailand’s cassava starch export forecastingWarut Pannakkong; Van Nam Huynh; Songsak Sriboonchitta
1-Jun-2019Assessing regional economic performance in the Southern Thailand special economic zone using a Vine-COPAR modelArisara Romyen; Jianxu Liu; Songsak Sriboonchitta; Parinya Cherdchom; Paratta Prommee
1-Jan-2018Asymmetric effect with quantile regression for interval-valued variablesTeerawut Teetranont; Woraphon Yamaka; Songsak Sriboonchitta
1-Jul-2016Autoregressive conditional negative binomial model applied to over-dispersed time series of countsCathy W.S. Chen; Mike K.P. So; Jessica C. Li; Songsak Sriboonchitta
1-Jan-2018A bad plan is better than no plan: A theoretical justification of an empirical observationSongsak Sriboonchitta; Vladik Kreinovich
1-Jan-2021A bayesian analysis of the determinants of china’s overseas contracted projects in countries along the belt and road initiativeMengjiao Wang; Jianxu Liu; Songsak Sriboonchitta
1-Jan-2019Bayesian approach for mixture copula modelSukrit Thongkairat; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2022A Bayesian Approach to Quantile Regression for Interval-Valued Data: Application to CAPMRungrapee Phadkantha; Woraphon Yamaka; Songsak Sriboonchitta
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