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Browsing by Author Woraphon Yamaka

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Showing results 127 to 146 of 201 < previous   next >
Issue DateTitleAuthor(s)
1-Jan-2017Maximum entropy quantile regression with unknown quantileKanchana Chokethaworn; Woraphon Yamaka; Paravee Maneejuk
26-Jul-2018Maximum product spacings method for the estimation of parameters of linear regressionSukrit Thongkairat; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2021MDS Constacyclic Codes and MDS Symbol-Pair Constacyclic CodesHai Q. Dinh; Bac T. Nguyen; Abhay Kumar Singh; Woraphon Yamaka
1-Jan-2022MDS symbol-pair repeated-root constacylic codes of prime power lengths over F<inf>q</inf>+ uF<inf>q</inf>+ u<sup>2</sup>F<inf>q</inf>Jamal Laaouine; Hai Q. Dinh; Mohammed E. Charkani; Woraphon Yamaka
1-Jan-2021Measuring Dependence in China-United States Trade War: A Dynamic Copula Approach for BRICV and US Stock MarketsWorrawat Saijai; Woraphon Yamaka; Paravee Maneejuk
Sep-2021Measuring state-owned commercial banks efficiency in China: a panel copula based stochastic frontier modelSongsak Sriboonchitt; Woraphon Yamaka; Paravee Maneejuk; Zhang, Wenbo
1-Sep-2020A mixed copula-based vector autoregressive model for econometric analysisWoraphon Yamaka; Sukrit Thongkairat
1-Jan-2018Mixed-copulas approach in examining the relationship between oil prices and ASEAN’s stock marketsParavee Maneejuk; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2019Modeling dependence of agricultural commodity futures through markov switching copula with mixture distribution regimesWoraphon Yamaka; Rungrapee Phadkantha; Songsak Sriboonchitta
1-Jan-2019Modeling nonlinear dependence structure using logistic smooth transition copula modelParavee Maneejuk; Woraphon Yamaka; Pisit Leeahtam
1-Jan-2019Modeling the dependence among crude oil, stock and exchange rate: A bayesian smooth transition vector autoregressionPayap Tarkhamtham; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2016Multi-asset portfolio returns: A markov switching copula-based approachKongliang Zhu; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2020Multifactor capital asset pricing model in emerging and advanced markets using two error components modelRadamanee Noppasit; Woraphon Yamaka; Paravee Maneejuk; Wachirawit Puttachai; Songsak Sriboonchitta
1-Jan-2021A multivariate copula-based sur probit model: Application to insolvency probability of enterprisesParavee Maneejuk; Chalerm Jaitang; Woraphon Yamaka
1-Nov-2020New DNA codes from cyclic codes over mixed alphabetsHai Q. Dinh; Sachin Pathak; Ashish Kumar Upadhyay; Woraphon Yamaka
1-Mar-2020New Non-Binary Quantum Codes from Cyclic Codes over Product RingsTushar Bag; Hai Q. DInh; Ashish Kumar Upadhyay; Woraphon Yamaka
1-Nov-2022Nexus between energy price shocks and the G7 financial developmentParavee Maneejuk; Woraphon Yamaka
1-Jan-2022The Nonlinear Connectedness Among Cryptocurrencies Using Markov-Switching VAR ModelNamchok Chimprang; Rungrapee Phadkantha; Woraphon Yamaka
1-Jan-2019Nonlinear dependence structure in emerging and advanced stock marketsRoengchai Tansuchat; Woraphon Yamaka
1-Aug-2022The nonlinear impact of electricity consumption on economic growth: Evidence from ThailandRungrapee Phadkantha; Woraphon Yamaka
Showing results 127 to 146 of 201 < previous   next >