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Issue Date
Title
Author(s)
1-Jan-2016
Macroeconomic factors affecting exchange rate fluctuation: Markov switching Bayesian quantile approach
Tanaporn Tungtrakul
;
Paravee Maneejuk
;
Songsak Sriboonchitta
1-Jan-2016
A convex combination method for linear regression with interval data
Somsak Chanaim
;
Songsak Sriboonchitta
;
Chongkolnee Rungruang
1-Jan-2016
Time series forecast using AR-belief approach
Nantiworn Thianpaen
;
Jianxu Liu
;
Songsak Sriboonchitta
1-Jan-2016
Modelling co-movement and portfolio optimization of gold and global major currencies
Methas Rattanasorn
;
Jianxu Liu
;
Jirakom Sirisrisakulchai
;
Songsak Sriboonchitta
1-Jan-2016
A copula-based stochastic frontier model and efficiency analysis: Evidence from stock exchange of Thailand
Phachongchit Tibprasorn
;
Somsak Chanaim
;
Songsak Sriboonchitta
1-Jan-2016
Analysis of agricultural production in Asia and measurement of technical efficiency using copula-based stochastic frontier quantile model
Varith Pipitpojanakarn
;
Paravee Maneejuk
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2016
An empirical confirmation of the superior performance of MIDAS over ARIMAX
Tanaporn Tungtrakul
;
Natthaphat Kingnetr
;
Songsak Sriboonchitta
1-Jan-2016
Does Asian credit default swap index improve portfolio performance?
Chatchai Khiewngamdee
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2016
Volatility hedging model for precious metal futures returns
Roengchai Tansuchat
;
Paravee Maneejuk
;
Songsak Sriboonchitta
1-Jan-2016
Analyzing financial risk and co-movement of gold market, and Indonesian, Philippine, and Thailand stock markets: Dynamic copula with markov-switching
Pathairat Pastpipatkul
;
Woraphon Yamaka
;
Songsak Sriboonchitta
Discover
Author
58
Woraphon Yamaka
43
Jianxu Liu
38
Vladik Kreinovich
30
Hai Q. Dinh
30
Pathairat Pastpipatkul
29
Jirakom Sirisrisakulchai
29
Paravee Maneejuk
26
Hung T. Nguyen
18
Olga Kosheleva
14
Kittawit Autchariyapanitkul
.
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15
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