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Results 1-10 of 17 (Search time: 0.006 seconds).
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Issue Date
Title
Author(s)
1-Jan-2022
Why LASSO, Ridge Regression, and EN: Explanation Based on Soft Computing
Woraphon Yamaka
;
Hamza Alkhatib
;
Ingo Neumann
;
Vladik Kreinovich
1-Jan-2022
The Impact of Oil Shock on Exchange Rates in BRICS Countries: A Markov Switching Model
Jirawan Suwannajak
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2022
Developed and Emerging Stock Markets Volatility During the Global Pandemic of Coronavirus Disease 2019 (COVID-19): Dynamic Correlation Approach
Pichayakone Rakpho
;
Woraphon Yamaka
;
Terdthiti Chitkasame
1-Jan-2022
Efficiency Effects in a Copula Based Stochastic Frontier Model
Woraphon Yamaka
1-Jan-2022
Predicting Energy Price Volatility Using Hybrid Artificial Neural Networks with GARCH-Type Models
Pichayakone Rakpho
;
Woraphon Yamaka
;
Rungrapee Phadkantha
1-Jan-2022
The Role of Bond Yield in Financial Asset Markets: Application of the Regression Kink Model
Chaiwat Klinlampu
;
Piangtawan Polard
;
Woraphon Yamaka
1-Jan-2022
Testing CAPM Using Markov Switching Models: Application to ASEAN-6 Stock Markets
Pichayakone Rakpho
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2022
A Bayesian Approach to Quantile Regression for Interval-Valued Data: Application to CAPM
Rungrapee Phadkantha
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2022
The Nonlinear Connectedness Among Cryptocurrencies Using Markov-Switching VAR Model
Namchok Chimprang
;
Rungrapee Phadkantha
;
Woraphon Yamaka
1-Jan-2022
How the Exchange Rate Reacts to Google Trends During the COVID-19 Pandemic
Chaiwat Klinlampu
;
Pichayakone Rakpho
;
Supareuk Tarapituxwong
;
Woraphon Yamaka
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Author
4
Pichayakone Rakpho
4
Songsak Sriboonchitta
3
Paravee Maneejuk
3
Rungrapee Phadkantha
3
Wilawan Srichaikul
2
Chaiwat Klinlampu
2
Vladik Kreinovich
1
Brahim Boudine
1
Hai Q. Dinh
1
Hamza Alkhatib
.
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