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Results 31-40 of 169 (Search time: 0.009 seconds).
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Issue DateTitleAuthor(s)
1-Jan-2018A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market RisksBenchawanaree Chodchuangnirun; Woraphon Yamaka; Chatchai Khiewngamdee
1-Jan-2018Macroeconomic News Announcement and Thailand Stock MarketSaowaluk Duangin; Woraphon Yamaka; Jirakom Sirisrisakulchai; Songsak Sriboonchitta
1-Jan-2018Investigating Dynamic Correlation in the International Implied Volatility IndexesPanida Fanpaeng; Woraphon Yamaka; Roengchai Tansuchat
1-Jan-2018Markov-Switching ARDL Modeling of Parboiled Rice Import Demand from ThailandRoengchai Tansuchat; Woraphon Yamaka
1-Jan-2015Business cycle of international tourism demand in Thailand: A Markov-switching Bayesian Vector Error Correction modelWoraphon Yamaka; Pathairat Pastpipatkul; Songsak Sriboonchitta
1-Jan-2015Co-movement and dependency between New York Stock Exchange, London Stock Exchange, Tokyo Stock Exchange, oil price, and gold pricePathairat Pastpipatkul; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2015Spillovers of quantitative easing on financial markets of Thailand, Indonesia, and the PhilippinesPathairat Pastpipatkul; Woraphon Yamaka; Aree Wiboonpongse; Songsak Sriboonchitta
26-Jul-2018Comparison of entropy measures in generalized maximum entropy estimationWilawan Srichaikul; Woraphon Yamaka; Paravee Maneejuk; Songsak Sriboonchitta
26-Jul-2018Analysis of Markov switching seemingly unrelated regression model with skewed distributions, and its application to Thai cassava marketAnnop Thananchana; Pichayakone Rakpho; Woraphon Yamaka; Songsak Sriboonchitta
26-Jul-2018A nonlinear time-varying copula using kink approachRungrapee Phadkantha; Woraphon Yamaka; Songsak Sriboonchitta