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Results 11-20 of 31 (Search time: 0.009 seconds).
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Issue DateTitleAuthor(s)
1-Jan-2022Predicting Energy Price Volatility Using Hybrid Artificial Neural Networks with GARCH-Type ModelsPichayakone Rakpho; Woraphon Yamaka; Rungrapee Phadkantha
1-Jan-2022Constacyclic codes over F<sup>q2</sup>[u]/⟨<sup>u2</sup>-<sup>w2</sup>⟩ and their application in quantum code constructionTushar Bag; Hai Q. Dinh; Kanat Abdukhalikov; Ashish K. Upadhyay; Woraphon Yamaka
1-Jan-2022The transition of the global financial markets' connectedness during the COVID-19 pandemicParavee Maneejuk; Nuttaphong Kaewtathip; Peemmawat Jaipong; Woraphon Yamaka
1-Jan-2022Economic survival duration of Thai workers during COVID-19Supanika Leurcharusmee; Woraphon Yamaka; Paravee Maneejuk; Nalitra Thaiprasert; Nathapong Tuntichiranon
1-Nov-2022Volatility spillovers between ethanol and corn prices: A Bayesian analysisSiraprapa Yosthongngam; Roengchai Tansuchat; Woraphon Yamaka
1-Nov-2022Nexus between energy price shocks and the G7 financial developmentParavee Maneejuk; Woraphon Yamaka
1-Jan-2022The Role of Bond Yield in Financial Asset Markets: Application of the Regression Kink ModelChaiwat Klinlampu; Piangtawan Polard; Woraphon Yamaka
1-Jan-2022Testing CAPM Using Markov Switching Models: Application to ASEAN-6 Stock MarketsPichayakone Rakpho; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2022A Bayesian Approach to Quantile Regression for Interval-Valued Data: Application to CAPMRungrapee Phadkantha; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2022The Nonlinear Connectedness Among Cryptocurrencies Using Markov-Switching VAR ModelNamchok Chimprang; Rungrapee Phadkantha; Woraphon Yamaka