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Issue Date
Title
Author(s)
1-Feb-2017
Analyzing the contribution of ASEAN stock markets to systemic risk
Roengchai Tansuchat
;
Woraphon Yamaka
;
Kritsana Khemawani
;
Songsak Sriboonchitta
28-Aug-2019
Forecasting of Thailand's rice exports price: Based on ridge and Lasso regression
Petchaluck Boonyakunakorn
;
Chonrada Nunti
;
Woraphon Yamaka
28-Aug-2019
Estimating efficiency effects with a copula-based spatial panel stochastic frontier model: Application in Thai rice production
Chonrada Nunti
;
Petchaluck Boonyakunakorn
;
Woraphon Yamaka
1-Jan-2019
Hedging benefit of safe-haven gold in terms of co-skewness and covariance in stock market
Sukrit Thongkairat
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2019
Markov switching beta-skewed-t EGARCH
Woraphon Yamaka
;
Paravee Maneejuk
;
Songsak Sriboonchitta
1-Jan-2019
Nonlinear dependence structure in emerging and advanced stock markets
Roengchai Tansuchat
;
Woraphon Yamaka
1-Jan-2019
Effect of fdi on the economy of host country: Case study of asean and Thailand
Nartrudee Sapsaad
;
Pathairat Pastpipatkul
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2019
Markov switching dynamic multivariate garch models for hedging on foreign exchange market
Pichayakone Rakpho
;
Woraphon Yamaka
;
Songsak Sriboonchitta
1-Jan-2019
Bayesian analysis of the logistic kink regression model using metropolis-hastings sampling
Paravee Maneejuk
;
Woraphon Yamaka
;
Duentemduang Nachaingmai
1-Jan-2019
Modeling the dependence among crude oil, stock and exchange rate: A bayesian smooth transition vector autoregression
Payap Tarkhamtham
;
Woraphon Yamaka
;
Songsak Sriboonchitta
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Author
46
Songsak Sriboonchitta
27
Paravee Maneejuk
14
Pathairat Pastpipatkul
10
Roengchai Tansuchat
9
Pichayakone Rakpho
9
Rungrapee Phadkantha
6
Hai Q. Dinh
6
Sukrit Thongkairat
6
Wilawan Srichaikul
5
Chatchai Khiewngamdee
.
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