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Results 81-90 of 102 (Search time: 0.002 seconds).
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Issue DateTitleAuthor(s)
1-Jan-2021PrefaceSongsak Sriboonchitta; Vladik Kreinovich; Woraphon Yamaka
1-Jan-2022Predicting Energy Price Volatility Using Hybrid Artificial Neural Networks with GARCH-Type ModelsPichayakone Rakpho; Woraphon Yamaka; Rungrapee Phadkantha
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
1-Jan-2022How the Exchange Rate Reacts to Google Trends During the COVID-19 PandemicChaiwat Klinlampu; Pichayakone Rakpho; Supareuk Tarapituxwong; Woraphon Yamaka
1-Jan-2022Comparison of Entropy Measures in Panel Quantile Regression and Applications to Economic Growth AnalysisWoraphon Yamaka; Wilawan Srichaikul; Paravee Maneejuk
1-Jan-2022Structural and predictive analyses with a mixed copula-based vector autoregression modelWoraphon Yamaka; Rangan Gupta; Sukrit Thongkairat; Paravee Maneejuk
1-Jul-2022Symbol-Triple Distance of Repeated-Root Constacyclic Codes of Prime Power Lengths over F<inf>q</inf> +uF<inf>q</inf>+u<sup>2</sup>F<inf>q</inf>Hai Q. Dinh; Jamal Laaouine; Brahim Boudine; Woraphon Yamaka

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