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Results 1-10 of 13 (Search time: 0.005 seconds).
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Issue DateTitleAuthor(s)
1-Jan-2018Analysis of risk, rate of return and dependency of REITs in ASIA with capital asset pricing modelRungrapee Phadkantha; Woraphon Yamaka; Roengchai Tansuchat
26-Jul-2018A nonlinear time-varying copula using kink approachRungrapee Phadkantha; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2019Modeling dependence of agricultural commodity futures through markov switching copula with mixture distribution regimesWoraphon Yamaka; Rungrapee Phadkantha; Songsak Sriboonchitta
1-Jan-2019Analysis of herding behavior using bayesian quantile regressionRungrapee Phadkantha; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2021Herding Behavior Existence in MSCI Far East Ex Japan Index: A Markov Switching ApproachWoraphon Yamaka; Rungrapee Phadkantha; Paravee Maneejuk
1-Aug-2022The nonlinear impact of electricity consumption on economic growth: Evidence from ThailandRungrapee Phadkantha; Woraphon Yamaka
1-Sep-2020Why the use of convex combinations works well for interval data: A theoretical explanationRungrapee Phadkantha; Woraphon Yamaka
1-Jan-2022Predicting Energy Price Volatility Using Hybrid Artificial Neural Networks with GARCH-Type ModelsPichayakone Rakpho; Woraphon Yamaka; Rungrapee Phadkantha
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