1. CMU Intellectual Repository

Search


Current filters:


Start a new search
Add filters:

Use filters to refine the search results.

 | 
Results 1-10 of 14 (Search time: 0.003 seconds).
Item hits:
Issue DateTitleAuthor(s)
1-Jan-2016A copula-based markov switching seemingly unrelated regression approach for analysis the demand and supply on sugar marketPathairat Pastpipatkul; Nisit Panthamit; Woraphon Yamaka; Songsak Sriboochitta
1-Jan-2016Analyzing financial risk and co-movement of gold market, and Indonesian, Philippine, and Thailand stock markets: Dynamic copula with markov-switchingPathairat Pastpipatkul; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2016Effect of quantitative easing on ASEAN-5 financial marketsPathairat Pastpipatkul; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2016Dependence structure of and co-movement between thai currency and international currencies after introduction of quantitative easingPathairat Pastpipatkul; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2018Bayesian empirical likelihood estimation for kink regression with unknown thresholdWoraphon Yamaka; Pathairat Pastpipatkul; Songsak Sriboonchitta
1-Jan-2018Interval-valued estimation for the five largest market capitalization stocks in the stock exchange of Thailand by Markov-Switching CAPMKarn Thamprasert; Pathairat Pastpipatkul; Woraphon Yamaka
1-Jan-2018Price transmission mechanism for natural gas in ThailandNatnicha Nimmonrat; Pathairat Pastpipatkul; Woraphon Yamaka; Paravee Maneejuk
1-Jan-2018Portfolio selection with stock, gold and bond in Thailand under vine copulas functionsPathairat Pastpipatkul; Woraphon Yamaka; Songsak Sriboonchitta
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

Discover