Forecasting Asian credit default swap spreads: A comparison of multi-regime models

由 Khiewngamdee C., Yamaka W., Sriboonchitta S.
出版 2017

Analysis of global competitiveness using copula-based stochastic frontier kink model

由 Maneejuk P., Yamaka W., Sriboonchitta S.
出版 2017

Predictive recursion maximum likelihood of threshold autoregressive model

由 Pastpipatkul P., Yamaka W., Sriboonchitta S.
出版 2017

Analyzing financial risk and co-movement of gold market, and Indonesian, Philippine, and Thailand stock markets: Dynamic copula with markov-switching

由 Pastpipatkul P., Yamaka W., Sriboonchitta S.
出版 2017

Pair trading rule with switching regression GARCH model

由 Zhu K., Yamaka W., Sriboonchitta S.
出版 2017

Effect of quantitative easing on ASEAN-5 financial markets

由 Pastpipatkul P., Yamaka W., Sriboonchitta S.
出版 2017

On the linkages between exchange rate movements stock, bond and interest rate market in a regime-switching model: Evidence for Asean and East Asia

由 Zhu K., Yamaka W., Sriboonchitta S.
出版 2017

Does Asian credit default swap index improve portfolio performance?

由 Khiewngamdee C., Yamaka W., Sriboonchitta S.
出版 2017

A bayesian change point with regime switching model

由 Pastpipatkul P., Sriboonchitta S., Yamaka W.
出版 2017

Dependence structure of and co-movement between thai currency and international currencies after introduction of quantitative easing

由 Pastpipatkul P., Yamaka W., Sriboonchitta S.
出版 2017

Multi-asset portfolio returns: A markov switching copula-based approach

由 Zhu K., Yamaka W., Sriboonchitta S.
出版 2017

Has the accumulation of foreign reserves protect the Thai economy from financial crisis?: An approach of Empirical likelihood

由 Yamaka W., Pastpipatkul P., Sriboonchitta S.
出版 2017

A generalized information theoretical approach to non-linear time series model

由 Sriboochitta S., Yamaka W., Maneejuk P., Pastpipatkul P.
出版 2017

Estimating efficiency of stock return with interval data

由 Tibprasorn P., Khiewngamdee C., Yamaka W., Sriboonchitta S.
出版 2017

Analyzing the contribution of ASEAN stock markets to systemic risk

由 Tansuchat R., Yamaka W., Khemawani K., Sriboonchitta S.
出版 2017

A copula-based markov switching seemingly unrelated regression approach for analysis the demand and supply on sugar market

由 Pastpipatkul P., Panthamit N., Yamaka W., Sriboochitta S.
出版 2017

Relationships among prices of rubber in ASEAN: Bayesian structural VAR model

由 Kaewsompong N., Sriboonchitta S., Maneejuk P., Yamaka W.
出版 2017

Time-varying threshold regression model using the Kalman filter method

由 Sirikanchanarak D., Yamaka W., Khiewgamdee C., Sriboonchitta S.
出版 2017

Analysis of agricultural production in Asia and measurement of technical efficiency using copula-based stochastic frontier quantile model

由 Pipitpojanakarn V., Maneejuk P., Yamaka W., Sriboonchitta S.
出版 2017

Welfare measurement on Thai rubber market

由 Phochanachan P., Pastpipatkul P., Yamaka W., Sriboonchitta S.
出版 2017