Woraphon Yamaka

113 papers Journal 40Unranked 40
YearRankTypeTitle / Venue / Authors
2025 J jnl
A Family of Almost MDS Symbol-Pair Codes of Length 8p.
IEEE Access
Hai Q. Dinh, Bac Trong Nguyen, Hiep L. Thi, Woraphon Yamaka
2025 J jnl
CMU TARA: Teaching and research assistant in statistics and econometrics with generative AI integration.
SoftwareX
Woraphon Yamaka, Somsak Chanaim, Namchok Chimprang, Nootchanat Pirabun, Paravee Maneejuk, Tatcha Sudtasan, Chinnapat Buachart
2024 J jnl
ℤ
Appl. Algebra Eng. Commun. Comput.
Hai Q. Dinh, Bhanu Pratap Yadav, Sachin Pathak, Abhyendra Prasad, Ashish Kumar Upadhyay, Woraphon Yamaka
2023 J jnl
$${\mathbb {F}}_{2}[u]{\mathbb {F}}_{2}[u] $$-additive cyclic codes are asymptotically good.
J. Appl. Math. Comput.
Hai Q. Dinh, Bhanu Pratap Yadav, Sachin Pathak, Abhyendra Prasad, Ashish Kumar Upadhyay, Woraphon Yamaka
2023 — conf
Examining the Risk Contribution of Major Stock Markets to the Global Equity Market During the COVID-19 Pandemic.
IUKM (1)
Namchok Chimprang, Woraphon Yamaka, Nattakit Intawong
2023 — conf
Lasso and Ridge for GARCH-X Models.
IUKM (1)
Woraphon Yamaka, Paravee Maneejuk, Sukrit Thongkairat
2023 J jnl
MDS symbol-pair repeated-root constacylic codes of prime power lengths over $$\mathbb {F}_{q}+ u\mathbb {F}_{q} + u^{2}\mathbb {F}_{q} $$.
J. Appl. Math. Comput.
Jamal Laaouine, Hai Q. Dinh, Mohammed E. Charkani, Woraphon Yamaka
2023 J jnl
Nonlinear Effects in the Asymmetric Copula-Based Stochastic Frontier Model.
Int. J. Uncertain. Fuzziness Knowl. Based Syst.
Woraphon Yamaka, Paravee Maneejuk, Namchok Chimprang
2023 J jnl
On Hamming distance distributions of repeated-root constacyclic codes of length 3
Discret. Math.
Hai Q. Dinh, Bac Trong Nguyen, Hiep L. Thi, Woraphon Yamaka
2023 J jnl
On Symbol-Triple Distance of a Class of Constacyclic Codes of Length 3p
IEEE Access
Hai Q. Dinh, Bac Trong Nguyen, Hiep T. Luu, Woraphon Yamaka
2023 — conf
Revolutionizing SET50 Stock Portfolio Management with Deep Reinforcement Learning.
IUKM (1)
Sukrit Thongkairat, Donlapark Ponnoprat, Phimphaka Taninpong, Woraphon Yamaka
2023 J jnl
Self-Dual Double Circulant, Self-Dual Double Negacirculant and LCD Double Negacirculant Codes Over the Ring F
IEEE Access
Hai Q. Dinh, Bhanu Pratap Yadav, Bac Trong Nguyen, Ashish Kumar Upadhyay, Woraphon Yamaka
2023 J jnl
Why Markov Switching Models Work Well: An Explanation.
Int. J. Uncertain. Fuzziness Knowl. Based Syst.
Woraphon Yamaka, Laxman Bokati
2022 J jnl
Analyzing the Causality and Dependence between Exchange Rate and Real Estate Prices in Boom-and-Bust Markets: Quantile Causality and DCC Copula GARCH Approaches.
Axioms
Woraphon Yamaka, Jianxu Liu, Mingyang Li, Paravee Maneejuk, Hai Q. Dinh
2022 J jnl
Constacyclic codes over $${\pmb {\mathbb {F}}}_{q^2}[u]/\langle u^2-w^2 \rangle $$ and their application in quantum code construction.
J. Appl. Math. Comput.
Tushar Bag, Hai Q. Dinh, Kanat Abdukhalikov, Ashish Kumar Upadhyay, Woraphon Yamaka
2022 J jnl
Do Bitcoin and Traditional Financial Assets Act as an Inflation Hedge during Stable and Turbulent Markets? Evidence from High Cryptocurrency Adoption Countries.
Axioms
Panisara Phochanachan, Nootchanat Pirabun, Supanika Leurcharusmee, Woraphon Yamaka
2022 J jnl
Entropy inference in smooth transition kink regression.
Commun. Stat. Simul. Comput.
Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
2022 J jnl
Improving the Accuracy of Forecasting Models Using the Modified Model of Single-Valued Neutrosophic Hesitant Fuzzy Time Series.
Axioms
Kittikun Pantachang, Roengchai Tansuchat, Woraphon Yamaka
2022 J jnl
On Hamming Distance Distributions of Repeated-Root Cyclic Codes of Length 5p
IEEE Access
Hai Q. Dinh, Bac Trong Nguyen, Hiep L. Thi, Woraphon Yamaka
2022 — conf
Predicting Energy Price Volatility Using Hybrid Artificial Neural Networks with GARCH-Type Models.
IUKM
Pichayakone Rakpho, Woraphon Yamaka, Rungrapee Phadkantha
2022 J jnl
Self-dual constacyclic codes of length $$2^s$$ over the ring $$\mathbb {F}_{2^m}[u,v]/\langle u^2, v^2, uv-vu \rangle $$.
J. Appl. Math. Comput.
Hai Q. Dinh, Pramod Kumar Kewat, Sarika Kushwaha, Woraphon Yamaka
2021 J jnl
A convex combination approach for Markov switching CAPM of interval data.
Soft Comput.
Woraphon Yamaka, Rungrapee Phadkantha
2021 J jnl
A multivariate copula-based SUR probit model: application to insolvency probability of enterprises.
Int. J. Data Min. Model. Manag.
Paravee Maneejuk, Chalerm Jaitang, Woraphon Yamaka
2021 J jnl
Constacyclic codes over mixed alphabets and their applications in constructing new quantum codes.
Quantum Inf. Process.
Hai Q. Dinh, Sachin Pathak, Tushar Bag, Ashish Kumar Upadhyay, Woraphon Yamaka
2021 J jnl
Does the Kuznets curve exist in Thailand? A two decades' perspective (1993-2015).
Ann. Oper. Res.
Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
2021 J jnl
Hamming distances of constacyclic codes of length 3
Finite Fields Their Appl.
Hai Q. Dinh, Xiaoqiang Wang, Hongwei Liu, Woraphon Yamaka
2021 J jnl
Hedging agriculture commodities futures with histogram data: a Markov switching volatility and correlation model.
Int. J. Data Min. Model. Manag.
Woraphon Yamaka, Pichayakone Rakpho, Paravee Maneejuk
2021 J jnl
MDS Constacyclic Codes and MDS Symbol-Pair Constacyclic Codes.
IEEE Access
Hai Q. Dinh, Bac Trong Nguyen, Abhay Kumar Singh, Woraphon Yamaka
2021 J jnl
On F2RS-cyclic codes and their applications in constructing optimal codes.
Discret. Math.
Hai Q. Dinh, Sachin Pathak, Tushar Bag, Ashish Kumar Upadhyay, Ramakrishna Bandi, Woraphon Yamaka
2021 J jnl
Sparse estimations in kink regression model.
Soft Comput.
Woraphon Yamaka
2020 J jnl
A Mixed Copula-Based Vector Autoregressive Model for Econometric Analysis.
Int. J. Uncertain. Fuzziness Knowl. Based Syst.
Woraphon Yamaka, Sukrit Thongkairat
2020 J jnl
Bayesian Estimation of Archimedean Copula-Based SUR Quantile Models.
Complex.
Nachatchapong Kaewsompong, Paravee Maneejuk, Woraphon Yamaka
2020 J jnl
Constacyclic Codes of Length 3p
IEEE Access
Hai Q. Dinh, Bac Trong Nguyen, Woraphon Yamaka
2020 J jnl
Exchange Rate Volatility Forecasting by Hybrid Neural Network Markov Switching Beta-t-EGARCH.
IEEE Access
Ruofan Liao, Woraphon Yamaka, Songsak Sriboonchitta
2020 J jnl
Explicit Representation and Enumeration of Repeated-Root (δ + αu²)-Constacyclic Codes Over F₂
IEEE Access
Yuan Cao, Yonglin Cao, Hai Q. Dinh, Tushar Bag, Woraphon Yamaka
2020 J jnl
Forecasting Using Information and Entropy Based on Belief Functions.
Complex.
Woraphon Yamaka, Songsak Sriboonchitta
2020 J jnl
Multifactor capital asset pricing model in emerging and advanced markets using two error components model.
Int. J. Appl. Decis. Sci.
Radamanee Noppasit, Woraphon Yamaka, Paravee Maneejuk, Wachirawit Puttachai, Songsak Sriboonchitta
2020 J jnl
New Non-Binary Quantum Codes from Cyclic Codes Over Product Rings.
IEEE Commun. Lett.
Tushar Bag, Hai Q. Dinh, Ashish Kumar Upadhyay, Woraphon Yamaka
2020 J jnl
On constacyclic codes of length ps over Fpm[u, v]∕〈u2, v2, uv-vu〉.
Discret. Math.
Hai Q. Dinh, Pramod Kumar Kewat, Sarika Kushwaha, Woraphon Yamaka
2020 J jnl
Quantum MDS and Synchronizable Codes From Cyclic and Negacyclic Codes of Length 2p
IEEE Access
Hai Q. Dinh, Bac Trong Nguyen, Woraphon Yamaka
2020 J jnl
Quantum codes from skew constacyclic codes over the ring Fq[u, v]∕〈u2-1, v2-1, uv-vu〉.
Discret. Math.
Tushar Bag, Hai Q. Dinh, Ashish Kumar Upadhyay, Ramakrishna Bandi, Woraphon Yamaka
2020 J jnl
Why the Use of Convex Combinations Works Well for Interval Data: A Theoretical Explanation.
Int. J. Uncertain. Fuzziness Knowl. Based Syst.
Rungrapee Phadkantha, Woraphon Yamaka
2020 J jnl
b-Symbol Distance of Constacylic Codes of Length p
IEEE Access
Hai Q. Dinh, Atul Gaur, Abhay Kumar Singh, Manoj Kumar Singh, Woraphon Yamaka
2019 — ch.
A Regime Switching Skew-Distribution Model of Contagion.
Structural Changes and their Econometric Modeling
Woraphon Yamaka, Payap Tarkhamtham, Paravee Maneejuk, Songsak Sriboonchitta
2019 — ch.
A Regime Switching Time-Varying Copula Approach to Oil and Stock Markets Dependence: The Case of G7 Economies.
Structural Changes and their Econometric Modeling
Rungrapee Phadkantha, Woraphon Yamaka, Songsak Sriboonchitta
2019 — ch.
A Regime Switching Vector Error Correction Model of Analysis of Cointegration in Oil, Gold, Stock Markets.
Structural Changes and their Econometric Modeling
Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta
2019 — conf
Analysis of Herding Behavior Using Bayesian Quantile Regression.
ECONVN
Rungrapee Phadkantha, Woraphon Yamaka, Songsak Sriboonchitta
2019 — conf
Analysis of the Global Economic Crisis Using the Cox Proportional Hazards Model.
ECONVN
Wachirawit Puttachai, Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta
2019 — conf
Bayesian Analysis of the Logistic Kink Regression Model Using Metropolis-Hastings Sampling.
ECONVN
Paravee Maneejuk, Woraphon Yamaka, Duentemduang Nachaingmai
2019 — conf
Bayesian Approach for Mixture Copula Model.
ECONVN
Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta
2019 — ch.
Determinants of Foreign Direct Investment Inflow in ASEAN Countries: Panel Threshold Approach and Panel Smooth Transition Regression Approach.
Structural Changes and their Econometric Modeling
Noppasit Chakpitak, Wilawan Srichaikul, Woraphon Yamaka, Songsak Sriboonchitta
2019 — conf
Effect of FDI on the Economy of Host Country: Case Study of ASEAN and Thailand.
ECONVN
Nartrudee Sapsaad, Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
2019 — conf
Estimating Efficiency Effects with a Copula-based Spatial Panel Stochastic Frontier Model: Application in Thai rice Production.
ICBDT
Chonrada Nunti, Petchaluck Boonyakunakorn, Woraphon Yamaka
2019 — conf
Export Price and Local Price Relation in Longan of Thailand: The Bivariate Threshold VECM Model.
ECONVN
Nachatchapong Kaewsompong, Woraphon Yamaka, Paravee Maneejuk
2019 — ch.
Forecasting Exchange Rate with Linear and Non-linear Vector Autoregressive.
Structural Changes and their Econometric Modeling
Rungrapee Phadkantha, Woraphon Yamaka, Songsak Sriboonchitta
2019 — conf
Forecasting of Thailand's Rice Exports Price: Based on Ridge and Lasso Regression.
ICBDT
Petchaluck Boonyakunakorn, Chonrada Nunti, Woraphon Yamaka
2019 — conf
Hedging Benefit of Safe-Haven Gold in Terms of Co-skewness and Covariance in Stock Market.
IUKM
Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta
2019 J jnl
MDS Symbol-Pair Repeated-Root Constacylic Codes of Prime Power Lengths Over 𝔽
IEEE Access
Hai Q. Dinh, Poom Kumam, Pardeep Kumar, Sampurna Satpati, Abhay Kumar Singh, Woraphon Yamaka
2019 — conf
Markov Switching Beta-skewed-t EGARCH.
IUKM
Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta
2019 — ch.
Markov Switching Constant Conditional Correlation GARCH Models for Hedging on Gold and Crude Oil.
Structural Changes and their Econometric Modeling
Noppasit Chakpitak, Pichayakone Rakpho, Woraphon Yamaka
2019 — conf
Markov Switching Dynamic Multivariate GARCH Models for Hedging on Foreign Exchange Market.
ECONVN
Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta
2019 — ch.
Markov Switching Quantile Model Unknown tau Energy Stocks Price Index Thailand.
Structural Changes and their Econometric Modeling
Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta
2019 — ch.
Measuring U.S. Business Cycle Using Markov-Switching Model: A Comparison Between Empirical Likelihood Estimation and Parametric Estimations.
Structural Changes and their Econometric Modeling
Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
2019 — conf
Modeling the Dependence Among Crude Oil, Stock and Exchange Rate: A Bayesian Smooth Transition Vector Autoregression.
ECONVN
Payap Tarkhamtham, Woraphon Yamaka, Songsak Sriboonchitta
2019 — ch.
Modeling the Dependence Dynamics and Risk Spillovers for G7 Stock Markets.
Structural Changes and their Econometric Modeling
Noppasit Chakpitak, Rungrapee Phadkantha, Woraphon Yamaka
2019 — conf
Nonlinear Dependence Structure in Emerging and Advanced Stock Markets.
IUKM
Roengchai Tansuchat, Woraphon Yamaka
2019 — ch.
Portfolio Optimization of Stock, Oil and Gold Returns: A Mixed Copula-Based Approach.
Structural Changes and their Econometric Modeling
Sukrit Thongkairat, Woraphon Yamaka, Nopasit Chakpitak
2019 — ch.
Predictive Recursion Maximum Likelihood for Kink Regression Model.
Structural Changes and their Econometric Modeling
Noppasit Chakpitak, Woraphon Yamaka, Paravee Maneejuk
2019 — ch.
Structural Breaks Dependence Analysis of Oil, Natural Gas, and Heating Oil: A Vine-Copula Approach.
Structural Changes and their Econometric Modeling
Nopasit Chakpitak, Payap Tarkhamtham, Woraphon Yamaka, Songsak Sriboonchitta
2019 — conf
The Effect of Energy Consumption on Economic Growth in BRICS Countries: Evidence from Panel Quantile Bayesian Regression.
ECONVN
Wilawan Srichaikul, Woraphon Yamaka, Songsak Sriboonchitta
2019 — ch.
The Impacts of Macroeconomic Variables on Economic Growth: Evidence from China, Japan, and South Korea.
Structural Changes and their Econometric Modeling
Wilawan Srichaikul, Woraphon Yamaka, Songsak Sriboonchitta
2019 — conf
Time-Varying Spillover Effect Among Oil Price and Macroeconomic Variables.
ECONVN
Worrawat Saijai, Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta
2019 — ch.
Trading Signal Analysis with Pairs Trading Strategy in the Stock Exchange of Thailand.
Structural Changes and their Econometric Modeling
Natnarong Namwong, Woraphon Yamaka, Roengchai Tansuchat
2018 — conf
A Markov-Switching Model with Mixture Distribution Regimes.
IUKM
Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
2018 — conf
A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market Risks.
IUKM
Benchawanaree Chodchuangnirun, Woraphon Yamaka, Chatchai Khiewngamdee
2018 — ch.
Analysis of Risk, Rate of Return and Dependency of REITs in ASIA with Capital Asset Pricing Model.
Predictive Econometrics and Big Data
Rungrapee Phadkantha, Woraphon Yamaka, Roengchai Tansuchat
2018 — ch.
Asymmetric Effect with Quantile Regression for Interval-Valued Variables.
Predictive Econometrics and Big Data
Teerawut Teetranont, Woraphon Yamaka, Songsak Sriboonchitta
2018 — ch.
Bayesian Empirical Likelihood Estimation for Kink Regression with Unknown Threshold.
Predictive Econometrics and Big Data
Woraphon Yamaka, Pathairat Pastpipatkul, Songsak Sriboonchitta
2018 — ch.
Comparing Linear and Nonlinear Models in Forecasting Telephone Subscriptions Using Likelihood Based Belief Functions.
Predictive Econometrics and Big Data
Noppasit Chakpitak, Woraphon Yamaka, Songsak Sriboonchitta
2018 — conf
European Real Estate Risk and Spillovers: Regime Switching Approach.
IUKM
Nisara Wongutai, Woraphon Yamaka, Roengchai Tansuchat
2018 — conf
Expectile Kink Regression: An Application to Service Sector Output.
ECONVN
Varith Pipitpojanakarn, Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
2018 — ch.
Generalize Weighted in Interval Data for Fitting a Vector Autoregressive Model.
Predictive Econometrics and Big Data
Teerawut Teetranont, Woraphon Yamaka, Songsak Sriboonchitta
2018 — conf
Interval-Valued Estimation for the Five Largest Market Capitalization Stocks in the Stock Exchange of Thailand by Markov-Switching CAPM.
ECONVN
Karn Thamprasert, Pathairat Pastpipatkul, Woraphon Yamaka
2018 — conf
Investigating Dynamic Correlation in the International Implied Volatility Indexes.
IUKM
Panida Fanpaeng, Woraphon Yamaka, Roengchai Tansuchat
2018 — ch.
Investigating Relationship Between Gold Price and Crude Oil Price Using Interval Data with Copula Based GARCH.
Predictive Econometrics and Big Data
Teerawut Teetranont, Somsak Chanaim, Woraphon Yamaka, Songsak Sriboonchitta
2018 — conf
Macroeconomic News Announcement and Thailand Stock Market.
IUKM
Saowaluk Duangin, Woraphon Yamaka, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2018 — conf
Markov-Switching ARDL Modeling of Parboiled Rice Import Demand from Thailand.
IUKM
Roengchai Tansuchat, Woraphon Yamaka
2018 — conf
Mixed-Copulas Approach in Examining the Relationship Between Oil Prices and ASEAN's Stock Markets.
ECONVN
Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
2018 — conf
Pairs Trading via Nonlinear Autoregressive GARCH Models.
IUKM
Benchawanaree Chodchuangnirun, Kongliang Zhu, Woraphon Yamaka
2018 — conf
Portfolio Selection with Stock, Gold and Bond in Thailand Under Vine Copulas Functions.
ECONVN
Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
2018 — conf
Price Transmission Mechanism for Natural Gas in Thailand.
ECONVN
Natnicha Nimmonrat, Pathairat Pastpipatkul, Woraphon Yamaka, Paravee Maneejuk
2018 — ch.
Risk Valuation of Precious Metal Returns by Histogram Valued Time Series.
Predictive Econometrics and Big Data
Pichayakone Rakpho, Woraphon Yamaka, Roengchai Tansuchat
2018 — ch.
The Analysis of the Effect of Monetary Policy on Consumption and Investment in Thailand.
Predictive Econometrics and Big Data
Jirawan Suwannajak, Woraphon Yamaka, Songsak Sriboonchitta, Roengchai Tansuchat
2018 — ch.
The Impacts of Macroeconomic Variables on Financials Sector and Property and Construction Sector Index Returns in Stock Exchange of Thailand Under Interdependence Scheme.
Predictive Econometrics and Big Data
Wilawan Srichaikul, Woraphon Yamaka, Roengchai Tansuchat
2018 — ch.
The Role of Oil Price in the Forecasts of Agricultural Commodity Prices.
Predictive Econometrics and Big Data
Rossarin Osathanunkul, Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta
2018 — conf
Time-Varying Beta Estimation in CAPM Under the Regime-Switching Model.
ECONVN
Roengchai Tansuchat, Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta
2018 — conf
Volatility Jump Detection in Thailand Stock Market.
IUKM
Saowaluk Duangin, Woraphon Yamaka, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2017 — ch.
A Generalized Information Theoretical Approach to Non-linear Time Series Model.
Robustness in Econometrics
Songsak Sriboonchitta, Woraphon Yamaka, Paravee Maneejuk, Pathairat Pastpipatkul
2017 — ch.
Analysis of Global Competitiveness Using Copula-Based Stochastic Frontier Kink Model.
Robustness in Econometrics
Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
2017 — ch.
Analyzing the Contribution of ASEAN Stock Markets to Systemic Risk.
Robustness in Econometrics
Roengchai Tansuchat, Woraphon Yamaka, Kritsana Khemawanit, Songsak Sriboonchitta
2017 — ch.
Estimating Efficiency of Stock Return with Interval Data.
Robustness in Econometrics
Phachongchit Tibprasorn, Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta
2017 — ch.
Forecasting Asian Credit Default Swap Spreads: A Comparison of Multi-regime Models.
Robustness in Econometrics
Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta
2017 — ch.
Predictive Recursion Maximum Likelihood of Threshold Autoregressive Model.
Robustness in Econometrics
Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
2016 — conf
A Copula-Based Markov Switching Seemingly Unrelated Regression Approach for Analysis the Demand and Supply on Sugar Market.
IUKM
Pathairat Pastpipatkul, Nisit Panthamit, Woraphon Yamaka, Songsak Sriboonchitta
2016 — conf
Analysis of Agricultural Production in Asia and Measurement of Technical Efficiency Using Copula-Based Stochastic Frontier Quantile Model.
IUKM
Varith Pipitpojanakarn, Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
2016 — ch.
Analyzing Financial Risk and Co-Movement of Gold Market, and Indonesian, Philippine, and Thailand Stock Markets: Dynamic Copula with Markov-Switching.
Causal Inference in Econometrics
Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
2016 — ch.
Dependence Structure of and Co-Movement Between Thai Currency and International Currencies After Introduction of Quantitative Easing.
Causal Inference in Econometrics
Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
2016 — conf
Does Asian Credit Default Swap Index Improve Portfolio Performance?
IUKM
Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta
2016 — ch.
Effect of Quantitative Easing on ASEAN-5 Financial Markets.
Causal Inference in Econometrics
Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
2016 — conf
Pair Trading Rule with Switching Regression GARCH Model.
IUKM
Kongliang Zhu, Woraphon Yamaka, Songsak Sriboonchitta
2015 — conf
Business Cycle of International Tourism Demand in Thailand: A Markov-Switching Bayesian Vector Error Correction Model.
IUKM
Woraphon Yamaka, Pathairat Pastpipatkul, Songsak Sriboonchitta
2015 — conf
Co-Movement and Dependency Between New York Stock Exchange, London Stock Exchange, Tokyo Stock Exchange, Oil Price, and Gold Price.
IUKM
Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
2015 — conf
Spillovers of Quantitative Easing on Financial Markets of Thailand, Indonesia, and the Philippines.
IUKM
Pathairat Pastpipatkul, Woraphon Yamaka, Aree Wiboonpongse, Songsak Sriboonchitta