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A Copula-Based Markov Switching Seemingly Unrelated Regression Approach for Analysis the Demand and Supply on Sugar Market
Pastpipatkul, Pathairat, Panthamit, Nisit, Yamaka, Woraphon, Sriboochitta, Songsak
Published in Integrated Uncertainty in Knowledge Modelling and Decision Making (2016)
Published in Integrated Uncertainty in Knowledge Modelling and Decision Making (2016)
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A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market Risks
Chodchuangnirun, Benchawanaree, Yamaka, Woraphon, Khiewngamdee, Chatchai
Published in Integrated Uncertainty in Knowledge Modelling and Decision Making (2018)
Published in Integrated Uncertainty in Knowledge Modelling and Decision Making (2018)
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Spillovers of Quantitative Easing on Financial Markets of Thailand, Indonesia, and the Philippines
Pastpipatkul, Pathairat, Yamaka, Woraphon, Wiboonpongse, Aree, Sriboonchitta, Songsak
Published in Integrated Uncertainty in Knowledge Modelling and Decision Making (01.01.2015)
Published in Integrated Uncertainty in Knowledge Modelling and Decision Making (01.01.2015)
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Book Chapter