ridm@nrct.go.th   ระบบคลังข้อมูลงานวิจัยไทย   รายการโปรดที่คุณเลือกไว้

Yamaka W.
หน่วยงาน มหาวิทยาลัยเชียงใหม่
# พ.ศ. จำนวน
1 2560 10
2 2559 13
# หัวเรื่อง
ปี พ.ศ. 2560
1 Forecasting Asian credit default swap spreads: A comparison of multi-regime models
2 Analysis of global competitiveness using copula-based stochastic frontier kink model
3 A generalized information theoretical approach to non-linear time series model
4 Estimating efficiency of stock return with interval data
5 Analyzing the contribution of ASEAN stock markets to systemic risk
6 Predictive recursion maximum likelihood of threshold autoregressive model
7 Has the accumulation of foreign reserves protect the Thai economy from financial crisis?: An approach of Empirical likelihood
8 How does economic growth affect the well-being in Asia?
9 Welfare measurement on Thai rubber market
10 Threshold regression for modeling symbolic interval data
ปี พ.ศ. 2559
11 Factors affecting farmer's choice of cultivating landrace rice: Using a switching regression model
12 A copula-based markov switching seemingly unrelated regression approach for analysis the demand and supply on sugar market
13 Relationships among prices of rubber in ASEAN: Bayesian structural VAR model
14 Time-varying threshold regression model using the Kalman filter method
15 Analyzing financial risk and co-movement of gold market, and Indonesian, Philippine, and Thailand stock markets: Dynamic copula with markov-switching
16 Pair trading rule with switching regression GARCH model
17 Effect of quantitative easing on ASEAN-5 financial markets
18 On the linkages between exchange rate movements stock, bond and interest rate market in a regime-switching model: Evidence for Asean and East Asia
19 Does Asian credit default swap index improve portfolio performance?
20 A bayesian change point with regime switching model
21 Dependence structure of and co-movement between thai currency and international currencies after introduction of quantitative easing
22 Analysis of agricultural production in Asia and measurement of technical efficiency using copula-based stochastic frontier quantile model
23 Multi-asset portfolio returns: A markov switching copula-based approach