| Time-varying co-movement analysis between COVID-19 shocks and the energy markets using the Markov Switching Dynamic Copula approach P Maneejuk, S Thongkairat, W Srichaikul Energy Reports 7, 81-88, 2021 | 21 | 2021 |
| Economic policy uncertainty effect on precious metal markets: a Markov-switching model with mixture distribution regimes S Thongkairat, W Yamaka, S Sriboonchitta Thai Journal of Mathematics, 77-92, 2019 | 6 | 2019 |
| Maximum product spacings method for the estimation of parameters of linear regression S Thongkairat, W Yamaka, S Sriboonchitta Journal of Physics: Conference Series 1053 (1), 012110, 2018 | 6 | 2018 |
| Portfolio optimization of stock, oil and gold returns: A mixed copula-based approach S Thongkairat, W Yamaka, N Chakpitak Structural Changes and their Econometric Modeling 12, 474-487, 2019 | 5 | 2019 |
| Bayesian approach for mixture copula model S Thongkairat, W Yamaka, S Sriboonchitta Beyond Traditional Probabilistic Methods in Economics 2, 818-827, 2019 | 3 | 2019 |
| Time-Varying beta estimation in CAPM under the regime-switching model R Tansuchat, S Thongkairat, W Yamaka, S Sriboonchitta Econometrics for Financial Applications, 902-915, 2018 | 3 | 2018 |
| Structural and predictive analyses with a mixed copula‐based vector autoregression model W Yamaka, R Gupta, S Thongkairat, P Maneejuk Journal of Forecasting 42 (2), 223-239, 2023 | 2 | 2023 |
| A Regime Switching Vector Error Correction Model of Analysis of Cointegration in Oil, Gold, Stock Markets S Thongkairat, W Yamaka, S Sriboonchitta Structural Changes and their Econometric Modeling 12, 514-524, 2019 | 2 | 2019 |
| Lasso and Ridge for GARCH-X Models W Yamaka, P Maneejuk, S Thongkairat International Symposium on Integrated Uncertainty in Knowledge Modelling and …, 2023 | 1 | 2023 |
| A mixed copula-based vector autoregressive model for econometric analysis W Yamaka, S Thongkairat International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems …, 2020 | 1 | 2020 |
| Time-Varying Effect of Gold and Crude Oil prices to Stock Price Index S Thongkairat, R Tansuchat 2017 International Conference on Economics, Finance and Statistics (ICEFS …, 2017 | 1 | 2017 |
| Exploring the Dynamic Correlations Between Stock Market Indexes and Exchange Rates: During-And Post-Crisis Insights from USA, Japan, China, England, and Thailand W Saijai, N Kaewsompong, S Thongkairat Partial Identification in Econometrics and Related Topics, 325-342, 2024 | | 2024 |
| Portfolio Management of SET50 Stocks Using Deep Reinforcement Learning Methods N Kaewsompong, W Saijai, S Thongkairat Machine Learning for Econometrics and Related Topics, 231-242, 2024 | | 2024 |
| Priority Needs for Facilities of Office Buildings in Thailand: A Copula-Based Ordinal Regression Model with Machine Learning Approach J Sriboonjit, J Singvejsakul, W Yamaka, S Thongkairat, S Sriboonchitta, ... Buildings 14 (3), 735, 2024 | | 2024 |
| Post-Crisis Insights from USA, Japan, China, England, and Thailand W Saijai, N Kaewsompong, S Thongkairat Partial Identification in Econometrics and Related Topics 531, 325, 2024 | | 2024 |
| Impacts of Countermeasure Program on the Covid-19 Pandemic in Asian Countries W Saijai, S Thongkairat Optimal Transport Statistics for Economics and Related Topics, 560-573, 2023 | | 2023 |
| Revolutionizing SET50 Stock Portfolio Management with Deep Reinforcement Learning S Thongkairat, D Ponnoprat, P Taninpong, W Yamaka International Symposium on Integrated Uncertainty in Knowledge Modelling and …, 2023 | | 2023 |
| How Does Economic Policy Uncertainty Affect Stock Market Returns: Evidence from a Markov-Switching Model with Mixture Distribution Regimes S Thongkairat, C Khiewngamdee International Conference of the Thailand Econometrics Society, 427-439, 2022 | | 2022 |
| Application of Machine Learning Concept to Tourism Demand Forecast N Kaewsompong, S Thongkairat, P Maneejuk Prediction and Causality in Econometrics and Related Topics, 401-412, 2022 | | 2022 |
| Risk, Return, and Portfolio Optimization for Various Industries Based on Mixed Copula Approach S Thongkairat, W Yamaka Data Science for Financial Econometrics, 311-325, 2021 | | 2021 |
