| Correlation of body visceral fat rating with serum lipid profile and fasting blood sugar in obese adults using a noninvasive machine N Sukkriang, W Chanprasertpinyo, A Wattanapisit, C Punsawad, ... Heliyon 7 (2), 2021 | 31 | 2021 |
| Inference from high-frequency data: A subsampling approach K Christensen, M Podolskij, N Thamrongrat, B Veliyev Journal of Econometrics 197 (2), 245-272, 2017 | 25 | 2017 |
| Analytical formulas for pricing discretely-sampled skewness and kurtosis swaps based on Schwartz’s one-factor model K Chumpong, K Mekchay, N Thamrongrat Songklanakarin J. Sci. Technol 43 (2), 1-6, 2021 | 12 | 2021 |
| A closed-form formula for the conditional expectation of the extended CIR process N Thamrongrat, S Rujivan Songklanakarin J. Sci. Technol 42 (2), 424-429, 2020 | 9 | 2020 |
| An analytical formula for pricing interest rate swaps in terms of bond prices under the extended Cox-Ingersoll-Ross model N Thamrongrat, S Rujivan Songklanakarin J. Sci. Technol 43, 987-992, 2020 | 8 | 2020 |
| Simple analytical formulas for pricing and hedging moment swaps K Chumpong, K Mekchay, S Rujivan, N Thamrongrat Thai Journal of Mathematics 20 (2), 693-713, 2022 | 5 | 2022 |
| An iterative approach for obtaining a closed-form expansion for the conditional expectations of the extended Cox-Ingersoll-Ross process N Thamrongrat, S Rujivan Thai Journal of Mathematics 20 (1), 211-233, 2022 | 4 | 2022 |
| A weak limit theorem for numerical approximation of Brownian semi-stationary processes M Podolskij, N Thamrongrat Stochastics of Environmental and Financial Economics: Centre of Advanced …, 2016 | 3 | 2016 |
| Analytical computation of conditional moments in the extended Cox–Ingersoll–Ross process with regime switching: Hybrid PDE system solutions with financial applications S Rujivan, N Thamrongrat, P Juntanon, B Djehiche Mathematics and Computers in Simulation 229, 176-202, 2025 | 1 | 2025 |
| A closed-form expansion for the conditional expectations of the extended CIR process S Rujivan, N Thamrongrat Heliyon 8 (10), 2022 | 1 | 2022 |
| Stable convergence in statistical inference and numerical approximation of stochastic processes N Thamrongrat | 1 | 2016 |
| An application of solutions of linear difference equations for obtaining the conditional moments of the trending Ornstein-Uhlenbeck processes N Thamrongrat, K Kanjanasopon, S Rujivan Science Asia, 2023 | | 2023 |
| A Closed-Form Expansion for the Conditional Expectations of the Extended CIR Process N Thamrongrat, S Rujivan Available at SSRN 3965437, 2022 | | 2022 |
