W. Yamaka

发表

Songsak Sriboonchitta, Woraphon Yamaka, Paravee Maneejuk, 2019, IUKM.

Capital Asset Pricing Model Through Quantile Regression: An Entropy Approach

W. Yamaka, S. Sriboonchitta, K. Autchariyapanitkul, 2017 .

Support Vector Machine-Based GARCH-type Models: Evidence from ASEAN-5 Stock Markets

W. Yamaka, Paravee Maneejuk, Wilawan Srichaikul, 2020 .

The dynamic linkages among environment, sustainable growth, and energy from waste in the circular economy of EU countries

W. Yamaka, Namchok Chimprang, Chaiwat Klinlumpu, 2022, Energy Reports.

Markov Switching Quantile Regression with Unknown Quantile $$\tau $$ Using a Generalized Class of Skewed Distributions: Evidence from the U.S. Technology Stock Market

W. Yamaka, Pichayakone Rakpho, 2020 .

Review of Markov Switching and Threshold Regression Model 2 . 1 Markov Switching Regression Model

W. Yamaka, S. Sriboonchitta, P. Pastpipatkul, 2016 .

High-Order Generalized Maximum Entropy Estimator in Kink Regression Model

W. Yamaka, Payap Tarkhamtham, 2019 .

Risk, Return, and Portfolio Optimization for Various Industries Based on Mixed Copula Approach

W. Yamaka, Sukrit Thongkairat, 2020 .

Analyzing the Causality and Dependence between Gold Shocks and Asian Emerging Stock Markets: A Smooth Transition Copula Approach

W. Yamaka, Paravee Maneejuk, 2020 .

Modeling Dependence of Agricultural Commodity Futures through Markov Switching Copula with Mixture Distribution Regimes

W. Yamaka, S. Sriboonchitta, Rungrapee Phadkantha, 2019 .

A nonlinear time-varying copula using kink approach

W. Yamaka, S. Sriboonchitta, Rungrapee Phadkantha, 2018, Journal of Physics: Conference Series.

The Impacts of Macroeconomic Variables on Financials Sector and Property and Construction Sector Index Returns in Stock Exchange of Thailand Under Interdependence Scheme

W. Yamaka, Wilawan Srichaikul, R. Tansuchat, 2018, Predictive Econometrics and Big Data.

An Empirical Examination of Maximum Entropy in Copula-Based Simultaneous Equations Model

W. Yamaka, Paravee Maneejuk, Kanchana Choktaworn, 2017 .

Significance test for linear regression: how to test without P-values?

Woraphon Yamaka, Paravee Maneejuk, W. Yamaka, 2020, Journal of applied statistics.

Measuring Dependence in China-United States Trade War: A Dynamic Copula Approach for BRICV and US Stock Markets

W. Yamaka, Paravee Maneejuk, W. Saijai, 2020 .

Interval-Valued Estimation for the Five Largest Market Capitalization Stocks in the Stock Exchange of Thailand by Markov-Switching CAPM

Woraphon Yamaka, Pathairat Pastpipatkul, Karn Thamprasert, 2018, ECONVN.

Consumer?s Willingness to Pay for Gasohol E100 in Chiang Mai Province and Nakhon Ratchasima Province

W. Yamaka, Sombat Singkharat, Pacharaporn Arkornsakul, 2015 .

Forecasting Volatility of Oil Prices via Google Trend: LASSO Approach

W. Yamaka, Paravee Maneejuk, Payap Tarkhamtham, 2020 .

Herding Behavior Existence in MSCI Far East Ex Japan Index: A Markov Switching Approach

W. Yamaka, Paravee Maneejuk, Rungrapee Phadkantha, 2020 .

Entropy inference in smooth transition kink regression

W. Yamaka, Paravee Maneejuk, S. Sriboonchitta, 2020 .

The generalize maximum Tsallis entropy estimator in kink regression model

W. Yamaka, S. Sriboonchitta, Payap Tarkhamtham, 2018, Journal of Physics: Conference Series.

Comparison of entropy measures in generalized maximum entropy estimation

W. Yamaka, Paravee Maneejuk, S. Sriboonchitta, 2018 .

An analysis of the impacts of telecommunications technology and innovation on economic growth

W. Yamaka, Paravee Maneejuk, 2020 .

Volatility spillovers between ethanol and corn prices: A Bayesian analysis

W. Yamaka, R. Tansuchat, Siraprapa Yosthongngam, 2022, Energy Reports.

Variable Selection and Estimation in Kink Regression Model

W. Yamaka, 2020 .

Copula-Based Stochastic Frontier Quantile Model with Unknown Quantile

W. Yamaka, Paravee Maneejuk, 2020 .

An empirical likelihood estimator of stochastic frontier model

W. Yamaka, Paravee Maneejuk, S. Sriboonchitta, 2018, Journal of Physics: Conference Series.

Khanthawithoon, Kantika; Maneejuk, Paravee; Yamaka, Woraphon Analyzing the relationship among aging society, investment in artificial intelligence and economic growth. (English) Zbl 1479.91207 Sriboonchitta,

W. Yamaka, Paravee Maneejuk, Kantika Khanthawithoon, 2022 .

Modeling Nonlinear Dependence Structure Using Logistic Smooth Transition Copula Model

W. Yamaka, Paravee Maneejuk, Pisit Leeahtam, 2019 .

Do Bitcoin and Traditional Financial Assets Act as an Inflation Hedge during Stable and Turbulent Markets? Evidence from High Cryptocurrency Adoption Countries

W. Yamaka, Supanika Leurcharusmee, Panisara Phochanachan, 2022, Axioms.

The threshold effects of ESG performance on the energy transitions: A country-level data

W. Yamaka, Rungrapee Phadkantha, Wachirawit Puttachai, 2022, Energy Reports.

Analyzing the Relationship between Income Inequality and Economic Growth: Does the Kuznets Curve Exist in Thailand?

W. Yamaka, Paravee Meneejuk, 2016 .

Analysis of the Lockdown Effects on the Economy, Environment, and COVID-19 Spread: Lesson Learnt from a Global Pandemic in 2020

W. Yamaka, Paravee Maneejuk, Siritaya Lomwanawong, 2022, International journal of environmental research and public health.

Constacyclic codes over FFF q 2 [ u ] / (cid:2) u 2 − w 2 (cid:3) and their application in quantum code construction

W. Yamaka, H. Dinh, K. Abdukhalikov, 2022 .

MDS Constacyclic Codes and MDS Symbol-Pair Constacyclic Codes

W. Yamaka, H. Dinh, B. T. Nguyen, 2021, IEEE Access.

Generalized predictive recursion maximum likelihood for robust mixture regression

W. Yamaka, Paravee Maneejuk, Pradon Sureephong, 2018, Journal of Physics: Conference Series.

Why LASSO, Ridge Regression, and EN: Explanation Based on Soft Computing

Vladik Kreinovich, Woraphon Yamaka, Ingo Neumann, 2021, Prediction and Causality in Econometrics and Related Topics.

Analysis of Herding Behavior Using Bayesian Quantile Regression

Songsak Sriboonchitta, Woraphon Yamaka, Rungrapee Phadkantha, 2018, ECONVN.

Time-Varying Beta Estimation in CAPM Under the Regime-Switching Model

Songsak Sriboonchitta, Roengchai Tansuchat, Woraphon Yamaka, 2018, ECONVN.

Analysis of Difference in Household Debt across Regions of Thailand

W. Yamaka, Paravee Maneejuk, Sopanid Teerachai, 2021, Sustainability.

The Effect of Energy Consumption on Economic Growth in BRICS Countries: Evidence from Panel Quantile Bayesian Regression

Songsak Sriboonchitta, Woraphon Yamaka, Wilawan Srichaikul, 2018, ECONVN.

Effect of FDI on the Economy of Host Country: Case Study of ASEAN and Thailand

Songsak Sriboonchitta, Woraphon Yamaka, Pathairat Pastpipatkul, 2018, ECONVN.

Bayesian Empirical Likelihood Estimation of Smooth Kink Regression

W. Yamaka, Paravee Maneejuk, 2019 .

Analysis of Agricultural Production in Asia and Measurement of Technical Efficiency Using Copula-Based Stochastic Frontier Quantile Model

Songsak Sriboonchitta, Woraphon Yamaka, Paravee Maneejuk, 2016, IUKM.

Economic survival duration of Thai workers during COVID-19

W. Yamaka, Paravee Maneejuk, Nalitra Thaiprasert, 2022, Economic Research-Ekonomska Istraživanja.

SURVIVAL ANALYSIS OF THAI MICRO AND SMALL ENTERPRISES DURING THE COVID-19 PANDEMIC

W. Yamaka, Paravee Maneejuk, Nalitra Thaiprasert, 2022, Journal of Business Economics and Management.

Nexus between energy price shocks and the G7 financial development

W. Yamaka, Paravee Maneejuk, 2022, Energy Reports.

The Impact of Higher Education on Economic Growth in ASEAN-5 Countries

W. Yamaka, Paravee Maneejuk, 2021 .

Linear and nonlinear causal relationships between waste-to-energy and energy consumption in Germany

W. Yamaka, Paravee Maneejuk, Payap Tarkhamtham, 2021, Energy Reports.

Predicting Contagion from the US Financial Crisis to International Stock Markets Using Dynamic Copula with Google Trends

W. Yamaka, Paravee Maneejuk, Maneejuk, 2019, Mathematics.

Does the Environmental Kuznets Curve Exist? An International Study

W. Yamaka, Paravee Maneejuk, Nutnaree Maneejuk, 2020, Sustainability.

The forecasting power of economic policy uncertainty for energy demand and supply

W. Yamaka, Pichayakone Rakpho, 2021, Energy Reports.

The nonlinear impact of electricity consumption on economic growth: Evidence from Thailand

W. Yamaka, Rungrapee Phadkantha, 2022, Energy Reports.

Markov-Switching ARDL Modeling of Parboiled Rice Import Demand from Thailand

Roengchai Tansuchat, Woraphon Yamaka, W. Yamaka, 2018, IUKM.

The Role of Economic Contagion in the Inward Investment of Emerging Economies: The Dynamic Conditional Copula Approach

W. Yamaka, Paravee Maneejuk, 2021, Mathematics.

Analysis of the Global Economic Crisis Using the Cox Proportional Hazards Model

Songsak Sriboonchitta, Woraphon Yamaka, Wachirawit Puttachai, 2018, ECONVN.

Measuring U.S. Business Cycle Using Markov-Switching Model: A Comparison Between Empirical Likelihood Estimation and Parametric Estimations

Songsak Sriboonchitta, Woraphon Yamaka, Paravee Maneejuk, 2018, Structural Changes and their Econometric Modeling.

Empirical likelihood estimation of the Markov-switching model

Songsak Sriboonchitta, Woraphon Yamaka, Paravee Maneejuk, 2018, Journal of Physics: Conference Series.

Applying Machine Learning to Predict Happiness : A case study of 20 Countries

W. Yamaka, Y. Tan, Charuk Singhapreecha, 2020 .

Reform of Collective Land for Construction and Rental Housing and the Growth of Farmers’ Property Income: Evidence from China

W. Yamaka, Jianxu Liu, Qingguo Jia, 2022, Land.

Volatility Jump Detection in Thailand Stock Market

Songsak Sriboonchitta, Jirakom Sirisrisakulchai, Woraphon Yamaka, 2018, IUKM.

Spatial Spillover Effects of Internet Development on Foreign Trade in China

W. Yamaka, Paravee Maneejuk, Rui Shi, 2023, Sustainability.

High-frequency forecasting from mobile devices’ bigdata: an application to tourism destinations’ crowdedness

W. Yamaka, S. Sriboonchitta, B. Alorda, 2021, International Journal of Contemporary Hospitality Management.

Economic and energy impacts on greenhouse gas emissions: A case study of China and the USA

W. Yamaka, Pichayakone Rakpho, Rungrapee Phadkantha, 2021, Energy Reports.

Forecasting of Thailand's Rice Exports Price: Based on Ridge and Lasso Regression

Woraphon Yamaka, Petchaluck Boonyakunakorn, Chonrada Nunti, 2019, ICBDT.

Exchange Rate Volatility Forecasting by Hybrid Neural Network Markov Switching Beta-t-EGARCH

Songsak Sriboonchitta, Woraphon Yamaka, Ruofan Liao, 2020, IEEE Access.

Modeling the Dependence Dynamics and Risk Spillovers for G7 Stock Markets

Woraphon Yamaka, Rungrapee Phadkantha, Noppasit Chakpitak, 2018, Structural Changes and their Econometric Modeling.

Analysis of Risk, Rate of Return and Dependency of REITs in ASIA with Capital Asset Pricing Model

Roengchai Tansuchat, Woraphon Yamaka, Rungrapee Phadkantha, 2018, Predictive Econometrics and Big Data.

The transition of the global financial markets' connectedness during the COVID-19 pandemic

W. Yamaka, Paravee Maneejuk, Nuttaphong Kaewtathip, 2022, The North American Journal of Economics and Finance.

Comparing the economics welfare on leading rice exports countries based on copula SEM: the case of India, Thailand, and Vietnam

W. Yamaka, Petchaluck Boonyakunakorn, Chonrada Nunti, 2020, Journal of Physics: Conference Series.

The Impact of Cultural Industry on Economic and Employment Growth in China

W. Yamaka, Paravee Maneejuk, Shiqing Zhou, 2020 .

The Analysis of the Effect of Monetary Policy on Consumption and Investment in Thailand

Songsak Sriboonchitta, Roengchai Tansuchat, Woraphon Yamaka, 2018, Predictive Econometrics and Big Data.

Analyzing the Relationship Among Aging Society, Investment in Artificial Intelligence and Economic Growth

W. Yamaka, Paravee Maneejuk, Kantika Khanthawithoon, 2020, Studies in Computational Intelligence.

Structural and Predictive Analyses with a Mixed Copula‐based Vector Autoregression Model

Rangan Gupta, W. Yamaka, Paravee Maneejuk, 2022, Journal of Forecasting.

A Markov-Switching Model with Mixture Distribution Regimes

Songsak Sriboonchitta, Woraphon Yamaka, Paravee Maneejuk, 2018, IUKM.

Modeling the Dependence Among Crude Oil, Stock and Exchange Rate: A Bayesian Smooth Transition Vector Autoregression

Songsak Sriboonchitta, Payap Tarkhamtham, Woraphon Yamaka, 2018, ECONVN.

Analyzing the Influence of Transportations on Chinese Inbound Tourism: Markov Switching Penalized Regression Approaches

Woraphon Yamaka, Paravee Maneejuk, Xuefeng Zhang, 2021 .

Does the Kuznets curve exist in Thailand? A two decades’ perspective (1993–2015)

Songsak Sriboonchitta, Woraphon Yamaka, Paravee Maneejuk, 2019, Annals of Operations Research.

Quantifying the Competitiveness of Cultural Industry and Its Impacts on Chinese Economic Growth

W. Yamaka, Paravee Maneejuk, Jianxu Liu, 2022, Sustainability.

ROLE OF FINANCIAL DEVELOPMENT FOR SOLVING THE ENERGY INSECURITY IN ASIA

W. Yamaka, Paravee Maneejuk, Pichayakone Rakpho, 2020 .

Hedging Benefit of Safe-Haven Gold in Terms of Co-skewness and Covariance in Stock Market

Songsak Sriboonchitta, Woraphon Yamaka, Sukrit Thongkairat, 2019, IUKM.

A Regime Switching Skew-Distribution Model of Contagion

Songsak Sriboonchitta, Payap Tarkhamtham, Woraphon Yamaka, 2018, Structural Changes and their Econometric Modeling.

Quantum MDS and Synchronizable Codes From Cyclic and Negacyclic Codes of Length 2ps Over Fpm

Hai Q. Dinh, Woraphon Yamaka, Bac T Nguyen, 2020, IEEE Access.

The Structural Causes and Trend Evolution of Imbalance and Insufficiency of Development of Digital Inclusive Finance in China

W. Yamaka, Jianxu Liu, Tengwen Zhang, 2023, Sustainability.

Determinants of non-cash payments in Asian countries

W. Yamaka, Rossarin Osathanunkul, Ruixin Chen, 2019, Journal of Physics: Conference Series.

Spillovers of Quantitative Easing on Financial Markets of Thailand, Indonesia, and the Philippines

Songsak Sriboonchitta, Woraphon Yamaka, Pathairat Pastpipatkul, 2015, IUKM.

Effect of Quantitative Easing on ASEAN-5 Financial Markets

Songsak Sriboonchitta, Woraphon Yamaka, Pathairat Pastpipatkul, 2016, Causal Inference in Econometrics.

Nonlinear Dependence Structure in Emerging and Advanced Stock Markets

Roengchai Tansuchat, Woraphon Yamaka, W. Yamaka, 2019, IUKM.

Portfolio Selection with Stock, Gold and Bond in Thailand Under Vine Copulas Functions

Songsak Sriboonchitta, Woraphon Yamaka, Pathairat Pastpipatkul, 2018, ECONVN.

Trading Signal Analysis with Pairs Trading Strategy in the Stock Exchange of Thailand

Roengchai Tansuchat, Woraphon Yamaka, Natnarong Namwong, 2018, Structural Changes and their Econometric Modeling.

Pairs Trading via Nonlinear Autoregressive GARCH Models

Woraphon Yamaka, Kongliang Zhu, Benchawanaree Chodchuangnirun, 2018, IUKM.

Pair Trading Rule with Switching Regression GARCH Model

Songsak Sriboonchitta, Woraphon Yamaka, Kongliang Zhu, 2016, IUKM.

Macroeconomic News Announcement and Thailand Stock Market

Songsak Sriboonchitta, Jirakom Sirisrisakulchai, Woraphon Yamaka, 2018, IUKM.

On the Linkages between Exchange Rate Movements Stock, Bond and Interest Rate Market in a Regime-Switching Model: Evidence for ASEAN and East Asia

Songsak Sriboonchitta, Woraphon Yamaka, Kongliang Zhu, 2016 .

European Real Estate Risk and Spillovers: Regime Switching Approach

Roengchai Tansuchat, Woraphon Yamaka, Nisara Wongutai, 2018, IUKM.

Bayesian Estimation of Archimedean Copula-Based SUR Quantile Models

Woraphon Yamaka, Paravee Maneejuk, Nachatchapong Kaewsompong, 2020, Complex..

Quantum codes from skew constacyclic codes over the ring Fq[u, v]∕〈u2-1, v2-1, uv-vu〉

Ashish Kumar Upadhyay, Hai Q. Dinh, Woraphon Yamaka, 2020, Discret. Math..

Macroeconomic Determinants of Trade Openness: Empirical Investigation of Low, Middle and High-Income Countries

W. Yamaka, Jirawan Suwannajak, Wiranya Puntoon, 2020 .

Asymmetric Effect with Quantile Regression for Interval-Valued Variables

Songsak Sriboonchitta, Woraphon Yamaka, Teerawut Teetranont, 2018, Predictive Econometrics and Big Data.

Markov Switching Constant Conditional Correlation GARCH Models for Hedging on Gold and Crude Oil

Woraphon Yamaka, Pichayakone Rakpho, Noppasit Chakpitak, 2018, Structural Changes and their Econometric Modeling.

The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles

W. Yamaka, Paravee Maneejuk, Nuttaphong Kaewtathip, 2023, Energy Economics.

Analyzing Financial Risk and Co-Movement of Gold Market, and Indonesian, Philippine, and Thailand Stock Markets: Dynamic Copula with Markov-Switching

Songsak Sriboonchitta, Woraphon Yamaka, Pathairat Pastpipatkul, 2016, Causal Inference in Econometrics.

A Lasso and Ridge-Cox Proportional Hazard Model Analysis of Thai Tourism Businesses’ Resilience and Survival in the COVID-19 Crisis

W. Yamaka, Namchok Chimprang, Supareuk Tarapituxwong, 2023, Sustainability.

Forecasting Asian Credit Default Swap Spreads: A Comparison of Multi-regime Models

Songsak Sriboonchitta, Woraphon Yamaka, Chatchai Khiewngamdee, 2017, Robustness in Econometrics.