An Analysis of Stock Market Cycle with Markov Switching and Kink Model. - Konnika Palason; Roengchai Tansuchat (Structural Changes and their Econometric Modeling, 2019)

Price Volatility Dependence Structure Change Among Agricultural Commodity Futures Due to Extreme Event: An Analysis with the Vine Copula. - Konnika Palason; Tanapol Rattanasamakarn; Roengchai Tansuchat (IUKM, 2022)