Ornanong Puarattanaarunkorn

According to our database, Ornanong Puarattanaarunkorn authored at least 5 papers between 2014 and 2016.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2016

Dependence Between Volatility of Stock Price Index Returns and Volatility of Exchange Rate Returns Under QE Programs: Case Studies of Thailand and Singapore.

Ornanong Puarattanaarunkorn, Teera Kiatmanaroch, Songsak Sriboonchitta

Proceedings of the Causal Inference in Econometrics, 2016

2015

Volatility Linkages Between Price Returns of Crude Oil and Crude Palm Oil in the ASEAN Region: A Copula Based GARCH Approach.

Teera Kiatmanaroch, Ornanong Puarattanaarunkorn, Kittawit Autchariyapanitkul, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015

2014

Modeling Dependency in Tourist Arrivals to Thailand from China, Korea, and Japan Using Vine Copulas.

Ornanong Puarattanaarunkorn, Songsak Sriboonchitta

Proceedings of the Modeling Dependence in Econometrics, 2014

Analyzing Relationship between Tourist Arrivals from China and India to Thailand Using Copula Based GARCH and Seasonal Pattern.

Ornanong Puarattanaarunkorn, Songsak Sriboonchitta

Proceedings of the Modeling Dependence in Econometrics, 2014

Copula Based GARCH Dependence Model of Chinese and Korean Tourist Arrivals to Thailand: Implications for Risk Management.

Ornanong Puarattanaarunkorn, Songsak Sriboonchitta

Proceedings of the Modeling Dependence in Econometrics, 2014