A Copula-Based Stochastic Frontier Model for Financial Pricing. - Phachongchit Tibprasorn; Kittawit Autchariyapanitkul; Somsak Chanaim; Songsak Sriboonchitta (IUKM, 2015)

A Copula-Based Stochastic Frontier Model and Efficiency Analysis: Evidence from Stock Exchange of Thailand. - Phachongchit Tibprasorn; Somsak Chanaim; Songsak Sriboonchitta (IUKM, 2016)

Stochastic Frontier Model in Financial Econometrics: A Copula-Based Approach. - Phachongchit Tibprasorn; Kittawit Autchariyapanitkul; Songsak Sriboonchitta (Robustness in Econometrics, 2017)

Estimating Efficiency of Stock Return with Interval Data. - Phachongchit Tibprasorn; Chatchai Khiewngamdee; Woraphon Yamaka; Songsak Sriboonchitta (Robustness in Econometrics, 2017)