Pichayakone Rakpho

Orcid: 0000-0001-8493-879X

According to our database1, Pichayakone Rakpho authored at least 8 papers between 2018 and 2023.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Links

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Bibliography

2023
Variable Selection Methods-Based Analysis of Macroeconomic Factors for an Enhanced GDP Forecasting: A Case Study of Thailand.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2023

2022
Hedging Agriculture Commodities Futures with Histogram Data Based on Conditional Copula-GJR-GARCH.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2022

Predicting Energy Price Volatility Using Hybrid Artificial Neural Networks with GARCH-Type Models.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2022

2021
Hedging agriculture commodities futures with histogram data: a Markov switching volatility and correlation model.
Int. J. Data Min. Model. Manag., 2021

2019
Markov Switching Quantile Model Unknown tau Energy Stocks Price Index Thailand.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

Markov Switching Constant Conditional Correlation GARCH Models for Hedging on Gold and Crude Oil.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

Markov Switching Dynamic Multivariate GARCH Models for Hedging on Foreign Exchange Market.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019

2018
Risk Valuation of Precious Metal Returns by Histogram Valued Time Series.
Proceedings of the Predictive Econometrics and Big Data, 2018


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