Predicting Stock Returns in the Capital Asset Pricing Model Using Quantile Regression and Belief Functions. - Kittawit Autchariyapanitkul; Somsak Chanaim; Songsak Sriboonchitta; Thierry Denoeux (Belief Functions, 2014)

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

Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Model. - Kittawit Autchariyapanitkul; Somsak Chanaim; Songsak Sriboonchitta (Econometrics of Risk, 2015)

Evaluation of Portfolio Returns in Fama-French Model Using Quantile Regression Under Asymmetric Laplace Distribution. - Kittawit Autchariyapanitkul; Somsak Chanaim; Songsak Sriboonchitta (Econometrics of Risk, 2015)

A Convex Combination Method for Linear Regression with Interval Data. - Somsak Chanaim; Songsak Sriboonchitta; Chongkolnee Rungruang (IUKM, 2016)

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

Optimizing Stock Returns Portfolio Using the Dependence Structure Between Capital Asset Pricing Models: A Vine Copula-Based Approach. - Kittawit Autchariyapanitkul; Sutthiporn Piamsuwannakit; Somsak Chanaim; Songsak Sriboonchitta (Causal Inference in Econometrics, 2016)

Efficient Frontier of Global Healthcare Portfolios Using High Dimensions of Copula Models. - Nantiworn Thianpaen; Somsak Chanaim; Jirakom Sirisrisakulchai; Songsak Sriboonchitta (Causal Inference in Econometrics, 2016)

A Convex Combination Method for Quantile Regression with Interval Data. - Somsak Chanaim; Chatchai Khiewngamdee; Songsak Sriboonchitta; Chongkolnee Rungruang (ECONVN, 2018)

The Role of Agricultural Commodity Prices in a Portfolio. - Chatchai Khiewngamdee; Quanrui Song; Somsak Chanaim (IUKM, 2018)

Estimation of Volatility on the Small Sample with Generalized Maximum Entropy. - Quanrui Song; Songsak Sriboonchitta; Somsak Chanaim; Chongkolnee Rungruang (IUKM, 2018)

Thailand in the Era of Digital Economy: How Does Digital Technology Promote Economic Growth? - Noppasit Chakpitak; Paravee Maneejuk; Somsak Chanaim; Songsak Sriboonchitta (Predictive Econometrics and Big Data, 2018)

Investigating Relationship Between Gold Price and Crude Oil Price Using Interval Data with Copula Based GARCH. - Teerawut Teetranont; Somsak Chanaim; Woraphon Yamaka; Songsak Sriboonchitta (Predictive Econometrics and Big Data, 2018)

Smart Farming in Thailand. - Supalin Tiammee; Jirapohn Wongyai; Piyachat Udomwong; Aniwat Phaphuangwittayakul; Lampang Saenchan; Somsak Chanaim (SKIMA, 2019)

Does Cryptocurrency Improve Forecasting Performance of Exchange Rate Returns? - Chatchai Khiewngamdee; Somsak Chanaim (IUKM (1), 2023)