Sukrit Thongkairat

According to our database1, Sukrit Thongkairat authored at least 6 papers between 2018 and 2020.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2020
A Mixed Copula-Based Vector Autoregressive Model for Econometric Analysis.
Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2020

2019
A Regime Switching Vector Error Correction Model of Analysis of Cointegration in Oil, Gold, Stock Markets.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

Portfolio Optimization of Stock, Oil and Gold Returns: A Mixed Copula-Based Approach.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

Hedging Benefit of Safe-Haven Gold in Terms of Co-skewness and Covariance in Stock Market.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2019

Bayesian Approach for Mixture Copula Model.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019

2018
Time-Varying Beta Estimation in CAPM Under the Regime-Switching Model.
Proceedings of the Econometrics for Financial Applications, 2018


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