Sukrit Thongkairat

According to our database, Sukrit Thongkairat authored at least 8 papers between 2018 and 2023.

Collaborative distances:

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

2023

Lasso and Ridge for GARCH-X Models.

Woraphon Yamaka, Paravee Maneejuk, Sukrit Thongkairat

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2023

Revolutionizing SET50 Stock Portfolio Management with Deep Reinforcement Learning.

Sukrit Thongkairat, Donlapark Ponnoprat, Phimphaka Taninpong, Woraphon Yamaka

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2023

2020

A Mixed Copula-Based Vector Autoregressive Model for Econometric Analysis.

Woraphon Yamaka, Sukrit Thongkairat

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.

Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Structural Changes and their Econometric Modeling, 2019

Portfolio Optimization of Stock, Oil and Gold Returns: A Mixed Copula-Based Approach.

Sukrit Thongkairat, Woraphon Yamaka, Nopasit Chakpitak

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.

Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2019

Bayesian Approach for Mixture Copula Model.

Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019

2018

Time-Varying Beta Estimation in CAPM Under the Regime-Switching Model.

Roengchai Tansuchat, Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Econometrics for Financial Applications, 2018