Time-Varying Beta Estimation in CAPM Under the Regime-Switching Model. - Roengchai Tansuchat; Sukrit Thongkairat; Woraphon Yamaka; Songsak Sriboonchitta (ECONVN, 2018)

Bayesian Approach for Mixture Copula Model. - Sukrit Thongkairat; Woraphon Yamaka; Songsak Sriboonchitta (ECONVN, 2019)

Hedging Benefit of Safe-Haven Gold in Terms of Co-skewness and Covariance in Stock Market. - Sukrit Thongkairat; Woraphon Yamaka; Songsak Sriboonchitta (IUKM, 2019)

Portfolio Optimization of Stock, Oil and Gold Returns: A Mixed Copula-Based Approach. - Sukrit Thongkairat; Woraphon Yamaka; Nopasit Chakpitak (Structural Changes and their Econometric Modeling, 2019)

A Regime Switching Vector Error Correction Model of Analysis of Cointegration in Oil, Gold, Stock Markets. - Sukrit Thongkairat; Woraphon Yamaka; Songsak Sriboonchitta (Structural Changes and their Econometric Modeling, 2019)

A Mixed Copula-Based Vector Autoregressive Model for Econometric Analysis. - Woraphon Yamaka; Sukrit Thongkairat (Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2020)

Revolutionizing SET50 Stock Portfolio Management with Deep Reinforcement Learning. - Sukrit Thongkairat; Donlapark Ponnoprat; Phimphaka Taninpong; Woraphon Yamaka (IUKM (1), 2023)

Lasso and Ridge for GARCH-X Models. - Woraphon Yamaka; Paravee Maneejuk; Sukrit Thongkairat (IUKM (1), 2023)