Woraphon Yamaka
Orcid: 0000-0002-0787-1437
According to our database1,
Woraphon Yamaka
authored at least 110 papers
between 2015 and 2023.
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Bibliography
2023
Int. J. Uncertain. Fuzziness Knowl. Based Syst., December, 2023
Int. J. Uncertain. Fuzziness Knowl. Based Syst., December, 2023
On Hamming distance distributions of repeated-root constacyclic codes of length 3<i>p</i><sup><i>s</i></sup> over Fpm+uFpm.
Discret. Math., December, 2023
MDS symbol-pair repeated-root constacylic codes of prime power lengths over $$\mathbb {F}_{q}+ u\mathbb {F}_{q} + u^{2}\mathbb {F}_{q} $$.
J. Appl. Math. Comput., February, 2023
$${\mathbb {F}}_{2}[u]{\mathbb {F}}_{2}[u] $$-additive cyclic codes are asymptotically good.
J. Appl. Math. Comput., February, 2023
Self-Dual Double Circulant, Self-Dual Double Negacirculant and LCD Double Negacirculant Codes Over the Ring F<sub>q</sub>[u,v]/2 - u, v<sup>2</sup>-v, uv-vu>.
IEEE Access, 2023
On Symbol-Triple Distance of a Class of Constacyclic Codes of Length 3p<sup>s</sup> Over F<sub>p<sup>m</sup></sub> + uF<sub>p<sup>m</sup></sub>.
IEEE Access, 2023
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2023
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2023
Examining the Risk Contribution of Major Stock Markets to the Global Equity Market During the COVID-19 Pandemic.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2023
2022
Constacyclic codes over $${\pmb {\mathbb {F}}}_{q^2}[u]/\langle u^2-w^2 \rangle $$ and their application in quantum code construction.
J. Appl. Math. Comput., December, 2022
Self-dual constacyclic codes of length $$2^s$$ over the ring $$\mathbb {F}_{2^m}[u,v]/\langle u^2, v^2, uv-vu \rangle $$.
J. Appl. Math. Comput., February, 2022
Commun. Stat. Simul. Comput., 2022
Analyzing the Causality and Dependence between Exchange Rate and Real Estate Prices in Boom-and-Bust Markets: Quantile Causality and DCC Copula GARCH Approaches.
Axioms, 2022
Do Bitcoin and Traditional Financial Assets Act as an Inflation Hedge during Stable and Turbulent Markets? Evidence from High Cryptocurrency Adoption Countries.
Axioms, 2022
Improving the Accuracy of Forecasting Models Using the Modified Model of Single-Valued Neutrosophic Hesitant Fuzzy Time Series.
Axioms, 2022
On Hamming Distance Distributions of Repeated-Root Cyclic Codes of Length 5p<sup>s</sup> Over F<sub>p</sub> <sup>m</sup> + uF<sub>p</sub> <sup>m</sup>.
IEEE Access, 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
Soft Comput., 2021
Constacyclic codes over mixed alphabets and their applications in constructing new quantum codes.
Quantum Inf. Process., 2021
Hedging agriculture commodities futures with histogram data: a Markov switching volatility and correlation model.
Int. J. Data Min. Model. Manag., 2021
A multivariate copula-based SUR probit model: application to insolvency probability of enterprises.
Int. J. Data Min. Model. Manag., 2021
Hamming distances of constacyclic codes of length 3<i>p</i><sup><i>s</i></sup> and optimal codes with respect to the Griesmer and Singleton bounds.
Finite Fields Their Appl., 2021
Discret. Math., 2021
Ann. Oper. Res., 2021
2020
Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2020
Why the Use of Convex Combinations Works Well for Interval Data: A Theoretical Explanation.
Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2020
Multifactor capital asset pricing model in emerging and advanced markets using two error components model.
Int. J. Appl. Decis. Sci., 2020
IEEE Commun. Lett., 2020
Discret. Math., 2020
Quantum codes from skew constacyclic codes over the ring Fq[u, v]∕〈u2-1, v2-1, uv-vu〉.
Discret. Math., 2020
Exchange Rate Volatility Forecasting by Hybrid Neural Network Markov Switching Beta-t-EGARCH.
IEEE Access, 2020
Constacyclic Codes of Length 3p<sup>s</sup> Over F<sub>p</sub><sup>m</sup> + uF<sub>p</sub><sup>m</sup> and Their Application in Various Distance Distributions.
IEEE Access, 2020
Quantum MDS and Synchronizable Codes From Cyclic and Negacyclic Codes of Length 2p<sup>s</sup> Over F<sub>p<sup>m</sup></sub>.
IEEE Access, 2020
b-Symbol Distance of Constacylic Codes of Length p<sup>s</sup> Over F<sub>p</sub><sup>m</sup> + uF<sub>p</sub><sup>m</sup>.
IEEE Access, 2020
Explicit Representation and Enumeration of Repeated-Root (δ + αu²)-Constacyclic Codes Over F₂<sup>m</sup>[u]/‹u<sup>2λ</sup>›.
IEEE Access, 2020
2019
Proceedings of the Structural Changes and their Econometric Modeling, 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
The Impacts of Macroeconomic Variables on Economic Growth: Evidence from China, Japan, and South Korea.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Proceedings of the Structural Changes and their Econometric Modeling, 2019
A Regime Switching Time-Varying Copula Approach to Oil and Stock Markets Dependence: The Case of G7 Economies.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Trading Signal Analysis with Pairs Trading Strategy in the Stock Exchange of Thailand.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Measuring U.S. Business Cycle Using Markov-Switching Model: A Comparison Between Empirical Likelihood Estimation and Parametric Estimations.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Structural Breaks Dependence Analysis of Oil, Natural Gas, and Heating Oil: A Vine-Copula Approach.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Determinants of Foreign Direct Investment Inflow in ASEAN Countries: Panel Threshold Approach and Panel Smooth Transition Regression Approach.
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
Proceedings of the Structural Changes and their Econometric Modeling, 2019
MDS Symbol-Pair Repeated-Root Constacylic Codes of Prime Power Lengths Over 𝔽<sub>p<sup>m</sup></sub> + u𝔽<sub>p<sup>m</sup></sub>.
IEEE Access, 2019
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 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
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2019
Estimating Efficiency Effects with a Copula-based Spatial Panel Stochastic Frontier Model: Application in Thai rice Production.
Proceedings of the 2nd International Conference on Big Data Technologies, 2019
Proceedings of the 2nd International Conference on Big Data Technologies, 2019
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
Modeling the Dependence Among Crude Oil, Stock and Exchange Rate: A Bayesian Smooth Transition Vector Autoregression.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
The Effect of Energy Consumption on Economic Growth in BRICS Countries: Evidence from Panel Quantile Bayesian Regression.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
Markov Switching Dynamic Multivariate GARCH Models for Hedging on Foreign Exchange Market.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
Bayesian Analysis of the Logistic Kink Regression Model Using Metropolis-Hastings Sampling.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
Export Price and Local Price Relation in Longan of Thailand: The Bivariate Threshold VECM Model.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
2018
Proceedings of the Predictive Econometrics and Big Data, 2018
Proceedings of the Predictive Econometrics and Big Data, 2018
Proceedings of the Predictive Econometrics and Big Data, 2018
Investigating Relationship Between Gold Price and Crude Oil Price Using Interval Data with Copula Based GARCH.
Proceedings of the Predictive Econometrics and Big Data, 2018
The Analysis of the Effect of Monetary Policy on Consumption and Investment in Thailand.
Proceedings of the Predictive Econometrics and Big Data, 2018
The Impacts of Macroeconomic Variables on Financials Sector and Property and Construction Sector Index Returns in Stock Exchange of Thailand Under Interdependence Scheme.
Proceedings of the Predictive Econometrics and Big Data, 2018
Proceedings of the Predictive Econometrics and Big Data, 2018
Analysis of Risk, Rate of Return and Dependency of REITs in ASIA with Capital Asset Pricing Model.
Proceedings of the Predictive Econometrics and Big Data, 2018
Proceedings of the Predictive Econometrics and Big Data, 2018
Comparing Linear and Nonlinear Models in Forecasting Telephone Subscriptions Using Likelihood Based Belief Functions.
Proceedings of the Predictive Econometrics and Big Data, 2018
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018
A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market Risks.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018
Interval-Valued Estimation for the Five Largest Market Capitalization Stocks in the Stock Exchange of Thailand by Markov-Switching CAPM.
Proceedings of the Econometrics for Financial Applications, 2018
Proceedings of the Econometrics for Financial Applications, 2018
Proceedings of the Econometrics for Financial Applications, 2018
Portfolio Selection with Stock, Gold and Bond in Thailand Under Vine Copulas Functions.
Proceedings of the Econometrics for Financial Applications, 2018
Proceedings of the Econometrics for Financial Applications, 2018
Mixed-Copulas Approach in Examining the Relationship Between Oil Prices and ASEAN's Stock Markets.
Proceedings of the Econometrics for Financial Applications, 2018
2017
Proceedings of the Robustness in Econometrics, 2017
Proceedings of the Robustness in Econometrics, 2017
Proceedings of the Robustness in Econometrics, 2017
Proceedings of the Robustness in Econometrics, 2017
Analysis of Global Competitiveness Using Copula-Based Stochastic Frontier Kink Model.
Proceedings of the Robustness in Econometrics, 2017
Proceedings of the Robustness in Econometrics, 2017
2016
Analyzing Financial Risk and Co-Movement of Gold Market, and Indonesian, Philippine, and Thailand Stock Markets: Dynamic Copula with Markov-Switching.
Proceedings of the Causal Inference in Econometrics, 2016
Dependence Structure of and Co-Movement Between Thai Currency and International Currencies After Introduction of Quantitative Easing.
Proceedings of the Causal Inference in Econometrics, 2016
Proceedings of the Causal Inference in Econometrics, 2016
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
Analysis of Agricultural Production in Asia and Measurement of Technical Efficiency Using Copula-Based Stochastic Frontier Quantile Model.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
A Copula-Based Markov Switching Seemingly Unrelated Regression Approach for Analysis the Demand and Supply on Sugar Market.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
2015
Business Cycle of International Tourism Demand in Thailand: A Markov-Switching Bayesian Vector Error Correction Model.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015
Spillovers of Quantitative Easing on Financial Markets of Thailand, Indonesia, and the Philippines.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015
Co-Movement and Dependency Between New York Stock Exchange, London Stock Exchange, Tokyo Stock Exchange, Oil Price, and Gold Price.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015