Table of Contents
Articles
Editorial | |
Sompong Dhompongsa, Hung T. Nguyen |
Some Bayesian Premiums Obtained by Using the Common Effect in Claim Dependence Model | |
Tippatai Pongsart, Kiat Sangaroon, Pairote Sattayatham | 1-12 |
Modeling Stock Market Dynamics with Stochastic Differential Equation Driven by Fractional Brownian Motion: A Bayesian Method | |
N. Harnpornchai, K. Autchariyapanitkul | 13-23 |
Bayesian Approach to Intelligent Control and Its Relation to Fuzzy Control | |
Kongliang Zhu, Olga Kosheleva, Vladik Kreinovich | 25-36 |
Which Robust Versions of Sample Variance and Sample Covariance Are Most Appropriate for Econometrics: Symmetry-Based Analysis | |
Songsak Sriboonchitta, Ildar Batyrshin, Vladik Kreinovich | 37-50 |
Empirically Successful Transformations from Non-Gaussian to Close-to-Gaussian Distributions: Theoretical Justification | |
Thongchai Dumrongpokaphan, Pedro Barragan, Vladik Kreinovich | 51-61 |
Causal Effect for Ordinal Outcomes from Observational Data: Bayesian Approach | |
Jirakom Sirisrisakulchai, Songsak Sriboonchitta | 63-70 |
Robust Regression for Capital Asset Pricing Model Using Bayesian Approach | |
K. Autchariyapanitkul, K. Kunasri, S. Sriboonchitta | 71-82 |
A Bayesian Change Point with Regime Switching Model | |
P. Pastpipatkul, S. Sriboonchitta, W. Yamaka | 83-99 |
Relationships Among Prices of Rubber in ASEAN : Bayesian Structural VAR Model | |
N. Kaewsompong, S. Sriboonchitta, P. Maneejuk, W. Yamaka | 101-116 |
Macroeconomic Factors Affecting Exchange Rate Fluctuation: Markov Switching Bayesian Quantile Approach | |
Tanaporn Tungtrakul, Paravee Maneejuk, Songsak Sriboonchitta | 117-132 |
Time-Varying Threshold Regression Model Using the Kalman Filter Method | |
Duangthip Sirikanchanarak, Worapon Yamaka, Chatchai Khiewgamdee, Songsak Sriboonchitta | 133-148 |
Factors Affecting Farmer's Choice of Cultivating Landrace Rice: Using a Switching Regression Model | |
C. Phetcharat, N. Teerakul, W. Yamaka, S. Sriboonchitta, T. Janthonk | 149-159 |
On the Linkages between Exchange Rate Movements Stock, Bond and Interest Rate Market in a Regime-Switching Model: Evidence for ASEAN and East Asia | |
Kongliang Zhu, Woraphon Yamaka, Songsak Sriboonchitta | 161-181 |
Multi-Asset Portfolio Returns: A Markov Switching Copula-Based Approach | |
Kongliang Zhu, Woraphon Yamaka, Songsak Sriboonchitta | 183-200 |
Analyzing the Effect of Time-Varying Factors for Thai Rice Export | |
Paravee Maneejuk, Pathairat Pastpipatkul, Songsak Sriboonchitta | 201-213 |
Forecasting Chinese International Outbound Tourists: Copula Kink AR-GARCH Model | |
Pimonpun Boonyasana, Warattaya Chinnakum | 215-229 |
Forecasting International Tourism Demand in Thailand | |
Warattaya Chinnakum, Pimonpun Boonyasana | 231-244 |
The Thai Journal of Mathematics organized and supported by The Mathematical Association of Thailand and Thailand Research Council and the Center for Promotion of Mathematical Research of Thailand (CEPMART).
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|ISSN 1686-0209|