Payap Tarkhamtham

According to our database, Payap Tarkhamtham authored at least 4 papers between 2019 and 2023.

Collaborative distances:

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

2023

Forecasting Precious Metals Prices Volatility with the Global Economic Policy Uncertainty Index: The GARCH-MIDAS Technique for Different Frequency Data Sets.

Roengchai Tansuchat, Payap Tarkhamtham, Wiranya Puntoon, Rungrapee Phadkantha

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

2019

A Regime Switching Skew-Distribution Model of Contagion.

Woraphon Yamaka, Payap Tarkhamtham, Paravee Maneejuk, Songsak Sriboonchitta

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.

Nopasit Chakpitak, Payap Tarkhamtham, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Structural Changes and their Econometric Modeling, 2019

Modeling the Dependence Among Crude Oil, Stock and Exchange Rate: A Bayesian Smooth Transition Vector Autoregression.

Payap Tarkhamtham, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019