Phachongchit Tibprasorn

According to our database, Phachongchit Tibprasorn authored at least 4 papers between 2015 and 2017.

Collaborative distances:

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

2017

Estimating Efficiency of Stock Return with Interval Data.

Phachongchit Tibprasorn, Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Robustness in Econometrics, 2017

Stochastic Frontier Model in Financial Econometrics: A Copula-Based Approach.

Phachongchit Tibprasorn, Kittawit Autchariyapanitkul, Songsak Sriboonchitta

Proceedings of the Robustness in Econometrics, 2017

2016

A Copula-Based Stochastic Frontier Model and Efficiency Analysis: Evidence from Stock Exchange of Thailand.

Phachongchit Tibprasorn, Somsak Chanaim, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016

2015

A Copula-Based Stochastic Frontier Model for Financial Pricing.

Phachongchit Tibprasorn, Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015