{"id":"https://openalex.org/W2901824143","doi":"https://doi.org/10.1007/978-3-030-04263-9_38","title":"Markov Switching Quantile Model Unknown tau Energy Stocks Price Index Thailand","display_name":"Markov Switching Quantile Model Unknown tau Energy Stocks Price Index Thailand","publication_year":2018,"publication_date":"2018-11-24","ids":{"openalex":"https://openalex.org/W2901824143","doi":"https://doi.org/10.1007/978-3-030-04263-9_38","mag":"2901824143"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-030-04263-9_38","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-04263-9_38","pdf_url":null,"source":{"id":"https://openalex.org/S2764461748","display_name":"Studies in computational intelligence","issn_l":"1860-949X","issn":["1860-949X","1860-9503"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Computational Intelligence","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5018461930","display_name":"Pichayakone Rakpho","orcid":"https://orcid.org/0000-0001-8493-879X"},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":true,"raw_author_name":"Pichayakone Rakpho","raw_affiliation_strings":["Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","International College of Digital Innovation, Chiang Mai University, Chiang Mai, Thailand"],"affiliations":[{"raw_affiliation_string":"Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]},{"raw_affiliation_string":"International College of Digital Innovation, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5020022323","display_name":"Woraphon Yamaka","orcid":"https://orcid.org/0000-0002-0787-1437"},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Woraphon Yamaka","raw_affiliation_strings":["Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand"],"affiliations":[{"raw_affiliation_string":"Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5058887761","display_name":"Songsak Sriboonchitta","orcid":"https://orcid.org/0000-0002-3511-5452"},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Songsak Sriboonchitta","raw_affiliation_strings":["Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand"],"affiliations":[{"raw_affiliation_string":"Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]},{"raw_affiliation_string":"Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5018461930"],"corresponding_institution_ids":["https://openalex.org/I48076826"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.05308349,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"488","last_page":"496"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9958000183105469,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9839000105857849,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/quantile-regression","display_name":"Quantile regression","score":0.8150687217712402},{"id":"https://openalex.org/keywords/quantile","display_name":"Quantile","score":0.7410017251968384},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.7302447557449341},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.6089274883270264},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.49554383754730225},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.48194241523742676},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.36835598945617676},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.24640849232673645}],"concepts":[{"id":"https://openalex.org/C63817138","wikidata":"https://www.wikidata.org/wiki/Q3455889","display_name":"Quantile regression","level":2,"score":0.8150687217712402},{"id":"https://openalex.org/C118671147","wikidata":"https://www.wikidata.org/wiki/Q578714","display_name":"Quantile","level":2,"score":0.7410017251968384},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.7302447557449341},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.6089274883270264},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.49554383754730225},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.48194241523742676},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.36835598945617676},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.24640849232673645}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-030-04263-9_38","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-04263-9_38","pdf_url":null,"source":{"id":"https://openalex.org/S2764461748","display_name":"Studies in computational intelligence","issn_l":"1860-949X","issn":["1860-949X","1860-9503"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Computational Intelligence","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Affordable and clean energy","id":"https://metadata.un.org/sdg/7","score":0.49000000953674316}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":14,"referenced_works":["https://openalex.org/W2029056003","https://openalex.org/W2043436310","https://openalex.org/W2074812030","https://openalex.org/W2084871407","https://openalex.org/W2235593455","https://openalex.org/W2463070975","https://openalex.org/W2475097716","https://openalex.org/W2483196530","https://openalex.org/W2776344132","https://openalex.org/W2778975414","https://openalex.org/W2780491762","https://openalex.org/W2781870416","https://openalex.org/W2806380219","https://openalex.org/W4241653265"],"related_works":["https://openalex.org/W4206511378","https://openalex.org/W4206618949","https://openalex.org/W2526321210","https://openalex.org/W3205863630","https://openalex.org/W3014605311","https://openalex.org/W2364275385","https://openalex.org/W4318833145","https://openalex.org/W4388704167","https://openalex.org/W2224749288","https://openalex.org/W4252013513"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}