Liammukda, Asama, Department of Statistics, Faculty of Science, Chiang Mai University, Huay Kaew Road, Chiang Mai, 50200, Thailand., Thailand

• Volume 20, Issue 4, December 2020 - Articles
  Does COVID-19 Crisis Affects the Spillover of Oil Market’s Return and Risk on Thailand’s Sectoral Stock Return?: Evidence from Bivariate DCC GARCH-in-Mean Model
  Abstract  PDF