1.
Kulvanich N. Volatility Segmentation of SET100 Indices Using GARCH Models. KKU Sci. J. [internet]. 2026 Mar. 30 [cited 2026 Aug. 30];54(1):267-78. available from: https://ph01.tci-thaijo.org/index.php/KKUSciJ/article/view/264202