It is possible to apply a visa to HK in Bangkok as I am Myanmar

Yes, you can apply for a Hong Kong visit visa at Chinese embassy in Bangkok, please prepare the following documents and submit them to the embassy 1.5 months before the departure to Hong Kong:
1. your Myanmar passport and photocopy of data pages
2. one passport photo
3. complete Hong Kong Visit/Transit Visa application form
4. the round-trip flight tickets
5. hotel booking in Hong Kong
6. the Thai residence permit (original and copy)

Thank you very much for your replied and Let's me ask two more questions as following below;
1.Do I have to prepare the document of Bank Account Statement.
2.Do I have to show the evident of Identification Card Student to the embassy.

Thank you again for your next reply.

Yes, you need to show document of Bank Account Statement and the evidence of Identification Card Student to the embassy.