| 书目名称 | Empirical Finance |
| 副标题 | Modelling and Analys |
| 编辑 | Sardar M. N. Islam,Sethapong Watanapalachaikul |
| 视频video | |
| 概述 | Includes supplementary material: |
| 丛书名称 | Contributions to Economics |
| 图书封面 |  |
| 描述 | This book makes two key contributions to empirical finance. First it provides a comprehensive analysis of the Thai stock market. Second it presents an excellent exposition ofhow modem econometric techniques can be utilised to understand a market. The increasing globalisation of the world‘s financial markets has made our un derstanding of the risk-return relationship in a broader range of markets critical. This is particularly so in emerging markets where market depth and liquidity are major issues. One such emerging market is Thailand. The Thai capital market isof particular interest given that it was the market in which the Asian financial crises commenced. As such an understanding ofthe Thai capital market via study of the pre and post-crisis periods enables one to shed light on one of the major financial markets events of recent times. This book provides a quantitative analysis of the Thai capital market using some very useful and recent econometric techniques. The book provides an over view of the Thai stock market in chapter 2. Descriptive statistics and time series models (moving average, exponential smoothing, ARIMA) are presented in chap ter 3 followed by market efficien |
| 出版日期 | Book 20051st edition |
| 关键词 | Emerging Financial Markets; Empirical Finance; Finance; Financial Policy; Thailand; Volatility; calculus; m |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-7908-2666-1 |
| isbn_softcover | 978-3-7908-1551-1 |
| isbn_ebook | 978-3-7908-2666-1Series ISSN 1431-1933 Series E-ISSN 2197-7178 |
| issn_series | 1431-1933 |
| copyright | Physica-Verlag Heidelberg 2005 |
发表于 2025-3-21 17:51:14
