Analysis of branching ratio of telecommunication stocks in thailand using hawkes process
© Springer International Publishing Switzerland 2015. The aim of the research is to study the branching ratios of the telecommunication stocks in Thailand, ADVANC and DTAC, both listed on the Stock Exchange of Thailand (SET). The branching ratio is the parameter defined in the Hawkes process and dir...
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| Main Authors: | , |
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| Format: | Article |
| Published: |
Springer Verlag
2015
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| Subjects: | |
| Online Access: | http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=84919372831&origin=inward http://cmuir.cmu.ac.th/handle/6653943832/39149 |
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| Institution: | Chiang Mai University |