Extreme values analysis for Asean stock exchanges

© Chukiat Chaiboonsri, Prasert Chaitip, 2016. This paper aims to provide a precise estimation for prediction the extreme value of set index points of the ASEAN stock markets. The time series data of set index point from 3 markets in ASEAN Exchange such as the Stock Exchange of Thailand, Kuala Lumpur...

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Main Authors:	Chaiboonsri C., Chaitip P.
Format:	Journal
Published:	2017
Online Access:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84987792283&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42187
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Institution:	Chiang Mai University

id	th-cmuir.6653943832-42187
record_format	dspace
spelling	th-cmuir.6653943832-421872017-09-28T04:25:39Z Extreme values analysis for Asean stock exchanges Chaiboonsri C. Chaitip P. © Chukiat Chaiboonsri, Prasert Chaitip, 2016. This paper aims to provide a precise estimation for prediction the extreme value of set index points of the ASEAN stock markets. The time series data of set index point from 3 markets in ASEAN Exchange such as the Stock Exchange of Thailand, Kuala Lumpur Stock Exchange (KLSE) and Exchange LTD in Singapore were used. Time series data was used to predict the extreme value of set index points for 1987-2014 (annual data). The precise estimation approach was used applying the Bayesian inference approach. The research result confirmed that the prediction value of each stock exchange is reasonable to prevent the financial crisis after 2015. 2017-09-28T04:25:39Z 2017-09-28T04:25:39Z 2016-01-01 Journal 19936788 2-s2.0-84987792283 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84987792283&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42187
institution	Chiang Mai University
building	Chiang Mai University Library
country	Thailand
collection	CMU Intellectual Repository
description	© Chukiat Chaiboonsri, Prasert Chaitip, 2016. This paper aims to provide a precise estimation for prediction the extreme value of set index points of the ASEAN stock markets. The time series data of set index point from 3 markets in ASEAN Exchange such as the Stock Exchange of Thailand, Kuala Lumpur Stock Exchange (KLSE) and Exchange LTD in Singapore were used. Time series data was used to predict the extreme value of set index points for 1987-2014 (annual data). The precise estimation approach was used applying the Bayesian inference approach. The research result confirmed that the prediction value of each stock exchange is reasonable to prevent the financial crisis after 2015.
format	Journal
author	Chaiboonsri C. Chaitip P.
spellingShingle	Chaiboonsri C. Chaitip P. Extreme values analysis for Asean stock exchanges
author_facet	Chaiboonsri C. Chaitip P.
author_sort	Chaiboonsri C.
title	Extreme values analysis for Asean stock exchanges
title_short	Extreme values analysis for Asean stock exchanges
title_full	Extreme values analysis for Asean stock exchanges
title_fullStr	Extreme values analysis for Asean stock exchanges
title_full_unstemmed	Extreme values analysis for Asean stock exchanges
title_sort	extreme values analysis for asean stock exchanges
publishDate	2017
url	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84987792283&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42187
_version_	1681422141799530496

Extreme values analysis for Asean stock exchanges

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