Extreme values analysis for Asean stock exchanges

• المؤلفون الرئيسيون: Chaiboonsri C., Chaitip P.
• التنسيق: دورية
• منشور في: 2017
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84987792283&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/42187

© 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...