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:	Chukiat Chaiboonsri, Prasert Chaitip
Format:	Journal
Published:	2018
Subjects:	Economics, Econometrics and Finance
Online Access:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84987792283&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55667
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Institution:	Chiang Mai University

id	th-cmuir.6653943832-55667
record_format	dspace
spelling	th-cmuir.6653943832-556672018-09-05T02:59:33Z Extreme values analysis for Asean stock exchanges Chukiat Chaiboonsri Prasert Chaitip Economics, Econometrics and Finance © 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. 2018-09-05T02:59:33Z 2018-09-05T02:59:33Z 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/6653943832/55667
institution	Chiang Mai University
building	Chiang Mai University Library
country	Thailand
collection	CMU Intellectual Repository
topic	Economics, Econometrics and Finance
spellingShingle	Economics, Econometrics and Finance Chukiat Chaiboonsri Prasert Chaitip Extreme values analysis for Asean stock exchanges
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	Chukiat Chaiboonsri Prasert Chaitip
author_facet	Chukiat Chaiboonsri Prasert Chaitip
author_sort	Chukiat Chaiboonsri
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	2018
url	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84987792283&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55667
_version_	1681424548591828992

Extreme values analysis for Asean stock exchanges

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