Volatility Jump Detection in Thailand Stock Market
© 2018, Springer International Publishing AG, part of Springer Nature. The purposes of this study are threefold. The first is to employ three jump tests (Amed, Amin and BNS jump test) to detect jump in high-frequency return of the Stock Exchange of Thailand (SET) index over the period of five years...
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| Main Authors: | , , , |
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| 格式: | Book Series |
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2018
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85044001918&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58554 |
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| 機構: | Chiang Mai University |