The dependence structure and portfolio optimization in economic cycles: An application in ASEAN stock market
© Springer Nature Switzerland AG 2019. Investigation is made on the dependence structure of ASEAN stock markets, including Thailand, Indonesia, Malaysia, the Philippines, Vietnam and Singapore. Technically, data is divided into boom and recession periods during 2008–2017. The econometric tools emplo...
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| 格式: | Book Series |
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2019
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85064226714&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/65538 |
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| 機構: | Chiang Mai University |