The dependence structure and portfolio optimization in economic cycles: An application in ASEAN stock market

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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書目詳細資料
Main Authors:	Jittima Singvejsakul, Chukiat Chaiboonsri, Songsak Sriboonchitta
格式:	Book Series
出版:	2019
主題:	Computer Science Mathematics
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
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

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