Modeling Multivariate Returns and Volatilities of Three Important Groups of Stock Indices in the World Stock Markets

Stock markets are one among the most influential forms of physical economy in the today’s world. They play a prominent role in all economies because many kinds of investors, including financial institutions invest in financial markets. This entails risk or volatility of returns, and these which a...

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Bibliographic Details
Main Author: Jittima Singvejsakul
Other Authors: Prof. Dr. Songsak Sriboonchitta
Format: Theses and Dissertations
Language:English
Published: เชียงใหม่ : บัณฑิตวิทยาลัย มหาวิทยาลัยเชียงใหม่ 2020
Online Access:http://cmuir.cmu.ac.th/jspui/handle/6653943832/69484
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Institution: Chiang Mai University
Language: English