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