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

• 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
• Institution: Chiang Mai University

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...