Applications of the Natural Cubic Spline Function to Estimate Financial Volatilities and Time-varying Correlations of the ASEAN-5 Financial Time Series

Doctor of Philosophy (Research Methodology), 2021

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Bibliographic Details
Main Author: Jetsada Laipaporn
Other Authors: McNeil, Don
Format: Theses and Dissertations
Language:English
Published: Prince of Songkla University 2023
Subjects:
Online Access:http://kb.psu.ac.th/psukb/handle/2016/18069
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Institution: Prince of Songkhla University
Language: English