【新兴金融与股票市场的模型与分析】 Empirical Finance : Modelling and Analysis of

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Empirical Finance
Modelling and Analysis of Emerging Financial and Stock Markets

Authors: Dr. Sardar M. N. Islam, Dr. Sethapong Watanapalachaikul



The emphasis of this book is on understanding special characteristics of the financial systems of emerging markets, where the existence of market imperfections such as asymmetric information, adverse selection and moral hazard can cause financial market failures. Considering the Thai stock market as an example, this book provides an econometric study of a typical Asian financial system. Many contemporary techniques and models are used in this study, including simple multivariate regression, multi-factor model, exponential smoothing, Holt Winter’s models, and GARCH type models. The findings of the existence of rational bubbles, anomalies, volatility and other characteristics reveal evidence of inefficiency in the Thai stock market. Based on these results, the book includes justifications for public policies in such economies and makes suggestions for further research areas.

本帖隐藏的内容

原版 PDF：
Empirical Finance_Modelling and Analysis of Emerging Financial and Stock Markets.pdf (15.4 MB, 需要: 10 个论坛币)

2017-1-16 03:31:24 上传

需要: 10 个论坛币  [购买]

PDF 压缩包：
Empirical Finance_Modelling and Analysis of Emerging Financial and Stock Markets.zip (14.47 MB, 需要: 10 个论坛币) 本附件包括：

• Empirical Finance_Modelling and Analysis of Emerging Financial and Stock Markets.pdf

2017-1-16 03:31:11 上传

需要: 10 个论坛币  [购买]

  如果你喜欢我分享的书籍，请关注我：
https://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=5975757

订阅我的文库：

【金融 + 经济 + 商学 + 国际政治】
https://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3257

【数学 + 统计 + 计算机编程】
https://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3258

【历史 + 心理学 + 社会自然科学】
https://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3259

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏18 回帖

关键词：Empirical Modelling Analysis Analysi modelli emerging emphasis provides 股票市场 example

多谢楼主分享

感谢楼主分享

新兴金融与股票市场的模型与分析

谢谢分享

感谢楼主分享

谢谢分享

Empirical Finance

新兴市场有啥不一样吗

贵不贵？