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:PDF 压缩包:
- Empirical Finance_Modelling and Analysis of Emerging Financial and Stock Markets.pdf
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