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Empirical Finance : Modelling and Analysis of Emerging Financial and Stock Markets by Sardar M. N. Islam, Sethapong Watanapalachaikul, Sardar M.N. Islam is a scholarly article available to read on EtoBox.

What is Empirical Finance : Modelling and Analysis of Emerging Financial and Stock Markets about?

This book makes two key contributions to empirical finance. First it provides a comprehensive analysis of the Thai stock market. Second it presents an excellent exposition ofhow modem econometric techniques can be utilised to understand a market. The increasing globalisation of the world's financial markets has made our un­ derstanding of the risk-return relationship in a broader range of markets critical. This is particularly so in emerging markets where market depth and liquidity are major issues. One such emerging market is Thailand. The Thai capital market isof particular interest given that it was the market in which the Asian financial crises commenced. As such an understanding ofthe Thai capital market via study of the pre and post-crisis periods enables one to shed light on one of the major financial markets events of recent times. This book provides a quantitative analysis of the Thai capital market using some very useful and recent econometric techniques. The book provides an over­ view of the Thai stock market in chapter 2. Descriptive statistics and time series models (moving average, exponential smoothing, ARIMA) are presented in chap­ ter 3 followed by market efficien

Author

Sardar M. N. Islam, Sethapong Watanapalachaikul, Sardar M.N. Islam

Publisher

Physica-Verlag HD : Imprint : Physica

Published

2005

Language

EN

ISBN

9783790826661