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008 150903s2005 gw | o |||| 0|eng d
020 _a9783790826661
_99783790826661
024 7 _a10.1007/9783790826661
_2doi
035 _avtls000363234
039 9 _a201509030635
_bVLOAD
_c201405070341
_dVLOAD
_y201402211142
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aHG1-9999
100 1 _aIslam, Sardar M. N.
_eautor
_9299663
245 1 0 _aEmpirical Finance :
_bModelling and Analysis of Emerging Financial and Stock Markets /
_cby Sardar M. N. Islam, Sethapong Watanapalachaikul.
264 1 _aHeidelberg :
_bPhysica-Verlag HD :
_bImprint: Physica,
_c2005.
300 _axiv, 201 páginas
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aContributions to Economics,
_x1431-1933
500 _aSpringer eBooks
505 0 _a1 Introduction -- 2 The Thai Financial System: Characteristics of the Emerging Thai Stock -- 3 Descriptive Statistics and General Characteristics of the Stock Market -- 4 Market Efficiency Models and Tests -- 5 Stock Valuation Models -- 6 Models for Rational Speculative Bubbles -- 7 Models for Anomalies Studies -- 8 Volatility Models -- 9 Summary and Conclusions -- Appendix 1 Structure of Financial Institutions in Thailand -- Appendix 2 Market Efficiency and ARIMA Test Results -- Appendix 3 Regression Test Results -- List of Figures -- List of Tables -- List of Appendices -- About the Authors.
520 _aThe 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.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aWatanapalachaikul, Sethapong.
_eautor
_9349388
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9783790815511
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-7908-2666-1
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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