Please use this identifier to cite or link to this item: http://cmuir.cmu.ac.th/jspui/handle/6653943832/55667
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dc.contributor.authorChukiat Chaiboonsrien_US
dc.contributor.authorPrasert Chaitipen_US
dc.date.accessioned2018-09-05T02:59:33Z-
dc.date.available2018-09-05T02:59:33Z-
dc.date.issued2016-01-01en_US
dc.identifier.issn19936788en_US
dc.identifier.other2-s2.0-84987792283en_US
dc.identifier.urihttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84987792283&origin=inwarden_US
dc.identifier.urihttp://cmuir.cmu.ac.th/jspui/handle/6653943832/55667-
dc.description.abstract© Chukiat Chaiboonsri, Prasert Chaitip, 2016. This paper aims to provide a precise estimation for prediction the extreme value of set index points of the ASEAN stock markets. The time series data of set index point from 3 markets in ASEAN Exchange such as the Stock Exchange of Thailand, Kuala Lumpur Stock Exchange (KLSE) and Exchange LTD in Singapore were used. Time series data was used to predict the extreme value of set index points for 1987-2014 (annual data). The precise estimation approach was used applying the Bayesian inference approach. The research result confirmed that the prediction value of each stock exchange is reasonable to prevent the financial crisis after 2015.en_US
dc.subjectEconomics, Econometrics and Financeen_US
dc.titleExtreme values analysis for Asean stock exchangesen_US
dc.typeJournalen_US
article.title.sourcetitleActual Problems of Economicsen_US
article.volume183en_US
article.stream.affiliationsChiang Mai Universityen_US
Appears in Collections:CMUL: Journal Articles

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