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Please use this identifier to cite or link to this item: http://cmuir.cmu.ac.th/jspui/handle/6653943832/71031
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dc.contributor.authorMingyang Lien_US
dc.contributor.authorRuofan Liaoen_US
dc.contributor.authorSongsak Sriboonchittaen_US
dc.date.accessioned2020-10-14T08:48:55Z-
dc.date.available2020-10-14T08:48:55Z-
dc.date.issued2020-08-21en_US
dc.identifier.issn17426596en_US
dc.identifier.issn17426588en_US
dc.identifier.other2-s2.0-85090499712en_US
dc.identifier.other10.1088/1742-6596/1616/1/012070en_US
dc.identifier.urihttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85090499712&origin=inwarden_US
dc.identifier.urihttp://cmuir.cmu.ac.th/jspui/handle/6653943832/71031-
dc.description.abstract© Published under licence by IOP Publishing Ltd. This study analyzes Bayesian Markov-Switching of the single regime and the two regimes to forecast the risk of the exchange rate in three ASEAN countries, and various GARCH family and distribution are selected by DIC to find the best fitting models. This study will help governments to prevent the recurrence of events like the 1997 financial crisis. The study finds that Thailand has the best exchange rate stability and the lowest risk and is most suitable for foreign investors seeking stability.en_US
dc.subjectPhysics and Astronomyen_US
dc.titleValue at risk of the exchange rate in southeast ASEAN-3 based on bayesian Markov-switching GARCH approachen_US
dc.typeConference Proceedingen_US
article.title.sourcetitleJournal of Physics: Conference Seriesen_US
article.volume1616en_US
article.stream.affiliationsChiang Mai Universityen_US
Appears in Collections:CMUL: Journal Articles

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