Publication

2004 - Physica-Verlag, New York, NY

Language

English

Word Count

50,000 words, Guess

Page Count

200 pages

Identifiers

and 2 more
  • Library of Congress Control Number2004109408
  • Goodreads1772358

Classifications

  • LCCHG

Description

"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."--BOOK JACKET.

Subjects

Other Editions

  • Empirical finance: modelling and analysis of emerging financial and stock marketsPhysica-Verlag2004-01-01

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