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- Includes supplementary material: sn.pub/extras
Part of the book series: Contributions to Economics (CE)
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Table of contents (9 chapters)
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Front Matter
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Back Matter
About this book
Reviews
Review
"This new book by Sardar M. N. Islam and Sethapong Watanapalachaikul applies the modern tools of financial econometrics to the investigation of the structure and statistical relationships within an important developing financial market, the stock market in Thailand. This book is an invaluable source for those with an interest in the financial markets of developing economies, financial econometrics and modelling more generally and also provides a framework for the investigation of these same relationships in those other financial markets at different stages of development."
- Jonathan Batten, Professor of Finance, Seoul National University, Republic of Korea; Co-editor, Research in International Business and Finance; in the editorial board of the International Review of Financial Analysis; ,coauthor with Thomas Fetherston, "Asia-Pacific Fixed Income Markets: An Analysis of the Region's Money, Bond and Interest Derivatives Markets", John Wiley, Frontiers in Finance Series in 2002.
Authors and Affiliations
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Centre for Strategic Economic Studies, Victoria University, Melbourne City MC, Australia
Sardar M. N. Islam, Sethapong Watanapalachaikul
Bibliographic Information
Book Title: Empirical Finance
Book Subtitle: Modelling and Analysis of Emerging Financial and Stock Markets
Authors: Sardar M. N. Islam, Sethapong Watanapalachaikul
Series Title: Contributions to Economics
DOI: https://doi.org/10.1007/978-3-7908-2666-1
Publisher: Physica Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Physica-Verlag Heidelberg 2005
Softcover ISBN: 978-3-7908-1551-1
eBook ISBN: 978-3-7908-2666-1
Series ISSN: 1431-1933
Series E-ISSN: 2197-7178
Edition Number: 1
Number of Pages: XIV, 201
Topics: Finance, general, Econometrics, Development Economics