|
Time-varying systematic risk in the stock exchange of Thailand : Evidence from multivariate garch and kalman filter estimates |
|---|---|
| รหัสดีโอไอ | |
| Title | Time-varying systematic risk in the stock exchange of Thailand : Evidence from multivariate garch and kalman filter estimates |
| Creator | Muttalath Kridsadarat |
| Contributor | Komain Jiranyakul |
| Publisher | National Institute of Development Administration |
| Publication Year | 2558 |
| Keyword | Time-varying systematic risk, Stock exchanges -- Thailand |
