MARC details
| 000 -LEADER |
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| fixed length control field |
01042nam a2200217Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
140323b2005 xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783790815511 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.091724 |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Islam, Sardar M N |
| 9 (RLIN) |
18882 |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Empirical finance: modelling and analysis of emerging financial and stock markets |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc |
Germany |
| Name of publisher, distributor, etc |
Physica-Verlag Heidelberg |
| Date of publication, distribution, etc |
2005 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiv, 200 p. |
| Other physical details |
With 53 Figures and 56 Tables |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Contributions to Economics |
| 9 (RLIN) |
18883 |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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. The findings of the existence of rational bubbles, anomalies, volatility and other characteristics reveal evidence of inefficiency in the Thai stock market. Based on these results, the book includes justifications for public policies in such economies and makes suggestions for further research areas.<br/><br/>https://www.springer.com/gp/book/9783790815511 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance - Developing countries |
| 9 (RLIN) |
18043 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Money market - Mathematical models |
| 9 (RLIN) |
18884 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stock exchange - Thailand |
| 9 (RLIN) |
18885 |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Watanapalachaikul, Sethapong |
| 9 (RLIN) |
18886 |
| 852 ## - LOCATION/CALL NUMBER |
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| Classification part |
I8E6 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Item type |
Books |
| Source of classification or shelving scheme |
Dewey Decimal Classification |
