Titlebook: Econometrics of Risk; Van-Nam Huynh,Vladik Kreinovich,Komsan Suriya Book 2015 Springer International Publishing Switzerland 2015 Asset Pri

原諒

https://doi.org/10.1007/978-3-030-43457-1er analyzes the asymmetric reaction of gold in different weights to negative and positive news on average at all times as well as during extreme decreases in stock market. The former provides potential evidence for hedge, while the latter tests for the existence of a safe haven characteristic. We fi

切碎

非實體

MUTED

https://doi.org/10.1007/978-3-642-54939-7ge of Thailand (SET). The branching ratio is the parameter defined in the Hawkes process and directly measures the influential degree of endogeneity. The results indicate to what extent the stock price changes are affected by internal factors. The study found that the branching ratio of ADVANC is at