Empirical finance

"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.

Year

2004

Language

English

Publisher

Physica-Verlag Heidelberg

Editions

3

Pages

201

ISBN

9783790815511

Data source: Wikidata