Abstract |
Previous | 1 of 2 | Next |
|
small (250x250 max)
medium (500x500 max)
Large
Extra Large
large ( > 500x500)
Full Resolution
|
This page
All
|
Object Description
Rating | |
Title | Effectiveness of liquidity copula VaR: an empirical evidence from Thailand Stock Market (SET100) |
Creator | Kornvika Wangsiripaiboon |
Keyword |
Stocks Thailand Mathematical models Risk assessment Mathematical models |
Publisher | Thammasat University |
Contributors | Sarayut Nathaphan, advisor |
Date of issued | 2013 |
Type | Text |
Format | application/pdf |
Format-extent | (4), 21 leaves |
Language | eng |
Rights | Copyright of Thammasat University. Licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives license. |
Rights holder | Thammasat University |
Degree name | Master of Science (Finance) |
Degree discipline | Finance |
Faculty/College | Faculty of Commerce and Accountancy |
OCLC number | 967140096 |
CONTENTdm number | 28716 |
Description
Tags
Comments
Post a Comment for Abstract