The Asian crisis and calendar effects on stock returns in Thailand

DOI10.1016/J.EJOR.2004.01.015zbMath1067.90104OpenAlexW2001658861MaRDI QIDQ704088

Ken Holden, John Thompson, Yuphin Ruangrit

Publication date: 12 January 2005

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2004.01.015

zbMATH Keywords

GARCH modelsCalendar effectsAsian crisisThai Stock Market

Mathematics Subject Classification ID

Marketing, advertising (90B60)

Uses Software

• Microfit

Cites Work

• Generalized autoregressive conditional heteroscedasticity
• Unnamed Item

This page was built for publication: The Asian crisis and calendar effects on stock returns in Thailand