Value at risk estimation of the SET50 index: Comparison between stock exchange of Thailand and Thailand futures exchange

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Main Author: Woradee Jongadsayakul
Format: Article
Language:English
Published: Centre of Sociological Research, Szczecin 2021-03-01
Series:Journal of International Studies
Online Access:https://www.jois.eu/?681,en_value-at-risk-estimation-of-the-set50-index-comparison-between-stock-exchange-of-thailand-and-thailand-futures-exchange
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author Woradee Jongadsayakul
author_facet Woradee Jongadsayakul
author_sort Woradee Jongadsayakul
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institution Kabale University
issn 2071-8330
2306-3483
language English
publishDate 2021-03-01
publisher Centre of Sociological Research, Szczecin
record_format Article
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spelling doaj-art-605f3394dea54091ac4f4613637175f62025-08-20T03:34:48ZengCentre of Sociological Research, SzczecinJournal of International Studies2071-83302306-34832021-03-0114110.14254/2071-8330.2021/14-1/16Value at risk estimation of the SET50 index: Comparison between stock exchange of Thailand and Thailand futures exchangeWoradee Jongadsayakulhttps://www.jois.eu/?681,en_value-at-risk-estimation-of-the-set50-index-comparison-between-stock-exchange-of-thailand-and-thailand-futures-exchange
spellingShingle Woradee Jongadsayakul
Value at risk estimation of the SET50 index: Comparison between stock exchange of Thailand and Thailand futures exchange
Journal of International Studies
title Value at risk estimation of the SET50 index: Comparison between stock exchange of Thailand and Thailand futures exchange
title_full Value at risk estimation of the SET50 index: Comparison between stock exchange of Thailand and Thailand futures exchange
title_fullStr Value at risk estimation of the SET50 index: Comparison between stock exchange of Thailand and Thailand futures exchange
title_full_unstemmed Value at risk estimation of the SET50 index: Comparison between stock exchange of Thailand and Thailand futures exchange
title_short Value at risk estimation of the SET50 index: Comparison between stock exchange of Thailand and Thailand futures exchange
title_sort value at risk estimation of the set50 index comparison between stock exchange of thailand and thailand futures exchange
url https://www.jois.eu/?681,en_value-at-risk-estimation-of-the-set50-index-comparison-between-stock-exchange-of-thailand-and-thailand-futures-exchange
work_keys_str_mv AT woradeejongadsayakul valueatriskestimationoftheset50indexcomparisonbetweenstockexchangeofthailandandthailandfuturesexchange