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DCC and Analysis of the Exchange Rate and the Stock Market Returns’ Volatility: An Evidence Study of Thailand Country
Four Quadrant (4Q) Converter Interlacing Traction Systems Power Quality Analysis
2013/2/23
This paper studies the relatedness and the model construction of exchange rate volatility and the Thailand’s stock market returns. Empirical results show that we can construct a bivariate IGARCH (1, 1...