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Multivariate GARCH Volatility Across Major Industry Groups of the Stock Exchange of Thailand |
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| Authors: | Prasert Chaitip Darapom Noopontong |
| Institution: | Chiang Mai University, Chiang Mai, Thailand |
| Abstract: | volatility spillover, standardized shocks, stock index returns, conditional correlations |
| Keywords: | volatility spillover standardized shocks stock index returns conditional correlations |
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