-GARCH 1)Construct portfolios Direct & Indirect 2)Examine Dynamic Correlation with Bitcoin after the announcements Dynamic Correlation with Bitcoin Impulse-Response Analysis • One standard deviation shock
(proxied by post earnings announcement drift and standard deviation of returns). • This is especially true for low-visibility firms. • This reduction in information asymmetry is the result of increased
. Hypothesis construction • Assuming the geometric Brownian process with an expected return (ν) and a standard deviation (σ) • We can find that the probability of an uptick and a downtick with different tick
previous year by Baht 66 Million or 1.6 percent from all 3 main businesses but mainly from the Si Rat-Outer Ring Road Expressway (SOE) and farebox revenue of the MRT Blue Line. Cost of service amounted to
Expressway and Metro Public Company Limited (“the Company”) had refinanced long term loans for the Si Rat-Outer Ring Road Expressway Project (SOE) for total of Baht 10,000 Million with floating interest rate
year by Baht 47 Million or 1.8 percent, mainly from the increase in toll revenue from the Si Rat-Outer Ring Road Expressway Project (SOE). In the third quarter of the year 2019, SOE average traffic
and Installation of the M&E Systems for the MRT Blue Line Extension Project. In addition, newly-awarded projects like the Construction of Rama 3-Dao Khanong-Western Outer Ring Road Expressway Project
logarithmic daily returns of market index. Then market volatility is the standard deviation of daily return by quarter and year. Quarterly and yearly gambling index returns are sum of logarithmic daily returns
(Standard deviation) ของผลการดำเนินงาน/Fund Standard Deviation 4.22 ความผันผวน (Standard deviation) ของตัวชี้วัด/Benchmark Standard Deviation 3.60 *S ผลการดำเนินงานต้ังแต่วันจัดต้ังกองทุนจนถึงวันทำการสุดท้าย
2561 2562 2563 2564 (2014) (2021)(2020)(2019)(2018)(2017)(2012) (2013) (2015) (2016) *S ผลตอบแทนกองทุนรวม/Fund Return -1.05 ผลตอบแทนตัวชี้วัด/Benchmark Return -0.41 ความผันผวน (Standard deviation) ของผล