AI SearchAn empirical study of chaotic dynamical behavior : (Record no. 36757)
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| fixed length control field | 140100s1999 th uu m rtt 00| a1eng d |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | .b11773194 |
| 099 #9 - LOCAL FREE-TEXT CALL NUMBER (OCLC) | |
| Classification number | AIT RSPR no. SM-99-80 |
| 100 0# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Suchai Sutapak |
| 245 13 - TITLE STATEMENT | |
| Title | An empirical study of chaotic dynamical behavior : |
| Remainder of title | the case of Thailand's stock market |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Bangkok : |
| Name of publisher, distributor, etc. | Asian Institute of Technology, |
| Date of publication, distribution, etc. | 1999 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 66 leaves |
| 490 1# - SERIES STATEMENT | |
| Series statement | Research studies project report ; |
| Volume/sequential designation | no. SM-99-80 |
| 500 ## - GENERAL NOTE | |
| General note | A research study submitted in partial fulfillment of the requirements for the degree of Master of Business Administration |
| 502 ## - DISSERTATION NOTE | |
| Dissertation note | Research Studies Project Report (M.B.A.) - Asian Institute of Technology, 1999 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Owing to the insufficiency in explaining the behavior of financial assets of finance theories based on the Efficient Market Hypothesis (EMH), including evidences in a number of financial markets, there are new approaches to cope with this problem. In recent years, a new approach for doing this job is based on nonlinear system-particularly the Chaos theory. It is believed that this theory suits the financial assets' behavior better because of the feedback system, which is the most important characteristic of nonlinear system. The feedback system is a set of interconnected systems, or put simply, its outputs become its inputs in the next state. It is believed so because there are evidences indicating that markets do have memory- what happened yesterday influences what happen today and even tomorrow. This is in line with the feedback system. In United States, to find out whether the financial markets are linear according to the EMH or nonlinear, especially chaotic, according to the Chaos theory, there are many empirical studies. These studies covered stock, commodity and money markets, and indicated that some markets are linear whereas some are not. In this study, to indicate whether the stock market of Thailand is linear, we employed similar methodologies. We used both the returns and index numbers of the SET Index. Also, we used three frequencies of the SET Index-monthly, weekly and daily. In the study, we found that the SET Index is chaotic. It implies that any attempt, based on the EMH, to explain and/or predict the SET Index's behavior may not be appropriate. The study also stated that the lower bound or the minimum dynamical variable in explaining the SET Index's behavior is two, but did not indicate that what are those two variables. However, some characteristics of the SET Index, such as the duration of cycle and the Lyapunov exponent, still are inconclusive in the study. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stock exchanges |
| Geographic subdivision | Thailand |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Gupta, Joyti, |
| Relator term | Chairperson |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Igel, Barbara, |
| Relator term | Examination Committee |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Do, Ba Khang, |
| Relator term | Examination Committee |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | Partial Asian Institute of Technology Scholarship, |
| Relator term | Scholarship donor |
| 810 2# - SERIES ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | Asian Institute of Technology. |
| Title of a work | Research studies project report ; |
| Volume/sequential designation | no. SM-99-80 |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Full-Text |
| Uniform Resource Identifier | <a href="http://203.159.5.9/ait-thesis/detail.php?q=B12114">http://203.159.5.9/ait-thesis/detail.php?q=B12114</a> |
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| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Total checkouts | Full call number | Barcode | Date last seen | Copy number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Available for Loans | Asian Institute of Technology Library | Asian Institute of Technology Library | AIT Publications | 18/08/2026 | AIT RSPR no. SM-99-80 | 30050120987382 | 18/08/2026 | 1 | 18/08/2026 | 20-AIT Publication | ||||
| Available for Loans | Asian Institute of Technology Library | Asian Institute of Technology Library | AIT Publications | 18/08/2026 | AIT RSPR no. SM-99-80 | 30050120680672 | 18/08/2026 | 3 | 18/08/2026 | 22-AIT Thesis (Replacement) | ||||
| Available for Loans | Asian Institute of Technology Library | Asian Institute of Technology Library | Archives | 18/08/2026 | AIT RSPR no. SM-99-80 | 30050160086335 | 18/08/2026 | 18/08/2026 | 40-Archives |