PTT was honored with the 2023 SET AWARDS by the Stock Exchange of Thailand, in collaboration with the Finance and Banking Journal. The prestigious recognition includes three notable awards: the Sustainability Awards of Honor, awarded for the third consecutive year, the Innovative Company Awards of ...
Considering the volatility of stock market presenting regime switching as well as nonlinear and asymmetric characteristics which can be described using the power-transformed and threshold (PTT) GARCH model, the paper proposes regime switching PTTGARCH (R