A comparison forecasting models for ASEAN equity markets
This paper compares six models for forecasting the performance of the ASEAN equity markets of Malaysia, Singapore, Thailand, Indonesia and the Philippines before, during and after the Asian financial crisis. In the precrisis period, the OLS, ARCH-M and TARCH models have better forecasting performanc...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sunway University College
2005
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| Subjects: | |
| Online Access: | http://eprints.sunway.edu.my/23/1/wong1.pdf http://eprints.sunway.edu.my/23/ |
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