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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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書誌詳細
主要な著者:	Wong, Yoke Chen *, Kok, Kim Lian
フォーマット:	論文
言語:	English
出版事項:	Sunway University College 2005
主題:	HF Commerce HG Finance QA Mathematics
オンライン･アクセス:	http://eprints.sunway.edu.my/23/1/wong1.pdf http://eprints.sunway.edu.my/23/
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

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