Forecasting methods for safeguarding ASEAN-5 stock exchanges during extreme volatility
Chukiat Chaiboonsri and Prasert Chaitip
| Year of publication: |
2017
|
|---|---|
| Authors: | Chukiat Chaiboonsri ; Prasert Chaitip |
| Published in: |
International journal of trade and global markets. - Olney : Inderscience, ISSN 1742-7541, ZDB-ID 2444196-X. - Vol. 10.2017, 1, p. 123-130
|
| Subject: | Shemitah year | extreme case | ASEAN stock exchange | Bayesian approach | prediction | lowest set index | financial crisis | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Finanzkrise | Financial crisis | ASEAN-Staaten | ASEAN countries | Börse | Bourse | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Bayes-Statistik | Bayesian inference | ARCH-Modell | ARCH model | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011722940