ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS
Year of publication: |
2003-07-23
|
---|---|
Authors: | Liew, Khim-Sen ; Lim, Kian-Ping ; Choong, Chee-Keong |
Institutions: | EconWPA |
Subject: | Random walk | Time series models | Autoregressive | Smooth Transition Autoregressive | GARCH | Forecasting | ASEAN-5 stock markets |
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