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The predictive ability of consumer sentiment's volatility to the Malaysian stock market's volatility

Nathrah Yacob; Mahdzan, Nurul Shahnaz - In: Afro-Asian Journal of Finance and Accounting : AAJFA 4 (2014) 4, pp. 460-476

Persistent link: https://www.econbiz.de/10011457470

Modelling long memory dependence structure using FIGARCH-copula approach : evidence from major Asian stock markets

Gupta, Pankaj Kumar; Mittal, Prabhat - In: Global business & economics review 30 (2024) 1, pp. 56-71

Persistent link: https://www.econbiz.de/10014490993

Are Asian stock market returns predictable?

Narayan, Seema - In: Emerging markets finance & trade : a journal of the … 51 (2015) 5, pp. 867-868

Persistent link: https://www.econbiz.de/10011561105

Forecasting volatility of European and Asian equity indices with Hansen's skew-t and fat tailed distributions, as well as with non-linear asymmetric effects

Gabrielsen, Alexandros; Sarmpezoudis, Sotirios - In: International journal of economic research 9 (2012) 2, pp. 243-263

Persistent link: https://www.econbiz.de/10009685246

Common predictable components in regional stock markets

Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 35-42

Persistent link: https://www.econbiz.de/10001214318

Predictability of return volatility across different emerging capital markets : evidence from Asia

Vidanage, Thushari N.; Carmignani, Fabrizio; Singh, Tarlok - In: South Asian journal of macroeconomics and public finance 6 (2017) 2, pp. 157-177

Persistent link: https://www.econbiz.de/10012153826

The ability of U.S. macroeconomic variables to predict Asian financial market returns

Tzeng, Kae-Yih - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3529-3551

Persistent link: https://www.econbiz.de/10014429140

Forecasting methods for safeguarding ASEAN-5 stock exchanges during extreme volatility

Chukiat Chaiboonsri; Prasert Chaitip - In: International journal of trade and global markets 10 (2017) 1, pp. 123-130

Persistent link: https://www.econbiz.de/10011722940

Predictability of Technical Analysis on Singapore Stock Market, Before and After the Asian Financial Crisis

Du, Jun - 2018

We investigate the predictability of technical analysis applied to the Singapore Straits Times Index. There are three trading rules – the Simple Moving Average, the Dual Moving Average and Trading Range Breakout with and without a one percent band – which are applied to undertake the...

Persistent link: https://www.econbiz.de/10012915578

Extreme value estimation of boom and crash statistics

Cotter, John - In: The European journal of finance 12 (2006) 6/7, pp. 553-566

Persistent link: https://www.econbiz.de/10003382846

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