2012-14 Forecasting volatility of the ASEAN-5 stock markets: a nonlinear approach with non-normal errors
| Authors: | Guidi, Francesco ; Gupta, Rakesh |
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| Institutions: | Department of Accounting, Finance and Economics, Griffith Business School |
| Subject: | ASEAN | leverage effect | forecast |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Classification: | G15 - International Financial Markets ; G17 - Financial Forecasting |
| Source: |
Persistent link: https://www.econbiz.de/10010797750