Financial volatility forecasting by Least square support vector machine based on GARCH, EGARCH and GJR models : evidence from ASEAN stock markets

Phichhang Ou; Hengshan Wang

Year of publication:	2010
Authors:	Phichhang Ou ; Hengshan Wang
Published in:	International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 2.2010, 1, p. 51-64
Subject:	Finanzmarkt \| Financial market \| Aktienmarkt \| Stock market \| Volatilität \| Volatility \| Prognose \| Forecast \| ASEAN-Staaten \| ASEAN countries

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