On The Forecastability Of Asean-5 Stock Markets Returns Using Time Series Models
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More about this item
KeywordsRandom walk; Time series models; Autoregressive; Smooth Transition Autoregressive; GARCH; Forecasting; ASEAN-5 stock markets.;
- G - Financial Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-07-29 (All new papers)
- NEP-CFN-2003-07-29 (Corporate Finance)
- NEP-ECM-2003-08-01 (Econometrics)
- NEP-ETS-2003-07-29 (Econometric Time Series)
- NEP-FIN-2003-07-29 (Finance)
- NEP-FMK-2003-07-29 (Financial Markets)
- NEP-RMG-2003-07-29 (Risk Management)
- NEP-SEA-2003-07-29 (South East Asia)
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