Modelling and Forecasting the Volatility of Stock Price Index : ASEAN-5 Countries

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Modelling and Forecasting the Volatility of Stock Price Index : ASEAN-5 Countries

This study aims to model and forecast the stock index volatility in ASEAN-5 countries. In addition, this study investigates the asymmetric characteristics of the returns series, evaluate if the use of non-normal distribution improves the model estimation and compare the forecasting performance of th...

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Bibliographic Details
Main Author:	Hoh, Chai Ping
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2014
Online Access:	https://eprints.nottingham.ac.uk/27186/

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