A comparison forecasting models for ASEAN equity markets

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A comparison forecasting models for ASEAN equity markets

This paper compares six models for forecasting the performance of the ASEAN equity markets of Malaysia, Singapore, Thailand, Indonesia and the Philippines before, during and after the Asian financial crisis. In the precrisis period, the OLS, ARCH-M and TARCH models have better forecasting performanc...

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Bibliographic Details
Main Authors:	Wong, Yoke Chen *, Kok, Kim Lian
Format:	Article
Language:	English
Published:	Sunway University College 2005
Subjects:	HF Commerce HG Finance QA Mathematics
Online Access:	http://eprints.sunway.edu.my/23/ http://eprints.sunway.edu.my/23/1/wong1.pdf

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